VictoryShares US 500 Enhanced Volatility Wtd ETF chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores unknown

Company description

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to VictoryShares US 500 Enhanced Volatility Wtd ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to VictoryShares US 500 Enhanced Volatility Wtd ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on VictoryShares US 500 Enhanced Volatility Wtd ETF

Here is the result of two systematic investment strategies applied to VictoryShares US 500 Enhanced Volatility Wtd ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the equity curve of the two systematic investment strategies applied to VictoryShares US 500 Enhanced Volatility Wtd ETF:

VictoryShares US 500 Enhanced Volatility Wtd ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 47.34% on the backtest period.

Performance at glance

Performance

47.34 %

Latent gain

857.69 $

Invested capital

1811.76 $

Annualized return

11.55 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on VictoryShares US 500 Enhanced Volatility Wtd ETF

This is the result of two momentum investment strategies applied to VictoryShares US 500 Enhanced Volatility Wtd ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows all the entries opened by the momentum investment system on VictoryShares US 500 Enhanced Volatility Wtd ETF:

VictoryShares US 500 Enhanced Volatility Wtd ETF momentum entries
  • The first momentum investment strategy would give 41.87% of return on VictoryShares US 500 Enhanced Volatility Wtd ETF. That represents 2228.43$ of latent gain with 5322.3$ of employed capital.
  • The second momentum investment strategy would give 47.26% of return on VictoryShares US 500 Enhanced Volatility Wtd ETF. That represents 1419.68$ of latent gain with 3003.98$ of employed capital.
Performance at glance (1Q Momentum)

Performance

41.87 %

Latent gain

2228.43 $

Invested capital

5322.3 $

Annualized return

16.5 %
Performance at glance (2Q Momentum)

Performance

47.26 %

Latent gain

1419.68 $

Invested capital

3003.98 $

Annualized return

13.06 %

Momentum equity curve on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the equity curve of the two momentum strategies applied to VictoryShares US 500 Enhanced Volatility Wtd ETF:

VictoryShares US 500 Enhanced Volatility Wtd ETF momentum equity

Note: the dividends potentially given by VictoryShares US 500 Enhanced Volatility Wtd ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the employed capital evolution of the two momentum strategies on VictoryShares US 500 Enhanced Volatility Wtd ETF since the beginning:

VictoryShares US 500 Enhanced Volatility Wtd ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on VictoryShares US 500 Enhanced Volatility Wtd ETF

Buy the dip entry openings on VictoryShares US 500 Enhanced Volatility Wtd ETF

VictoryShares US 500 Enhanced Volatility Wtd ETF

The performance achieved by the robo-advisor on VictoryShares US 500 Enhanced Volatility Wtd ETF is 34.64%. That represents 255.1$ of latent gain with 736.41$ of employed capital. The following chart shows VictoryShares US 500 Enhanced Volatility Wtd ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of VictoryShares US 500 Enhanced Volatility Wtd ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

34.64 %

Latent gain

255.1 $

Invested capital

736.41 $

Annualized return

16.5 %

Equity curve of the strategy applied to VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the result of the investment strategy applied to VictoryShares US 500 Enhanced Volatility Wtd ETF:

VictoryShares US 500 Enhanced Volatility Wtd ETF

Note: the dividends potentially given by VictoryShares US 500 Enhanced Volatility Wtd ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on VictoryShares US 500 Enhanced Volatility Wtd ETF:

VictoryShares US 500 Enhanced Volatility Wtd ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on VictoryShares US 500 Enhanced Volatility Wtd ETF

In this section, I will compare the three previous investment strategies applied to VictoryShares US 500 Enhanced Volatility Wtd ETF.

Equity curve comparison on VictoryShares US 500 Enhanced Volatility Wtd ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

VictoryShares US 500 Enhanced Volatility Wtd ETF investment strategy comparison

Employed capital comparison on VictoryShares US 500 Enhanced Volatility Wtd ETF

VictoryShares US 500 Enhanced Volatility Wtd ETF investment comparison

Performance comparison on VictoryShares US 500 Enhanced Volatility Wtd ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 47.34% 857.69$ 1811.76$ 11.55%
Momentum 1 quarter 41.87% 2228.43$ 5322.3$ 10.85%
Momentum 2 quarters 47.26% 1419.68$ 3003.98$ 13.06%
Non-directional 34.64% 255.1$ 736.41$ 16.5%
Annualized return comparison

Automatic investment

11.55 %

Momentum 1Q

13.06 %

Momentum 2Q

13.06 %

Non-directional

16.5 %

Correlated stocks

Here are the most positively and negatively correlated stocks with VictoryShares US 500 Enhanced Volatility Wtd ETF:

