Vaneck Inflation Allocation Etf Market Value
| RAAX Etf | USD 26.97 0.33 1.21% |
| Symbol | VanEck |
The market value of VanEck Inflation All is measured differently than its book value, which is the value of VanEck that is recorded on the company's balance sheet. Investors also form their own opinion of VanEck Inflation's value that differs from its market value or its book value, called intrinsic value, which is VanEck Inflation's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because VanEck Inflation's market value can be influenced by many factors that don't directly affect VanEck Inflation's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between VanEck Inflation's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck Inflation is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Inflation'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.
VanEck Inflation '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 VanEck Inflation'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 VanEck Inflation.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in VanEck Inflation on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding VanEck Inflation Allocation or generate 0.0% return on investment in VanEck Inflation over 30 days. VanEck Inflation is related to or competes with Tidal Trust, ProShares VIX, ProShares VIX, LHA Market, Dynamic Short, First Trust, and WisdomTree Managed. The fund invests, under normal circumstances, primarily in exchange-traded products that provide exposure to real assets... More
VanEck Inflation 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 VanEck Inflation'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 VanEck Inflation Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.53 |
VanEck Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VanEck Inflation's standard deviation. In reality, there are many statistical measures that can use VanEck Inflation historical prices to predict the future VanEck Inflation's volatility.| Risk Adjusted Performance | 0.1025 | |||
| Jensen Alpha | 0.0917 | |||
| Total Risk Alpha | 0.0211 | |||
| Sortino Ratio | 0.0632 | |||
| Treynor Ratio | 0.2104 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VanEck Inflation's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
VanEck Inflation All Backtested Returns
We consider VanEck Inflation very steady. VanEck Inflation All owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for VanEck Inflation Allocation, which you can use to evaluate the volatility of the etf. Please validate VanEck Inflation's Semi Deviation of 0.9091, risk adjusted performance of 0.1025, and Coefficient Of Variation of 623.04 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Inflation is expected to be smaller as well.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
VanEck Inflation Allocation has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VanEck Inflation time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VanEck Inflation All price movement. The serial correlation of -0.78 indicates that around 78.0% of current VanEck Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
VanEck Inflation All lagged returns against current returns
Autocorrelation, which is VanEck Inflation etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting VanEck Inflation's etf expected returns. We can calculate the autocorrelation of VanEck Inflation returns to help us make a trade decision. For example, suppose you find that VanEck Inflation has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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VanEck Inflation regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If VanEck Inflation etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VanEck Inflation etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VanEck Inflation etf over time.
Current vs Lagged Prices |
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VanEck Inflation Lagged Returns
When evaluating VanEck Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VanEck Inflation etf have on its future price. VanEck Inflation autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, VanEck Inflation autocorrelation shows the relationship between VanEck Inflation etf current value and its past values and can show if there is a momentum factor associated with investing in VanEck Inflation Allocation.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether VanEck Inflation All offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of VanEck Inflation's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vaneck Inflation Allocation Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vaneck Inflation Allocation Etf:Check out VanEck Inflation Correlation, VanEck Inflation Volatility and VanEck Inflation Alpha and Beta module to complement your research on VanEck Inflation. Note that the VanEck Inflation All information on this page should be used as a complementary analysis to other VanEck Inflation's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
VanEck Inflation 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.