Vanguard Esg Us Etf Market Value
| VCEB Etf | USD 62.05 0.07 0.11% |
| Symbol | Vanguard |
The market value of Vanguard ESG US is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard ESG's value that differs from its market value or its book value, called intrinsic value, which is Vanguard ESG's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard ESG's market value can be influenced by many factors that don't directly affect Vanguard ESG's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard ESG's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vanguard ESG '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 Vanguard ESG'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 Vanguard ESG.
| 12/11/2022 |
| 12/06/2023 |
If you would invest 0.00 in Vanguard ESG on December 11, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard ESG US or generate 0.0% return on investment in Vanguard ESG over 360 days. Vanguard ESG is related to or competes with VanEck Vectors, BondBloxx ETF, Vanguard Intermediate, Vanguard Long, Vanguard Short, and IShares Short. The index excludes bonds with maturities of less than 1 year and with less than 750 million outstanding, and is screened... More
Vanguard ESG 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 Vanguard ESG'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 Vanguard ESG US upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4604 | |||
| Information Ratio | 0.0831 | |||
| Maximum Drawdown | 1.81 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.9642 |
Vanguard ESG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard ESG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard ESG's standard deviation. In reality, there are many statistical measures that can use Vanguard ESG historical prices to predict the future Vanguard ESG's volatility.| Risk Adjusted Performance | 0.0684 | |||
| Jensen Alpha | 0.0397 | |||
| Total Risk Alpha | 0.0412 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 0.124 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard ESG's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Vanguard ESG in the context of predictive analytics.
Vanguard ESG US Backtested Returns
We consider Vanguard ESG very steady. Vanguard ESG US owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the etf had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Vanguard ESG US, which you can use to evaluate the future volatility of the etf. Please validate Vanguard ESG Coefficient Of Variation of 1056.82, semi deviation of 0.3794, and Risk Adjusted Performance of 0.0684 to confirm if the risk estimate we provide is consistent with the expected return of 0.0569%. The entity has a beta of 0.3103, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard ESG returns are expected to increase less than the market. However, during the bear market, the loss on holding Vanguard ESG will be expected to be smaller as well. Although it is important to respect Vanguard ESG US current price movements, it is better to be realistic regarding the information on the equity's historical returns. Our main philosophy towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vanguard ESG US technical indicators, you can presently evaluate if the expected return of 0.0569% will be sustainable into the future.
Auto-correlation | -0.34 |
Poor reverse predictability
Vanguard ESG US has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard ESG time series from 11th of December 2022 to 9th of June 2023 and 9th of June 2023 to 6th of December 2023. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard ESG US price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Vanguard ESG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.01 |
Vanguard ESG US lagged returns against current returns
Autocorrelation, which is Vanguard ESG 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 Vanguard ESG's etf expected returns. We can calculate the autocorrelation of Vanguard ESG returns to help us make a trade decision. For example, suppose you find that Vanguard ESG etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard ESG 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 Vanguard ESG etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard ESG etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard ESG etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard ESG Lagged Returns
When evaluating Vanguard ESG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard ESG etf have on its future price. Vanguard ESG 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, Vanguard ESG autocorrelation shows the relationship between Vanguard ESG etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard ESG US.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard ESG in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard ESG's short interest history, or implied volatility extrapolated from Vanguard ESG options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Vanguard ESG US offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard ESG's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Esg Us Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Esg Us Etf:Check out Vanguard ESG Correlation, Vanguard ESG Volatility and Vanguard ESG Alpha and Beta module to complement your research on Vanguard ESG. Note that the Vanguard ESG US information on this page should be used as a complementary analysis to other Vanguard ESG's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Complementary Tools for Vanguard Etf analysis
When running Vanguard ESG's price analysis, check to measure Vanguard ESG's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard ESG is operating at the current time. Most of Vanguard ESG's value examination focuses on studying past and present price action to predict the probability of Vanguard ESG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard ESG's price. Additionally, you may evaluate how the addition of Vanguard ESG to your portfolios can decrease your overall portfolio volatility.
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Vanguard ESG technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.