Victoryshares International Volatility Etf Technical Analysis
| CIL Etf | USD 56.91 0.00 0.00% |
As of the 5th of February, VictoryShares International has the Coefficient Of Variation of 433.3, risk adjusted performance of 0.1675, and Semi Deviation of 0.3681. VictoryShares International technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices. Please validate VictoryShares International jensen alpha, and the relationship between the coefficient of variation and potential upside to decide if VictoryShares International is priced more or less accurately, providing market reflects its prevalent price of 56.91 per share.
VictoryShares International Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as VictoryShares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VictorySharesVictoryShares | Build AI portfolio with VictoryShares Etf |
VictoryShares International's market price often diverges from its book value, the accounting figure shown on VictoryShares's balance sheet. Smart investors calculate VictoryShares International's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since VictoryShares International's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between VictoryShares International's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding VictoryShares International should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, VictoryShares International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
VictoryShares International 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to VictoryShares International's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of VictoryShares International.
| 11/07/2025 |
| 02/05/2026 |
If you would invest 0.00 in VictoryShares International on November 7, 2025 and sell it all today you would earn a total of 0.00 from holding VictoryShares International Volatility or generate 0.0% return on investment in VictoryShares International over 90 days. VictoryShares International is related to or competes with First Trust, Intech SP, IShares International, Two Roads, VanEck Steel, Hennessy Stance, and First Trust. The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of ... More
VictoryShares International Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure VictoryShares International's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess VictoryShares International Volatility upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6302 | |||
| Information Ratio | 0.1236 | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.02 |
VictoryShares International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VictoryShares International's standard deviation. In reality, there are many statistical measures that can use VictoryShares International historical prices to predict the future VictoryShares International's volatility.| Risk Adjusted Performance | 0.1675 | |||
| Jensen Alpha | 0.1226 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | 1.12 |
VictoryShares International February 5, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1675 | |||
| Market Risk Adjusted Performance | 1.13 | |||
| Mean Deviation | 0.4694 | |||
| Semi Deviation | 0.3681 | |||
| Downside Deviation | 0.6302 | |||
| Coefficient Of Variation | 433.3 | |||
| Standard Deviation | 0.6017 | |||
| Variance | 0.3621 | |||
| Information Ratio | 0.1236 | |||
| Jensen Alpha | 0.1226 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | 1.12 | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.3972 | |||
| Semi Variance | 0.1355 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.10) |
VictoryShares International Backtested Returns
As of now, VictoryShares Etf is very steady. VictoryShares International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the etf had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for VictoryShares International Volatility, which you can use to evaluate the volatility of the etf. Please validate VictoryShares International's Semi Deviation of 0.3681, coefficient of variation of 433.3, and Risk Adjusted Performance of 0.1675 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VictoryShares International's returns are expected to increase less than the market. However, during the bear market, the loss of holding VictoryShares International is expected to be smaller as well.
Auto-correlation | 0.67 |
Good predictability
VictoryShares International Volatility has good predictability. Overlapping area represents the amount of predictability between VictoryShares International time series from 7th of November 2025 to 22nd of December 2025 and 22nd of December 2025 to 5th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VictoryShares International price movement. The serial correlation of 0.67 indicates that around 67.0% of current VictoryShares International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
VictoryShares International technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
VictoryShares International Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of VictoryShares International volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About VictoryShares International Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of VictoryShares International Volatility on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of VictoryShares International Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on VictoryShares International price pattern first instead of the macroeconomic environment surrounding VictoryShares International. By analyzing VictoryShares International's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of VictoryShares International's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to VictoryShares International specific price patterns or momentum indicators. Please read more on our technical analysis page.
VictoryShares International February 5, 2026 Technical Indicators
Most technical analysis of VictoryShares help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for VictoryShares from various momentum indicators to cycle indicators. When you analyze VictoryShares charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1675 | |||
| Market Risk Adjusted Performance | 1.13 | |||
| Mean Deviation | 0.4694 | |||
| Semi Deviation | 0.3681 | |||
| Downside Deviation | 0.6302 | |||
| Coefficient Of Variation | 433.3 | |||
| Standard Deviation | 0.6017 | |||
| Variance | 0.3621 | |||
| Information Ratio | 0.1236 | |||
| Jensen Alpha | 0.1226 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | 1.12 | |||
| Maximum Drawdown | 2.46 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.3972 | |||
| Semi Variance | 0.1355 | |||
| Expected Short fall | (0.53) | |||
| Skewness | (0.05) | |||
| Kurtosis | (0.10) |
VictoryShares International February 5, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as VictoryShares stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 56.91 | ||
| Day Typical Price | 56.91 | ||
| Price Action Indicator | 0.00 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in VictoryShares International Volatility. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
VictoryShares International's market price often diverges from its book value, the accounting figure shown on VictoryShares's balance sheet. Smart investors calculate VictoryShares International's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since VictoryShares International's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between VictoryShares International's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding VictoryShares International should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, VictoryShares International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.