Positive correlations

Most correlated stocks this year

  • VictoryShares US 500 Volatility Wtd ETF
  • VictoryShares US 500 Enhanced Volatility Wtd ETF
  • First Trust Large Cap Core AlphaDEX Fund
  • Invesco BuyBack Achievers ETF
  • Invesco S&P 500 Equal Weight ETF
  • Schwab U.S. Mid-Cap ETF
  • iShares MSCI USA Size Factor ETF

  • Most correlated stocks last 3 months

  • Barclays Return on Disability ETN
  • Huron Consulting Group Inc
  • Stratus Properties Inc
  • Maxar Technologies Inc
  • Align Technology Inc
  • Invesco RAFI Strategic US Small Company ETF
  • UBS Group AG
  • Credit Suisse Group AG
  • Morgan Stanley
  • IRIDEX Corp
  • Wabash National Corp
  • Comfort Systems USA Inc
  • WisdomTree Investments Inc
  • Cbiz Inc
  • Applied Industrial Technologies Inc
  • Southwest Gas Holdings Inc
  • Littelfuse Inc
  • Sun Life Financial Inc
  • Ashland Inc
  • Nelnet Inc - Class A
  • U.S. Physical Therapy Inc
  • Tetra Tech Inc
  • National Presto Industries Inc
  • Post Holdings Inc
  • Pioneer Natural Resources Company
  • Solaris Oilfield Infrastructure Inc - Class A
  • R1 RCM Inc
  • Faro Technologies Inc
  • Stoneridge Inc
  • Digi International Inc
  • First Trust S-Network Future Vehicles & Technology
  • Enersys
  • ArcelorMittal
  • Weyerhaeuser Company
  • Ritchie Bros Auctioneers Inc
  • iShares International Developed Real Estate ETF
  • SPDR Dow Jones International Real Estate ETF
  • Century Aluminum Company
  • FIRST TRUST SWITZERLAND ALPHADEX FUND
  • UNITE GROUP PLC ORD 25P
  • TFI International Inc
  • WisdomTree Europe SmallCap Dividend Fund
  • Commvault Systems Inc
  • OFG Bancorp
  • Valmont Industries Inc
  • Royce Micro-Cap Trust Inc
  • Sprott Focus Trust Inc
  • Cummins Inc
  • Illinois Tool Works Inc
  • Parker-Hannifin Corp
  • Invesco MSCI Global Timber ETF
  • Hubbell Inc
  • Hanesbrands Inc
  • U.S. Xpress Enterprises Inc - Class A
  • Inspire Global Hope ETF
  • Hartford Multifactor Small Cap ETF
  • Invesco DWA Basic Materials Momentum ETF
  • Fidelity MSCI Materials Index ETF
  • First Trust Materials AlphaDEX Fund
  • Cabot Corp
  • Invesco S&P SmallCap Utilities & Communication Ser
  • ISHARES MSCI GLOBAL MULTIFACTOR ETF
  • Owens Corning
  • Mueller Water Products Inc - Series A
  • CSW Industrials Inc
  • Cognizant Technology Solutions Corp - Class A
  • SPX Technologies Inc
  • Univar Solutions Inc
  • Standex International Corp
  • Masonite International Corp
  • First Community Bankshares Inc
  • Calamp Corp
  • Altra Industrial Motion Corp
  • Arrow Electronics Inc
  • Royal Bank Of Canada
  • Invesco S&P SmallCap 600 Revenue ETF
  • Vanguard Russell 2000 Index ETF
  • Invesco S&P SmallCap 600 Pure Growth ETF
  • Direxion Dialy Small Cap Bull 3X Shares
  • Ametek Inc
  • RiverFront Dynamic US Flex-Cap ETF
  • Invesco S&P 500 Revenue ETF
  • First Trust BuyWrite Income ETF
  • First Trust Small Cap Growth AlphaDEX Fund
  • Invesco S&P SmallCap Health Care ETF
  • American Woodmark Corp
  • Celanese Corp - Series A
  • Voya Financial Inc
  • IQ Chaikin U.S. Small Cap ETF
  • Davis Select U.S. Equity ETF
  • Invesco S&P 500 Equal Weight Industrials ETF
  • Enerpac Tool Group Corp - Class A
  • VICTORYSHARES US SMALL CAP VOLATILITY WTD ETF
  • VICTORYSHARES US DISCOVERY ENHANCED VOLATILITY WTD
  • WisdomTree U.S. SmallCap Quality Dividend Growth F
  • SPDR Dividend ETF
  • SPDR S&P Kensho Intelligent Structures ETF
  • SPDR S&P 600 Small Cap Value ETF
  • iShares S&P Small-Cap 600 Growth ETF
  • Invesco FTSE RAFI US 1500 Small-Mid ETF
