Vanguard Esg Stock Etf Market Value
| ESGV Etf | USD 106.14 0.52 0.49% |
| Symbol | Vanguard |
The market value of Vanguard ESG Stock is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard ESG's value that differs from its market value or its book value, called intrinsic value, which is Vanguard ESG's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard ESG's market value can be influenced by many factors that don't directly affect Vanguard ESG's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard ESG'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.
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.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Vanguard ESG on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard ESG Stock or generate 0.0% return on investment in Vanguard ESG over 540 days. Vanguard ESG is related to or competes with Vanguard ESG, IShares ESG, IShares MSCI, IShares ESG, and Vanguard Russell. The adviser attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks t... More
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 Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9061 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 4.21 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.3 |
Vanguard ESG Market Risk Indicators
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.| Risk Adjusted Performance | 0.1094 | |||
| Jensen Alpha | 0.0012 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1221 |
Vanguard ESG Stock Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard ESG Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard ESG Stock, which you can use to evaluate the volatility of the etf. Please validate Vanguard ESG's Semi Deviation of 0.7367, coefficient of variation of 707.5, and Risk Adjusted Performance of 0.1094 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Vanguard ESG returns are very sensitive to returns on the market. As the market goes up or down, Vanguard ESG is expected to follow.
Auto-correlation | 0.69 |
Good predictability
Vanguard ESG Stock has good predictability. Overlapping area represents the amount of predictability between Vanguard ESG time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th of November 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 Stock price movement. The serial correlation of 0.69 indicates that around 69.0% of current Vanguard ESG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 24.51 |
Vanguard ESG Stock 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 Stock.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Vanguard ESG Correlation, Vanguard ESG Volatility and Vanguard ESG Alpha and Beta module to complement your research on Vanguard ESG. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Vanguard ESG 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.