Vanguard Global Momentum Etf Price on October 11, 2024
| VMO Etf | CAD 67.22 0.21 0.31% |
Below is the normalized historical share price chart for Vanguard Global Momentum extending back to June 24, 2016. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Vanguard Global stands at 67.22, as last reported on the 30th of November, with the highest price reaching 67.23 and the lowest price hitting 66.73 during the day.
If you're considering investing in Vanguard Etf, it is important to understand the factors that can impact its price. Vanguard Global appears to be very steady, given 3 months investment horizon. Vanguard Global Momentum owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the etf had a 0.26% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard Global Momentum, which you can use to evaluate the volatility of the etf. Please review Vanguard Global's Semi Deviation of 0.5657, risk adjusted performance of 0.1625, and Coefficient Of Variation of 476.48 to confirm if our risk estimates are consistent with your expectations.
Vanguard Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 15.35 | 200 Day MA 58.6241 | 1 y Volatility 12.96 | 50 Day MA 62.9951 | Inception Date 2016-06-14 |
Vanguard |
Sharpe Ratio = 0.2587
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Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average Vanguard Global is performing at about 20% of its full potential. 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 it to a well-diversified portfolio.
Average Mkt Cap Mil 23.1 K |
Vanguard Global Valuation on October 11, 2024
It is possible to determine the worth of Vanguard Global on a given historical date. On October 11, 2024 Vanguard was worth 61.51 at the beginning of the trading date compared to the closed value of 62.35. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Global etf. Still, in general, we apply an absolute valuation method to find Vanguard Global's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Vanguard Global where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Global's related companies.
| Open | High | Low | Close | Volume | |
| 61.48 | 61.48 | 61.41 | 61.45 | 1,374 | |
10/11/2024 | 61.51 | 62.35 | 61.51 | 62.35 | 944.00 |
| 63.08 | 63.15 | 62.66 | 62.66 | 5,998 |
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Vanguard Global Trading Date Momentum on October 11, 2024
| On October 15 2024 Vanguard Global Momentum was traded for 62.66 at the closing time. The maximum traded price for the trading interval was 63.15 and the lowest daily price was 62.66 . The daily volume was recorded at 6 K. The volume of trading on 15th of October 2024 played a part in the next trading day price boost. The trading price change to the next closing price was 0.50% . The trading price change to the closing price today is 1.99% . |
Vanguard Global Momentum Fundamentals Correlations and Trends
By evaluating Vanguard Global's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Vanguard Global's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Vanguard financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Vanguard Global Etf history
Vanguard Global investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Vanguard is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Vanguard Global Momentum will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Vanguard Global stock prices may prove useful in developing a viable investing in Vanguard Global
The Vanguard Global Momentum Factor ETF seeks to provide long-term capital appreciation by aiming to capture potential excess return by investing in equity securities from developed markets across the world which have achieved strong recent performance. VANGUARD GLOB is traded on Toronto Stock Exchange in Canada.
Vanguard Global Etf Technical Analysis
Vanguard Global 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.
Price Boundaries
Vanguard Global Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
Vanguard Global Momentum cannot be verified against its exchange. Please verify the symbol is currently traded on Toronto Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Vanguard Global November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Global shares will generate the highest return on investment. By undertsting and applying Vanguard Global etf market strength indicators, traders can identify Vanguard Global Momentum entry and exit signals to maximize returns
Vanguard Global Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Global's price direction in advance. Along with the technical and fundamental analysis of Vanguard Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vanguard to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1625 | |||
| Jensen Alpha | 0.1162 | |||
| Total Risk Alpha | 0.0315 | |||
| Sortino Ratio | 0.0781 | |||
| Treynor Ratio | 0.3208 |
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Other Information on Investing in Vanguard Etf
Vanguard Global 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 Global security.