VSPR Direxion S&P 1500 RC Volatility Response Shares

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  • VSPR
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  • All Cap Equities
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VSPR - Profile

This ETF is no longer active. See active ETFs in the All Cap Equities ETFdb Category.

Vitals

Investment Themes

Alternative ETFs in the All Cap Equities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

Description

The S&P Composite 1500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 1500 Index. The S&P 1500 Index is a composite index of the S&P 500 Index, S&P 400 Index and S&P 600 Index, which are composed of stocks representing the large capitalization, mid capitalization and small capitalization segments of the U.S. equity market, respectively. The Index is composed of equity securities of the S&P 1500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 1500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.

Realtime Rating

VSPR - Realtime Rating

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Realtime Rating Summary

VSPR is a passive ETF that seeks to replicate S&P Composite 1500 Dynamic Rebalancing Risk Control Index. The S&P Composite 1500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 1500 Index. The S&P 1500 Index is a composite index of the S&P 500 Index, S&P 400 Index and S&P 600 Index, which are composed of stocks representing the large capitalization, mid capitalization and small capitalization segments of the U.S. equity market, respectively. The Index is composed of equity securities of the S&P 1500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 1500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.

The adjacent table gives investors an individual Realtime Rating for VSPR on several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the All Cap Equities with the highest Metric Realtime Rating for each individual field. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

VSPR Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity n/a n/a
Expenses n/a n/a
Performance
Volatility
Dividend
Concentration

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Analyst Report

VSPR - Analyst Report

The Analyst Take for VSPR is not available

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VSPR In-Depth Analysis

The following tables and charts contain in-depth metrics for VSPR and compare it to similar peer ETFs within its ETFdb Category.

Holdings

VSPR - Holdings

Holdings data for VSPR is not available.

Expense

VSPR - Expenses & Fees

This section compares the cost efficiency of VSPR to peers in the same ETFdb Category.

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Expenses Ratio Analysis

Expense Ratio
VSPR Rank:
No Ranking Available
Category Low
Category High

Commission Free Trading in VSPR

VSPR is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 13 other ETFs in the All Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

VSPR - Performance

This section shows how VSPR has performed relative to its peer group ETFdb Category.

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1 Week Return
VSPR Rank:
No Ranking Available
Category Low
Category High
4 Week Return
VSPR Rank:
No Ranking Available
Category Low
Category High
13 Week Return
VSPR Rank:
No Ranking Available
Category Low
Category High
26 Week Return
VSPR Rank:
No Ranking Available
Category Low
Category High
Year to Date Return
VSPR Rank:
No Ranking Available
Category Low
Category High
1 Year Return
VSPR Rank:
No Ranking Available
Category Low
Category High
3 Year Return
VSPR Rank:
No Ranking Available
Category Low
Category High
5 Year Return
VSPR Rank:
No Ranking Available
Category Low
Category High
Charts

VSPR - Charts

Chart data for VSPR is not available.

Valuation

VSPR - Valuation

This section shows how the P/E multiple of VSPR compares to the peer group ETFdb Category.

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P/E Ratio
VSPR Rank:
No Ranking Available
Category Low
Category High

As of Apr 06, 2015

Dividend

VSPR - Dividend

This section shows how the dividend yield of VSPR compares to the peer group ETFdb Category.

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Annual Dividend Yield
VSPR Rank:
No Ranking Available
Category Low
Category High

As of Apr 06, 2015

Technicals

VSPR - Technicals

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VSPR Volatility Analysis

This section shows how the volatility of VSPR compares to the peer group ETFdb Category.

5 Day Volatility
VSPR Rank:
No Ranking Available
Category Low
Category High
20 Day Volatility
VSPR Rank:
No Ranking Available
Category Low
Category High
50 Day Volatility
VSPR Rank:
No Ranking Available
Category Low
Category High
200 Day Volatility
VSPR Rank:
No Ranking Available
Category Low
Category High
Beta
VSPR Rank:
No Ranking Available
Category Low
Category High
Standard Deviation
VSPR Rank:
No Ranking Available
Category Low
Category High

VSPR Technicals

  • 20 Day MA: $42.68
  • 60 Day MA: $41.36
  • MACD 15 Period: 1.23
  • MACD 100 Period: n/a
  • Williams % Range 10 Day: n/a
  • Williams % Range 20 Day: n/a
  • RSI 10 Day: 68
  • RSI 20 Day: 62
  • RSI 30 Day: 60
  • Ultimate Oscillator: 81

VSPR Bollinger Bands

  • Lower Bollinger (10 Day): $41.70
  • Upper Bollinger (10 Day): $44.95
  • Lower Bollinger (20 Day): $40.48
  • Upper Bollinger (20 Day): $44.85
  • Lower Bollinger (30 Day): $39.53
  • Upper Bollinger (30 Day): $44.93

VSPR Support & Resistance

  • Support Level 1: $44.39
  • Support Level 2: $44.39
  • Resistance Level 1: $44.39
  • Resistance Level 2: $44.39

VSPR Stochastic

  • Stochastic Oscillator %D (1 Day): 61.66
  • Stochastic Oscillator %D (5 Day): 91.16
  • Stochastic Oscillator %K (1 Day): 66.51
  • Stochastic Oscillator %K (5 Day): 81.04
Fact Sheet

VSPR - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.