Vanguard Ethically (Australia) Market Value
| VEFI Etf | 43.06 0.17 0.40% |
| Symbol | Vanguard |
Please note, there is a significant difference between Vanguard Ethically's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Ethically is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Ethically'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 Ethically '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 Ethically'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 Ethically.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Vanguard Ethically on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Ethically Conscious or generate 0.0% return on investment in Vanguard Ethically over 30 days. Vanguard Ethically is related to or competes with Vanguard Global, Vanguard Global, Vanguard Australian, Vanguard Global, Vanguard MSCI, Vanguard FTSE, and Vanguard Diversified. Vanguard Ethically is entity of Australia More
Vanguard Ethically 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 Ethically'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 Ethically Conscious upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2795 | |||
| Information Ratio | 0.1258 | |||
| Maximum Drawdown | 1.04 | |||
| Value At Risk | (0.35) | |||
| Potential Upside | 0.4247 |
Vanguard Ethically Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ethically's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Ethically's standard deviation. In reality, there are many statistical measures that can use Vanguard Ethically historical prices to predict the future Vanguard Ethically's volatility.| Risk Adjusted Performance | 0.0377 | |||
| Jensen Alpha | 0.0113 | |||
| Total Risk Alpha | 0.018 | |||
| Sortino Ratio | 0.1173 | |||
| Treynor Ratio | 0.1553 |
Vanguard Ethically Backtested Returns
Currently, Vanguard Ethically Conscious is very steady. Vanguard Ethically owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0255, which indicates the etf had a 0.0255 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard Ethically Conscious, which you can use to evaluate the volatility of the etf. Please validate Vanguard Ethically's Risk Adjusted Performance of 0.0377, coefficient of variation of 1315.82, and Semi Deviation of 0.2173 to confirm if the risk estimate we provide is consistent with the expected return of 0.0067%. The entity has a beta of 0.0632, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Ethically's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Ethically is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Vanguard Ethically Conscious has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Ethically time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd of March 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 Vanguard Ethically price movement. The serial correlation of -0.18 indicates that over 18.0% of current Vanguard Ethically price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Vanguard Ethically lagged returns against current returns
Autocorrelation, which is Vanguard Ethically 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 Ethically's etf expected returns. We can calculate the autocorrelation of Vanguard Ethically returns to help us make a trade decision. For example, suppose you find that Vanguard Ethically 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 |
Vanguard Ethically 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 Ethically etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Ethically etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Ethically etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Ethically Lagged Returns
When evaluating Vanguard Ethically's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Ethically etf have on its future price. Vanguard Ethically 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 Ethically autocorrelation shows the relationship between Vanguard Ethically etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Ethically Conscious.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Vanguard Etf
Vanguard Ethically 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 Ethically security.