VanEck MSCI (Australia) Market Value

QSML Etf   28.43  0.05  0.18%   
VanEck MSCI's market value is the price at which a share of VanEck MSCI trades on a public exchange. It measures the collective expectations of VanEck MSCI International investors about its performance. VanEck MSCI is selling for under 28.43 as of the 16th of March 2025; that is 0.18 percent decrease since the beginning of the trading day. The etf's last reported lowest price was 28.3.
With this module, you can estimate the performance of a buy and hold strategy of VanEck MSCI International and determine expected loss or profit from investing in VanEck MSCI over a given investment horizon. Check out VanEck MSCI Correlation, VanEck MSCI Volatility and VanEck MSCI Alpha and Beta module to complement your research on VanEck MSCI.
Symbol

Please note, there is a significant difference between VanEck MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck MSCI'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 MSCI '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 MSCI'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 MSCI.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in VanEck MSCI on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding VanEck MSCI International or generate 0.0% return on investment in VanEck MSCI over 90 days. VanEck MSCI is related to or competes with VanEck Vectors, VanEck FTSE, VanEck Vectors, VanEck Morningstar, and VanEck Vectors. VanEck MSCI is entity of Australia. It is traded as Etf on AU exchange. More

VanEck MSCI 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 MSCI'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 MSCI International upside and downside potential and time the market with a certain degree of confidence.

VanEck MSCI Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VanEck MSCI's standard deviation. In reality, there are many statistical measures that can use VanEck MSCI historical prices to predict the future VanEck MSCI's volatility.
Hype
Prediction
LowEstimatedHigh
27.5228.4329.34
Details
Intrinsic
Valuation
LowRealHigh
27.9928.9029.81
Details

VanEck MSCI International Backtested Returns

VanEck MSCI International 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. VanEck MSCI International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate VanEck MSCI's Coefficient Of Variation of (477.11), variance of 0.7838, and Risk Adjusted Performance of (0.18) to confirm the risk estimate we provide. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck MSCI is expected to be smaller as well.

Auto-correlation

    
  -0.51  

Good reverse predictability

VanEck MSCI International has good reverse predictability. Overlapping area represents the amount of predictability between VanEck MSCI time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 MSCI International price movement. The serial correlation of -0.51 indicates that about 51.0% of current VanEck MSCI price fluctuation can be explain by its past prices.
Correlation Coefficient-0.51
Spearman Rank Test-0.52
Residual Average0.0
Price Variance0.88

VanEck MSCI International lagged returns against current returns

Autocorrelation, which is VanEck MSCI 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 MSCI's etf expected returns. We can calculate the autocorrelation of VanEck MSCI returns to help us make a trade decision. For example, suppose you find that VanEck MSCI 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 MSCI 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 MSCI etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VanEck MSCI etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VanEck MSCI etf over time.
   Current vs Lagged Prices   
       Timeline  

VanEck MSCI Lagged Returns

When evaluating VanEck MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VanEck MSCI etf have on its future price. VanEck MSCI 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 MSCI autocorrelation shows the relationship between VanEck MSCI etf current value and its past values and can show if there is a momentum factor associated with investing in VanEck MSCI International.
   Regressed Prices   
       Timeline  

Thematic Opportunities

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Other Information on Investing in VanEck Etf

VanEck MSCI 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 MSCI security.