Vanguard Ftse Pacific Etf Market Value
| VPL Etf | USD 108.93 0.13 0.12% |
| Symbol | Vanguard |
The market value of Vanguard FTSE Pacific 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 FTSE's value that differs from its market value or its book value, called intrinsic value, which is Vanguard FTSE'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 FTSE's market value can be influenced by many factors that don't directly affect Vanguard FTSE'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 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. Meanwhile, Vanguard FTSE's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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.
| 12/01/2025 |
| 03/01/2026 |
If you would invest 0.00 in Vanguard FTSE on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard FTSE Pacific or generate 0.0% return on investment in Vanguard FTSE over 90 days. Vanguard FTSE is related to or competes with Vanguard Pacific, Vanguard FTSE, Victory Select, Schwab Emerging, Dimensional Small, Dimensional International, and Vanguard International. 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 Pacific upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8443 | |||
| Information Ratio | 0.3068 | |||
| Maximum Drawdown | 4.31 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.72 |
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 | 0.3152 | |||
| Jensen Alpha | 0.2957 | |||
| Total Risk Alpha | 0.2558 | |||
| Sortino Ratio | 0.3157 | |||
| Treynor Ratio | 0.5458 |
Vanguard FTSE March 1, 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 | 0.3152 | |||
| Market Risk Adjusted Performance | 0.5558 | |||
| Mean Deviation | 0.6429 | |||
| Semi Deviation | 0.2013 | |||
| Downside Deviation | 0.8443 | |||
| Coefficient Of Variation | 243.75 | |||
| Standard Deviation | 0.8689 | |||
| Variance | 0.7549 | |||
| Information Ratio | 0.3068 | |||
| Jensen Alpha | 0.2957 | |||
| Total Risk Alpha | 0.2558 | |||
| Sortino Ratio | 0.3157 | |||
| Treynor Ratio | 0.5458 | |||
| Maximum Drawdown | 4.31 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.72 | |||
| Downside Variance | 0.7128 | |||
| Semi Variance | 0.0405 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.1621 | |||
| Kurtosis | 0.4446 |
Vanguard FTSE Pacific Backtested Returns
Vanguard FTSE appears to be very steady, given 3 months investment horizon. Vanguard FTSE Pacific owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.4, which indicates the etf had a 0.4 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard FTSE Pacific, which you can use to evaluate the volatility of the etf. Please review Vanguard FTSE's Coefficient Of Variation of 243.75, risk adjusted performance of 0.3152, and Semi Deviation of 0.2013 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.63, 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 | 0.89 |
Very good predictability
Vanguard FTSE Pacific has very good predictability. Overlapping area represents the amount of predictability between Vanguard FTSE time series from 1st of December 2025 to 15th of January 2026 and 15th of January 2026 to 1st of March 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 Pacific price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Vanguard FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 19.97 |
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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.