Victoryshares Multi Factor Minimum Etf Technical Analysis
| VSMV Etf | USD 56.86 0.01 0.02% |
As of the 25th of January, VictoryShares Multi has the Semi Deviation of 0.4442, coefficient of variation of 680.07, and Risk Adjusted Performance of 0.105. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of VictoryShares Multi, as well as the relationship between them. Please validate VictoryShares Multi semi deviation, jensen alpha, as well as the relationship between the Jensen Alpha and semi variance to decide if VictoryShares Multi is priced more or less accurately, providing market reflects its prevalent price of 56.86 per share.
VictoryShares Multi 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 |
The market value of VictoryShares Multi is measured differently than its book value, which is the value of VictoryShares that is recorded on the company's balance sheet. Investors also form their own opinion of VictoryShares Multi's value that differs from its market value or its book value, called intrinsic value, which is VictoryShares Multi'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 VictoryShares Multi's market value can be influenced by many factors that don't directly affect VictoryShares Multi'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 VictoryShares Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if VictoryShares Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VictoryShares Multi'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 Multi '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 Multi'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 Multi.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in VictoryShares Multi on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding VictoryShares Multi Factor Minimum or generate 0.0% return on investment in VictoryShares Multi over 90 days. VictoryShares Multi is related to or competes with TrueShares Active, Exchange Listed, Blueprint Chesapeake, 2023 EFT, BlackRock ETF, ARK Israel, and WisdomTree Efficient. The fund seeks to achieve its investment objective by investing, under normal market conditions, at least 80 percent of ... More
VictoryShares Multi 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 Multi'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 Multi Factor Minimum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5807 | |||
| Information Ratio | 0.0114 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.08 |
VictoryShares Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for VictoryShares Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VictoryShares Multi's standard deviation. In reality, there are many statistical measures that can use VictoryShares Multi historical prices to predict the future VictoryShares Multi's volatility.| Risk Adjusted Performance | 0.105 | |||
| Jensen Alpha | 0.0276 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0113 | |||
| Treynor Ratio | 0.1081 |
VictoryShares Multi January 25, 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 | 0.105 | |||
| Market Risk Adjusted Performance | 0.1181 | |||
| Mean Deviation | 0.4674 | |||
| Semi Deviation | 0.4442 | |||
| Downside Deviation | 0.5807 | |||
| Coefficient Of Variation | 680.07 | |||
| Standard Deviation | 0.5776 | |||
| Variance | 0.3336 | |||
| Information Ratio | 0.0114 | |||
| Jensen Alpha | 0.0276 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0113 | |||
| Treynor Ratio | 0.1081 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.3372 | |||
| Semi Variance | 0.1973 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.20) | |||
| Kurtosis | (0.39) |
VictoryShares Multi Backtested Returns
At this stage we consider VictoryShares Etf to be very steady. VictoryShares Multi owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for VictoryShares Multi Factor Minimum, which you can use to evaluate the volatility of the etf. Please validate VictoryShares Multi's Coefficient Of Variation of 680.07, semi deviation of 0.4442, and Risk Adjusted Performance of 0.105 to confirm if the risk estimate we provide is consistent with the expected return of 0.0695%. The entity has a beta of 0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VictoryShares Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding VictoryShares Multi is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
VictoryShares Multi Factor Minimum has average predictability. Overlapping area represents the amount of predictability between VictoryShares Multi time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 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 Multi price movement. The serial correlation of 0.48 indicates that about 48.0% of current VictoryShares Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
VictoryShares Multi 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 Multi Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Multi volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About VictoryShares Multi 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 Multi Factor Minimum 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 Multi Factor Minimum based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on VictoryShares Multi price pattern first instead of the macroeconomic environment surrounding VictoryShares Multi. By analyzing VictoryShares Multi'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 Multi'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 Multi specific price patterns or momentum indicators. Please read more on our technical analysis page.
VictoryShares Multi January 25, 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 | 0.105 | |||
| Market Risk Adjusted Performance | 0.1181 | |||
| Mean Deviation | 0.4674 | |||
| Semi Deviation | 0.4442 | |||
| Downside Deviation | 0.5807 | |||
| Coefficient Of Variation | 680.07 | |||
| Standard Deviation | 0.5776 | |||
| Variance | 0.3336 | |||
| Information Ratio | 0.0114 | |||
| Jensen Alpha | 0.0276 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0113 | |||
| Treynor Ratio | 0.1081 | |||
| Maximum Drawdown | 2.56 | |||
| Value At Risk | (0.91) | |||
| Potential Upside | 1.08 | |||
| Downside Variance | 0.3372 | |||
| Semi Variance | 0.1973 | |||
| Expected Short fall | (0.50) | |||
| Skewness | (0.20) | |||
| Kurtosis | (0.39) |
VictoryShares Multi January 25, 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 | 0.06 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 56.80 | ||
| Day Typical Price | 56.82 | ||
| Price Action Indicator | 0.06 | ||
| Market Facilitation Index | 0.16 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in VictoryShares Multi Factor Minimum. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
The market value of VictoryShares Multi is measured differently than its book value, which is the value of VictoryShares that is recorded on the company's balance sheet. Investors also form their own opinion of VictoryShares Multi's value that differs from its market value or its book value, called intrinsic value, which is VictoryShares Multi'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 VictoryShares Multi's market value can be influenced by many factors that don't directly affect VictoryShares Multi'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 VictoryShares Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if VictoryShares Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VictoryShares Multi'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.