VETIVA S's market value is the price at which a share of VETIVA S trades on a public exchange. It measures the collective expectations of VETIVA S P investors about its performance. VETIVA S is trading at 325.00 as of the 12th of July 2025, a 4.80 percent increase since the beginning of the trading day. The etf's lowest day price was 310.1. With this module, you can estimate the performance of a buy and hold strategy of VETIVA S P and determine expected loss or profit from investing in VETIVA S over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.
Symbol
VETIVA
VETIVA S '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 VETIVA S'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 VETIVA S.
0.00
07/28/2022
No Change 0.00
0.0
In 2 years 11 months and 15 days
07/12/2025
0.00
If you would invest 0.00 in VETIVA S on July 28, 2022 and sell it all today you would earn a total of 0.00 from holding VETIVA S P or generate 0.0% return on investment in VETIVA S over 1080 days.
VETIVA S 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 VETIVA S'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 VETIVA S P upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for VETIVA S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VETIVA S's standard deviation. In reality, there are many statistical measures that can use VETIVA S historical prices to predict the future VETIVA S's volatility.
VETIVA S is very steady given 3 months investment horizon. VETIVA S P owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 4.1% are justified by taking the suggested risk. Use VETIVA S P Coefficient Of Variation of 782.95, semi deviation of 15.26, and Risk Adjusted Performance of 0.1865 to evaluate company specific risk that cannot be diversified away. The entity has a beta of -0.93, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning VETIVA S are expected to decrease slowly. On the other hand, during market turmoil, VETIVA S is expected to outperform it slightly.
Auto-correlation
-0.16
Insignificant reverse predictability
VETIVA S P has insignificant reverse predictability. Overlapping area represents the amount of predictability between VETIVA S time series from 28th of July 2022 to 19th of January 2024 and 19th of January 2024 to 12th of July 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 VETIVA S P price movement. The serial correlation of -0.16 indicates that over 16.0% of current VETIVA S price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.16
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
10.4 K
VETIVA S P lagged returns against current returns
Autocorrelation, which is VETIVA S 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 VETIVA S's etf expected returns. We can calculate the autocorrelation of VETIVA S returns to help us make a trade decision. For example, suppose you find that VETIVA S 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
VETIVA S 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 VETIVA S etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VETIVA S etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VETIVA S etf over time.
Current vs Lagged Prices
Timeline
VETIVA S Lagged Returns
When evaluating VETIVA S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VETIVA S etf have on its future price. VETIVA S 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, VETIVA S autocorrelation shows the relationship between VETIVA S etf current value and its past values and can show if there is a momentum factor associated with investing in VETIVA S P.
Regressed Prices
Timeline
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