Esgl Holdings Limited Etf Market Value
| ESGL Etf | USD 3.50 0.06 1.69% |
| Symbol | ESGL |
Investors evaluate ESGL Holdings Limited using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating ESGL Holdings' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause ESGL Holdings' market price to deviate significantly from intrinsic value.
It's important to distinguish between ESGL Holdings' intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding ESGL Holdings should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, ESGL Holdings' market price signifies the transaction level at which participants voluntarily complete trades.
ESGL Holdings '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 ESGL Holdings' 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 ESGL Holdings.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in ESGL Holdings on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding ESGL Holdings Limited or generate 0.0% return on investment in ESGL Holdings over 90 days. ESGL Holdings is related to or competes with FT Vest, Zillow Group, Northern Lights, and VanEck Vectors. The investment seeks to track the investment results of the Invesco Revenue Weighted ESG Index More
ESGL Holdings 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 ESGL Holdings' 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 ESGL Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 6.1 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.33 |
ESGL Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ESGL Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ESGL Holdings' standard deviation. In reality, there are many statistical measures that can use ESGL Holdings historical prices to predict the future ESGL Holdings' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (3.39) |
ESGL Holdings January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.12) | |||
| Market Risk Adjusted Performance | (3.38) | |||
| Mean Deviation | 0.6047 | |||
| Coefficient Of Variation | (579.95) | |||
| Standard Deviation | 0.9993 | |||
| Variance | 0.9986 | |||
| Information Ratio | (0.23) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (3.39) | |||
| Maximum Drawdown | 6.1 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 1.33 | |||
| Skewness | (0.53) | |||
| Kurtosis | 3.26 |
ESGL Holdings Limited Backtested Returns
ESGL Holdings Limited secures Sharpe Ratio (or Efficiency) of -0.15, which denotes the etf had a -0.15 % return per unit of return volatility over the last 3 months. ESGL Holdings Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ESGL Holdings' mean deviation of 0.6047, and Standard Deviation of 0.9993 to check the risk estimate we provide. The etf shows a Beta (market volatility) of 0.0538, which means not very significant fluctuations relative to the market. As returns on the market increase, ESGL Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding ESGL Holdings is expected to be smaller as well.
Auto-correlation | -0.6 |
Good reverse predictability
ESGL Holdings Limited has good reverse predictability. Overlapping area represents the amount of predictability between ESGL Holdings time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ESGL Holdings Limited price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current ESGL Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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ESGL Holdings financial ratios help investors to determine whether ESGL 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 ESGL with respect to the benefits of owning ESGL Holdings security.