Vanguard Esg International Etf Market Value
| VSGX Etf | USD 57.98 0.08 0.14% |
| Symbol | Vanguard |
The market value of Vanguard ESG Interna 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.
| 02/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in Vanguard ESG on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard ESG International or generate 0.0% return on investment in Vanguard ESG over 720 days. Vanguard ESG is related to or competes with Vanguard ESG, Vanguard ESG, Vanguard International, IShares ESG, and IShares ESG. The fund invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in th... 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 International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 4.04 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.13 |
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 | (0.05) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.16) |
Vanguard ESG Interna Backtested Returns
Vanguard ESG Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0351, which indicates the etf had a -0.0351 % return per unit of risk over the last 3 months. Vanguard ESG International exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard ESG's Coefficient Of Variation of (1,707), variance of 0.5837, and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard ESG is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Vanguard ESG International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard ESG time series from 2nd of February 2023 to 28th of January 2024 and 28th of January 2024 to 22nd of January 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 ESG Interna price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Vanguard ESG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 3.98 |
Vanguard ESG Interna 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 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 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 International.
Regressed Prices |
| Timeline |
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 Interna 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 International Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Esg International Etf:Check out Vanguard ESG Correlation, Vanguard ESG Volatility and Vanguard ESG Alpha and Beta module to complement your research on Vanguard ESG. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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.