Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VanEck Vectors Egypt ETF is 'Strong Hold'. Macroaxis provides VanEck Vectors buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding EGPT positions. The advice algorithm takes into account all of VanEck Vectors Egypt available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from EGPT buy-and-hold prospective. Additionally see VanEck Vectors Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon VanEck Vectors Egypt ETF has a risk adjusted performance of 0.0032, jensen alpha of 0.0232, total risk alpha of 0.0502, sortino ratio of 0.0167 and treynor ratio of (0.012518)Macroaxis buy or sell recommendation module can be used to complement current analysts and expert consensus on VanEck Vectors Egypt. Our recommendation engine harnesses analyzes the etf potential to grow using all fundamental data market data available at the time. Please use VanEck Vectors Egypt One Year Return to make buy, hold, or sell decision on VanEck Vectors.
Odds of Distress
VanEck Vectors Thematic Classifications
|Macroaxis IndexMacroaxis power theme of selected equities with solid fundamentals|
VanEck Vectors Returns Distribution Density
|Mean Return||0.00074||Value At Risk||2.35|
|Potential Upside||2.48||Standard Deviation||1.72|
VanEck Vectors Greeks
|Alpha over DOW||=||0.023169|
|Beta against DOW||=||0.74|
VanEck Vectors Volatility Alert
VanEck Vectors Egypt ETF currently demonstrates below average downside deviation of 2.07. It has Information Ratio of 0.02 and Jensen Alpha of 0.02. However, we do advice investors to further question VanEck Vectors Egypt ETF expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
|Better Than Average||Worse Than Average||Compare VanEck Vectors to competition|
VanEck Vectors Fundamental Vs Peers
|Fundamentals||VanEck Vectors||Peer Average|
|Price to Earning||13.26X||8.24X|
|Price to Book||1.40X||0.97X|
|Price to Sales||1.42X||0.72X|
|One Year Return||(9.29)%||(1.25)%|
|Three Year Return||(5.37)%||2.26%|
|Five Year Return||(9.09)%||0.20%|
|Equity Positions Weight||99.66%||49.22%|
VanEck Vectors Market Momentum
Additionally see VanEck Vectors Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.