Vaneck Retail Etf Market Value
| RTH Etf | USD 242.02 0.44 0.18% |
| Symbol | VanEck |
The market value of VanEck Retail ETF 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 Retail's value that differs from its market value or its book value, called intrinsic value, which is VanEck Retail'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 Retail's market value can be influenced by many factors that don't directly affect VanEck Retail'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 Retail's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck Retail is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Retail'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 Retail '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 Retail'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 Retail.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in VanEck Retail on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding VanEck Retail ETF or generate 0.0% return on investment in VanEck Retail over 90 days. VanEck Retail is related to or competes with VanEck Pharmaceutical, VanEck Biotech, VanEck Oil, and IShares Consumer. The fund normally invests at least 80 percent of its total assets in securities that comprise the funds benchmark index More
VanEck Retail 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 Retail'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 Retail ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6371 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.15 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 1.09 |
VanEck Retail Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Retail's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VanEck Retail's standard deviation. In reality, there are many statistical measures that can use VanEck Retail historical prices to predict the future VanEck Retail's volatility.| Risk Adjusted Performance | 0.1571 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.1841 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VanEck Retail'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 Retail ETF Backtested Returns
VanEck Retail is very steady at the moment. VanEck Retail ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the etf had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for VanEck Retail ETF, which you can use to evaluate the volatility of the etf. Please validate VanEck Retail's Risk Adjusted Performance of 0.1571, semi deviation of 0.4707, and Coefficient Of Variation of 488.88 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Retail's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Retail is expected to be smaller as well.
Auto-correlation | 0.86 |
Very good predictability
VanEck Retail ETF has very good predictability. Overlapping area represents the amount of predictability between VanEck Retail time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 2025. 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 Retail ETF price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current VanEck Retail price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 9.61 |
VanEck Retail ETF lagged returns against current returns
Autocorrelation, which is VanEck Retail 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 Retail's etf expected returns. We can calculate the autocorrelation of VanEck Retail returns to help us make a trade decision. For example, suppose you find that VanEck Retail 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 |
| Timeline |
VanEck Retail 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 Retail etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VanEck Retail etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VanEck Retail etf over time.
Current vs Lagged Prices |
| Timeline |
VanEck Retail Lagged Returns
When evaluating VanEck Retail's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VanEck Retail etf have on its future price. VanEck Retail 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 Retail autocorrelation shows the relationship between VanEck Retail etf current value and its past values and can show if there is a momentum factor associated with investing in VanEck Retail ETF.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Check out VanEck Retail Correlation, VanEck Retail Volatility and VanEck Retail Alpha and Beta module to complement your research on VanEck Retail. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
VanEck Retail 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.