  • Invesco S&P SmallCap Industrials ETF
  • First Trust Rising Dividend Achievers ETF
  • ProShares Ultra SmallCap600 2x Shares
  • Schwab U.S. Small-Cap ETF
  • Schwab U.S. Large-Cap Value ETF
  • SPDR S&P 600 Small Cap ETF
  • SPDR S&P 600 Small Cap Growth ETF
  • VictoryShares US 500 Volatility Wtd ETF
  • VictoryShares US 500 Enhanced Volatility Wtd ETF
  • First Trust Large Cap Core AlphaDEX Fund
  • Invesco BuyBack Achievers ETF
  • Invesco S&P 500 Equal Weight ETF
  • Schwab U.S. Mid-Cap ETF
  • iShares MSCI USA Size Factor ETF
  • iShares Core S&P U.S.Value ETF
  • Global X Adaptive U.S. Factor ETF
  • Barron`s 400 ETF
  • Hartford Multifactor US Equity ETF
  • iShares MSCI USA Small-Cap Multifactor ETF
  • First Trust NASDAQ Clean Edge Smart Grid Infrastru
  • Invesco S&P SmallCap Consumer Discretionary ETF
  • Acco Brands Corporation
  • Graphic Packaging Holding Company
  • TriNet Group Inc
  • Integra Lifesciences Holdings Corp
  • Qwest Corporation 675 Notes due 2057
  • SPDR SSgA Multi-Asset Real Return ETF
  • XTRACKERS FTSE DEVELOPED EX US MULTIFACTOR ETF
  • Schwab International Small-Cap Equity ETF
  • FlexShares Morningstar Developed Markets ex-US Fac
  • First Trust Europe AlphaDEX Fund
  • Tennant Company
  • Genuine Parts Company
  • Woodward Inc
  • Texas Instruments Inc
  • iShares MSCI EAFE ETF
  • Invesco International Dividend Achievers ETF
  • Ulta Beauty Inc
  • Donnelley Financial Solutions Inc
  • Honeywell International Inc
  • Quanex Building Products Corp
  • iShares MSCI Canada ETF
  • Franklin FTSE Canada ETF
  • Griffon Corp
  • Intercontinental Hotels Group
  • Source Capital Inc
  • First Trust Indxx Innovative Transaction & Process
  • RiverFront Dynamic US Dividend Advantage ETF
  • iShares Global Industrials ETF
  • FlexShares STOXX US ESG Select Index Fund
  • Global X Conscious Companies ETF
  • SPDR Portfolio MSCI Global Stock Market ETF
  • SPDR MSCI EAFE Fossil Fuel Reserves Free ETF
  • LARGE CAP US EQUITY SELECT ETF
  • iShares Core Aggressive Allocation ETF
  • iShares Core Growth Allocation ETF
  • Emcor Group Inc
  • Invesco Water Resources ETF
  • PaySign Inc
  • Evans Bancorp Inc
  • Global X DAX Germany ETF
  • Herc Holdings Inc
  • Gabelli Global Small and Mid Cap Value Trust
  • Marriott Vacations Worldwide Corp
  • Alamo Group Inc
  • Upland Software Inc
  • iShares MSCI United Kingdom ETF
  • ISHARES MSCI EUROPE SMALL-CAP ETF
  • Direxion Daily FTSE Europe Bull 3x Shares
  • First Trust Eurozone AlphaDEX ETF
  • SPDR Portfolio Europe ETF
  • XTRACKERS MSCI ALL WORLD EX US HEDGED EQUITY ETF
  • WisdomTree Europe Hedged SmallCap Equity Fund
  • Iridium Communications Inc
  • Franklin FTSE Europe ETF
  • Xylem Inc
  • Invesco Global Water ETF
  • First Trust Dorsey Wright Momentum & Dividend ETF
  • NVR Inc
  • Invesco RAFI Strategic US ETF
  • ICICI Bank Ltd
  • La-Z-Boy Inc
  • Associated Capital Group Inc - Class A
  • Magna International Inc
  • Willdan Group Inc
  • HCI Group Inc
  • National Energy Services Reunited Corp
  • New Jersey Resources Corporation
  • Investar Holding Corp
  • Booking Holdings Inc
  • Sociedad Quimica Y Minera de Chile S.A.
  • Surgery Partners Inc
  • Caterpillar Inc
  • Interdigital Inc
  • Comstock Resources Inc
  • Liberty Media Corp (Tracking Stock - SiriusXM) Ser
  • Liberty Media Corp (Tracking Stock - SiriusXM) Ser
  • Element Solutions Inc
  • Invesco S&P 500 Equal Weight Communication Service
  • MFA Financial Inc
  • SPDR Dow Jones Global Real Estate ETF
  • iShares MSCI South Korea ETF
