Vanguard ESG's market value is the price at which a share of Vanguard ESG trades on a public exchange. It measures the collective expectations of Vanguard ESG Developed investors about its performance. Vanguard ESG is trading at 6.52 as of the 3rd of December 2024, a 0.93% increase since the beginning of the trading day. The etf's lowest day price was 6.48. With this module, you can estimate the performance of a buy and hold strategy of Vanguard ESG Developed and determine expected loss or profit from investing in Vanguard ESG over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. 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.
Symbol
Vanguard
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.
0.00
12/09/2023
No Change 0.00
0.0
In 11 months and 26 days
12/03/2024
0.00
If you would invest 0.00 in Vanguard ESG on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard ESG Developed or generate 0.0% return on investment in Vanguard ESG over 360 days.
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 Developed upside and downside potential and time the market with a certain degree of confidence.
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.
At this point, Vanguard ESG is not too volatile. Vanguard ESG Developed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the etf had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard ESG Developed, which you can use to evaluate the volatility of the etf. Please validate Vanguard ESG's Semi Deviation of 0.635, risk adjusted performance of 0.0495, and Coefficient Of Variation of 1550.01 to confirm if the risk estimate we provide is consistent with the expected return of 0.0778%. The entity has a beta of 0.0405, which indicates not very significant fluctuations relative to the market. 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
0.17
Very weak predictability
Vanguard ESG Developed has very weak predictability. Overlapping area represents the amount of predictability between Vanguard ESG time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd of December 2024. 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 Developed price movement. The serial correlation of 0.17 indicates that over 17.0% of current Vanguard ESG price fluctuation can be explain by its past prices.
Correlation Coefficient
0.17
Spearman Rank Test
0.29
Residual Average
0.0
Price Variance
0.02
Vanguard ESG Developed 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 Developed.
Regressed Prices
Timeline
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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.