VanEck IBoxx (Netherlands) Price on November 22, 2024
If you're considering investing in VanEck Etf, it is important to understand the factors that can impact its price. Currently, VanEck iBoxx EUR is very steady. VanEck iBoxx EUR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0259, which indicates the etf had a 0.0259% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for VanEck iBoxx EUR, which you can use to evaluate the volatility of the etf. Please validate VanEck IBoxx's Risk Adjusted Performance of 0.0072, coefficient of variation of 3865.54, and Semi Deviation of 0.3647 to confirm if the risk estimate we provide is consistent with the expected return of 0.0087%.
VanEck Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
VanEck |
Sharpe Ratio = 0.0259
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Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average VanEck IBoxx is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VanEck IBoxx by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
VanEck IBoxx Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
VanEck iBoxx EUR cannot be verified against its exchange. Please verify the symbol is currently traded on Euronext Amsterdam. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
VanEck IBoxx December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how VanEck IBoxx etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VanEck IBoxx shares will generate the highest return on investment. By undertsting and applying VanEck IBoxx etf market strength indicators, traders can identify VanEck iBoxx EUR entry and exit signals to maximize returns
VanEck IBoxx Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for VanEck IBoxx's price direction in advance. Along with the technical and fundamental analysis of VanEck Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of VanEck to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0072 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | (0.02) |
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Other Information on Investing in VanEck Etf
VanEck IBoxx financial ratios help investors to determine whether VanEck Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VanEck with respect to the benefits of owning VanEck IBoxx security.