  • Franklin FTSE South Korea ETF
  • Goldman Sachs ActiveBeta Emerging Markets Equity E
  • Fidelity National Information Services Inc
  • National Storage Affiliates Trust
  • Nokia Corp
  • Badger Meter Inc
  • Linde Plc
  • Tri-Continental Corp
  • ADVISORSHARES FOCUSED EQUITY ETF
  • First Trust Nasdaq Transportation ETF
  • Direxion Daily Industrials Bull 3X Shares
  • Fidelity MSCI Industrials Index ETF
  • First Trust Consumer Discretionary AlphaDEX Fund
  • SPDR S&P Kensho Clean Power ETF
  • First Solar Inc
  • Vistra Corp
  • Denison Mines Corp
  • Compass Minerals International Inc
  • Global X Copper Miners ETF
  • Inspire 100 ETF
  • CAPITAL LINK GLOBAL GREEN ENERGY TRANSPORT AND TEC
  • SPDR MSCI ACWI ex-US ETF
  • UBS AG London Branch
  • SPDR S&P International Dividend ETF
  • iShares MSCI Sweden ETF
  • Invesco Zacks Mid-Cap ETF
  • Invesco Defensive Equity ETF
  • ALPS Equal Sector Weight ETF
  • Pacer CFRA Stovall Equal Weight Seasonal Rotation
  • First Trust Income Opportunities ETF
  • Franklin U.S. Low Volatility High Dividend Index E
  • IQ Real Return ETF
  • VICTORYSHARES US MULTI-FACTOR MINIMUM VOLATILITY E
  • iShares Global Infrastructure ETF
  • First Trust ETF VI First Trust NASDAQ Technology D
  • SPDR(R) GLOBAL DOW ETF
  • General American Investors Co. Inc
  • First Trust Water ETF
  • ProShares Ultra Dow30 2x Shares
  • SPDR Dow Jones Industrial Average ETF
  • Distillate U.S. Fundamental Stability & Value ETF
  • SPDR S&P Kensho Future Security ETF
  • Invesco S&P 500 GARP ETF
  • ISHARES MSCI KOKUSAI ETF
  • Vanguard Russell 3000 Index ETF
  • AXS Change Finance ESG ETF
  • Xtrackers Russell US Multifactor ETF
  • WisdomTree U.S. LargeCap Dividend Fund
  • iShares MSCI KLD 400 Social Index Fund
  • WisdomTree U.S. Total Dividend Fund
  • WisdomTree U.S. LargeCap Fund
  • Invesco Russell Top 200 Equal Weight ETF
  • FA Etho Climate Leadership U.S. ETF
  • iShares MSCI USA Equal Weighted ETF
  • Fidelity Value Factor ETF
  • Schwab U.S. Broad Market ETF
  • FlexShares Morningstar US Market Factors Tilt Inde
  • Amplify CPW Enhanced Dividend Income ETF
  • WisdomTree U.S. Quality Dividend Growth Fund
  • VictoryShares Dividend Accelerator ETF
  • Invesco Dividend Achievers ETF
  • ISHARES MSCI ACWI LOW CARBON TARGET ETF
  • iShares Core Dividend Growth ETF
  • Fidelity Dividend ETF for Rising Rates
  • Fidelity Quality Factor ETF
  • First Trust Long/Short Equity ETF
  • SPDR SSgA Global Allocation ETF
  • iShares Core Conservative Allocation ETF
  • iShares Core Moderate Allocation ETF
  • TTEC Holdings Inc
  • Synaptics Inc
  • Trip.com Group Ltd
  • FMC Corp
  • AES Corp
  • Garmin Ltd
  • Fidelity Low Volatility Factor ETF
  • Franklin U.S. Low Volatility ETF
  • Invesco S&P Global Water Index ETF
  • Idex Corporation
  • Paychex Inc
  • COGECO INC., SV
  • WisdomTree India Earnings Fund
  • Franklin FTSE India ETF
  • KEPPEL DC REIT
  • ProShares S&P Technology Dividend Aristocrats ETF
  • VanEck Inflation Allocation ETF

  • Note: The algorithm computes the probability of correlation between VictoryShares US 500 Enhanced Volatility Wtd ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of VictoryShares US 500 Enhanced Volatility Wtd ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name VictoryShares US 500 Enhanced Volatility Wtd ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange XNAS
    Ticker CFO
    Market www.nasdaq.com

    VictoryShares US 500 Enhanced Volatility Wtd ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown