VanEck Vectors Buy or Sell Recommendation

Macroaxis provides VanEck Vectors Egypt ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding VanEck Vectors positions. The advice algorithm takes into account all of VanEck Vectors Egypt ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from VanEck Vectors buy-and-hold prospective. Additionally see VanEck Vectors Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
VanEck Vectors Egypt ETF -- USA Etf  

USD 30.45  0.23  0.75%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VanEck Vectors Egypt ETF is 'Cautious Hold'.
For the selected time horizon VanEck Vectors Egypt ETF has a mean deviation of 0.6256, semi deviation of 0.8077, standard deviation of 0.8359, variance of 0.6987, downside variance of 0.7774 and semi variance of 0.6524
Macroaxis recommendation module can be used to complement VanEck Vectors Egypt buy or sell recommendation provided by average analyst sentiment. It analyzes the organization potential to grow using fundamental, technical, 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.

Returns Distribution Density

Mean Return0.034788Value At Risk1.29
Potential Upside1.14Standard Deviation0.84
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
City Of London Investment Management Co LtdFund Units147.7 K4.3 M

VanEck Vectors Greeks

α
Alpha over DOW
=0.031936
βBeta against DOW=0.25
σ
Overall volatility
=0.78
 IrInformation ratio =0.0049

VanEck Vectors Volatility Alert

VanEck Vectors Egypt ETF has low volatility with Treynor Ratio of -0.1, Maximum Drawdown of 3.69 and kurtosis of 0.86. However, we advice all investors to further analyze VanEck Vectors Egypt ETF to make certain all market information is desiminated and is consistent with the current expectations about VanEck Vectors upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare VanEck Vectors to competition
FundamentalsVanEck VectorsPeer Average
Price to Earning13.26 times8.24 times
Price to Book1.4 times0.97 times
Price to Sales1.42 times0.72 times
One Year Return(15.78) % (1.25) %
Three Year Return(21.13) % 2.26 %
Five Year Return(8.6) % 0.2 %
Net Asset66.11 M888.73 M
Equity Positions Weight99.56 % 49.22 %
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0215
Market Risk Adjusted Performance(0.090114)
Mean Deviation0.6256
Semi Deviation0.8077
Downside Deviation0.8817
Coefficient Of Variation2402.82
Standard Deviation0.8359
Variance0.6987
Information Ratio(0.00488)
Jensen Alpha0.0319
Total Risk Alpha(0.037503)
Sortino Ratio(0.004627)
Treynor Ratio(0.1)
Maximum Drawdown3.69
Value At Risk(1.29)
Potential Upside1.14
Downside Variance0.7774
Semi Variance0.6524
Expected Short fall(0.61)
Skewness0.436
Kurtosis0.8642