Vanguard Funds Public Etf Market Value
| VNGLF Etf | USD 64.98 0.50 0.78% |
| Symbol | Vanguard |
Please note, there is a significant difference between Vanguard Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Funds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Funds' 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 Funds '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 Funds' pink sheet 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 Funds.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Vanguard Funds on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Funds Public or generate 0.0% return on investment in Vanguard Funds over 90 days. More
Vanguard Funds 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 Funds' pink sheet 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 Funds Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6615 | |||
| Information Ratio | 0.0164 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.44 |
Vanguard Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Funds' standard deviation. In reality, there are many statistical measures that can use Vanguard Funds historical prices to predict the future Vanguard Funds' volatility.| Risk Adjusted Performance | 0.117 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | 0.0128 | |||
| Sortino Ratio | 0.0181 | |||
| Treynor Ratio | 0.1586 |
Vanguard Funds January 22, 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 | 0.117 | |||
| Market Risk Adjusted Performance | 0.1686 | |||
| Mean Deviation | 0.5907 | |||
| Semi Deviation | 0.4755 | |||
| Downside Deviation | 0.6615 | |||
| Coefficient Of Variation | 630.91 | |||
| Standard Deviation | 0.7319 | |||
| Variance | 0.5357 | |||
| Information Ratio | 0.0164 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | 0.0128 | |||
| Sortino Ratio | 0.0181 | |||
| Treynor Ratio | 0.1586 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.44 | |||
| Downside Variance | 0.4376 | |||
| Semi Variance | 0.2261 | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.1914 | |||
| Kurtosis | (0.48) |
Vanguard Funds Public Backtested Returns
At this point, Vanguard Funds is very steady. Vanguard Funds Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Funds Public, which you can use to evaluate the volatility of the etf. Please validate Vanguard Funds' Risk Adjusted Performance of 0.117, semi deviation of 0.4755, and Coefficient Of Variation of 630.91 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Funds' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Funds is expected to be smaller as well.
Auto-correlation | -0.06 |
Very weak reverse predictability
Vanguard Funds Public has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Funds time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd 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 Vanguard Funds Public price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Vanguard Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.71 |
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Other Information on Investing in Vanguard Pink Sheet
Vanguard Funds financial ratios help investors to determine whether Vanguard Pink Sheet 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 Funds security.