Vanguard Ethically (Australia) Performance
| VEFI Etf | 42.90 0.15 0.35% |
The entity has a beta of 0.0456, 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.
Risk-Adjusted Performance
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Over the last 90 days Vanguard Ethically Conscious has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Vanguard Ethically is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Vanguard |
Vanguard Ethically Relative Risk vs. Return Landscape
If you would invest 4,347 in Vanguard Ethically Conscious on September 14, 2024 and sell it today you would lose (42.00) from holding Vanguard Ethically Conscious or give up 0.97% of portfolio value over 90 days. Vanguard Ethically Conscious is generating negative expected returns and assumes 0.2469% 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 Ethically Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ethically's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Ethically Conscious, and traders can use it to determine the average amount a Vanguard Ethically'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 = -0.0602
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| Negative Returns | VEFI |
Estimated Market Risk
| 0.25 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
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Ethically 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 Ethically by adding Vanguard Ethically to a well-diversified portfolio.
About Vanguard Ethically Performance
Assessing Vanguard Ethically's fundamental ratios provides investors with valuable insights into Vanguard Ethically's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard Ethically is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Vanguard Ethically is entity of Australia. It is traded as Etf on AU exchange.| Vanguard Ethically generated a negative expected return over the last 90 days |
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.