Vanguard Global Value Etf Performance
| VVL Etf | CAD 52.77 0.51 0.98% |
The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Vanguard Global Value has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy essential indicators, Vanguard Global is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
1 | Technical Pivots with Risk Controls - Stock Traders Daily | 02/18/2025 |
Vanguard |
Vanguard Global Relative Risk vs. Return Landscape
If you would invest 5,345 in Vanguard Global Value on December 17, 2024 and sell it today you would lose (68.00) from holding Vanguard Global Value or give up 1.27% of portfolio value over 90 days. Vanguard Global Value is producing return of less than zero assuming 0.8213% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than Vanguard Global, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Vanguard Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Global Value, and traders can use it to determine the average amount a Vanguard Global's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0215
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| Negative Returns | VVL |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Global is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Global by adding Vanguard Global to a well-diversified portfolio.
Vanguard Global Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard Global, and Vanguard Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vanguard Etf performance.
| Total Asset | 69.99 M | |||
About Vanguard Global Performance
By examining Vanguard Global's fundamental ratios, stakeholders can obtain critical insights into Vanguard Global's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Vanguard Global is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The Vanguard Global Value Factor ETF seeks to provide long-term capital appreciation by aiming to capture potential excess return by investing in equity securities from developed markets across the world which have low prices relative to fundamentals. VANGUARD GLOB is traded on Toronto Stock Exchange in Canada.| Vanguard Global generated a negative expected return over the last 90 days | |
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| The fund keeps 99.96% of its net assets in stocks |
Other Information on Investing in Vanguard Etf
Vanguard Global financial ratios help investors to determine whether Vanguard Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Global security.