Vanguard Global Ex Us Etf Performance
| VBG Etf | 22.93 0.04 0.17% |
The entity has a beta of 0.0194, which indicates not very significant fluctuations relative to the market. 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
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Over the last 90 days Vanguard Global ex US has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic 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
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Vanguard Global Relative Risk vs. Return Landscape
If you would invest 2,309 in Vanguard Global ex US on October 10, 2024 and sell it today you would lose (12.00) from holding Vanguard Global ex US or give up 0.52% of portfolio value over 90 days. Vanguard Global ex US is generating negative expected returns and assumes 0.2259% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than Vanguard, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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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 ex US, 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 = -0.0367
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| Negative Returns | VBG |
Estimated Market Risk
| 0.23 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 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.
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.
Vanguard Global is entity of Canada. It is traded as Etf on NEO exchange.| Vanguard Global ex generated a negative expected return over the last 90 days |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Global ex US. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Please note, there is a significant difference between Vanguard Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Global'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.