Vanguard Ftse Europe Etf Market Value
| VGK Etf | USD 88.74 0.71 0.79% |
| Symbol | Vanguard |
Investors evaluate Vanguard FTSE Europe using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard FTSE's 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 Vanguard FTSE's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Vanguard FTSE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard FTSE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Vanguard FTSE's market price signifies the transaction level at which participants voluntarily complete trades.
Vanguard FTSE '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 FTSE'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 FTSE.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Vanguard FTSE on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard FTSE Europe or generate 0.0% return on investment in Vanguard FTSE over 90 days. Vanguard FTSE is related to or competes with IShares MSCI, WisdomTree International, IShares Small, IShares Currency, IShares MSCI, Innovator MSCI, and Pacer Trendpilot. The fund employs an indexing investment approach by investing all, or substantially all, of its assets in the common sto... More
Vanguard FTSE 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 FTSE'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 FTSE Europe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7444 | |||
| Information Ratio | 0.1166 | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.53 |
Vanguard FTSE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard FTSE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard FTSE's standard deviation. In reality, there are many statistical measures that can use Vanguard FTSE historical prices to predict the future Vanguard FTSE's volatility.| Risk Adjusted Performance | 0.1972 | |||
| Jensen Alpha | 0.1144 | |||
| Total Risk Alpha | 0.0924 | |||
| Sortino Ratio | 0.1224 | |||
| Treynor Ratio | 0.2459 |
Vanguard FTSE February 12, 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 | 0.1972 | |||
| Market Risk Adjusted Performance | 0.2559 | |||
| Mean Deviation | 0.6382 | |||
| Semi Deviation | 0.5271 | |||
| Downside Deviation | 0.7444 | |||
| Coefficient Of Variation | 401.67 | |||
| Standard Deviation | 0.7812 | |||
| Variance | 0.6103 | |||
| Information Ratio | 0.1166 | |||
| Jensen Alpha | 0.1144 | |||
| Total Risk Alpha | 0.0924 | |||
| Sortino Ratio | 0.1224 | |||
| Treynor Ratio | 0.2459 | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.53 | |||
| Downside Variance | 0.5541 | |||
| Semi Variance | 0.2778 | |||
| Expected Short fall | (0.73) | |||
| Skewness | (0.12) | |||
| Kurtosis | (0.34) |
Vanguard FTSE Europe Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard FTSE Europe owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the etf had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard FTSE Europe, which you can use to evaluate the volatility of the etf. Please validate Vanguard FTSE's Risk Adjusted Performance of 0.1972, coefficient of variation of 401.67, and Semi Deviation of 0.5271 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard FTSE is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Vanguard FTSE Europe has very good predictability. Overlapping area represents the amount of predictability between Vanguard FTSE time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th of February 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 Vanguard FTSE Europe price movement. The serial correlation of 0.83 indicates that around 83.0% of current Vanguard FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 2.59 |
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Vanguard FTSE 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.