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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
VanEck Vectors Egypt ETF -- USA Etf  

USD 33.26  0.84  2.46%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VanEck Vectors Egypt ETF is 'Hold'.
For the selected time horizon VanEck Vectors Egypt ETF has a risk adjusted performance of 0.008, jensen alpha of 0.0052, total risk alpha of 0.1212, sortino ratio of 0.1101 and treynor ratio of 0.036566
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 Return0.008428Value At Risk2.45
Potential Upside2.20Standard Deviation1.33
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
City Of London Investment Management Co LtdFund Units164.9 K5.4 M

VanEck Vectors Greeks

α
Alpha over DOW
=0.005217
β
Beta against DOW=0.043
σ
Overall volatility
=1.33
Ir
Information ratio =0.12

VanEck Vectors Volatility Alert

VanEck Vectors Egypt ETF has relatively low volatility with skewness of -0.33 and kurtosis of 0.62. However, we advise all investors to independently investigate VanEck Vectors Egypt ETF to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare VanEck Vectors to competition
FundamentalsVanEck VectorsPeer Average
Price to Earning13.26 times8.24 times
Price to Book1.40 times0.97 times
Price to Sales1.42 times0.72 times
One Year Return24.81 % (1.25) %
Three Year Return(16.87) % 2.26 %
Five Year Return(6.87) % 0.20 %
Net Asset76.46 M888.73 M
Equity Positions Weight97.84 % 49.22 %
SellBuy
Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.008
Market Risk Adjusted Performance0.026566
Mean Deviation0.8904
Semi Deviation1.35
Downside Deviation1.42
Coefficient Of Variation15745.69
Standard Deviation1.33
Variance1.76
Information Ratio0.1178
Jensen Alpha0.0052
Total Risk Alpha0.1212
Sortino Ratio0.1101
Treynor Ratio0.036566
Maximum Drawdown5.05
Value At Risk2.45
Potential Upside2.2
Downside Variance2.02
Semi Variance1.82
Expected Short fall0.99
Skewness0.33
Kurtosis0.6177