Vanguard ESG Stock ETF Technical Analysis
| ESGV ETF | USD 130.20 1.26 0.98% |
Market data as of the 9th of May shows Vanguard ESG priced at 130.20 per share. Measured indicators report Coefficient Of Variation of 978.23, semi deviation of 0.8652, and Risk Adjusted Performance of 0.0997. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
Vanguard ESG Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard ESG, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to Vanguard ESGVanguard ESG |
The gap between Vanguard ESG's market price and NAV reflects supply-demand dynamics in the secondary market. Combining these views produces a more balanced understanding of Vanguard ESG's position.
Vanguard ESG NAV depends on underlying asset values, while price depends on secondary market activity. Premium-to-NAV history and bid-ask spread trends are among factors that shape perceived value.
What-If Analysis
Running a what-if backtest on Vanguard ESG Stock provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 02/08/2026 |
| 05/09/2026 |
Investing 0.00 in Vanguard ESG starting February 8, 2026 and holding to today would record 0.00 in aggregate return. That works out to a 0.0% cumulative return in Vanguard ESG in aggregate over a 90 day period. Vanguard ESG is related to or competes with SPDR Portfolio, Vanguard Russell, VANGUARD INTERNATIONAL, Vanguard Russell, Vanguard FTSE, VANGUARD PACIFIC, and Vanguard Mega. 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 and Downside Indicators Dashboard
Momentum range indicators for Vanguard ESG reflect the balance between upside and downside price pressure. Readings near range extremes can signal stretched momentum conditions.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.095 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.69 |
Volatility and Risk Indicators for Vanguard ESG Summary
These indicators track Vanguard ESG's volatility and return range dynamics. Risk metrics across 30-day, 90-day, and annual windows reveal whether volatility is expanding or contracting.| Risk Adjusted Performance | 0.0997 | |||
| Jensen Alpha | 0.1005 | |||
| Total Risk Alpha | 0.103 | |||
| Sortino Ratio | 0.1025 | |||
| Treynor Ratio | -1.57 |
Mean reversion is the tendency of Vanguard ESG's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing Vanguard ESG's price extremes to fundamental value.
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 | 0.0997 | |||
| Market Risk Adjusted Performance | -1.56 | |||
| Mean Deviation | 0.8405 | |||
| Semi Deviation | 0.8652 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 978.23 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.095 | |||
| Jensen Alpha | 0.1005 | |||
| Total Risk Alpha | 0.103 | |||
| Sortino Ratio | 0.1025 | |||
| Treynor Ratio | -1.57 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.7485 | |||
| Expected Short fall | -0.95 | |||
| Skewness | 0.3057 | |||
| Kurtosis | 0.6467 |
Vanguard ESG Stock Backtested Returns
Vanguard ESG currently shows a very low volatility profile across the evaluation window. It shows a risk-adjusted return measure of 0.11, signaling dispersion-adjusted returns across 3 months. Quantitative evaluation found twenty-nine metrics shaping volatility behavior. Please assess metrics such as Coefficient Of Variation of 978.23, semi deviation of 0.8652, and risk-adjusted performance of 0.0997 to validate implied volatility levels. The ETF maintains a Beta (Market Sensitivity) of -0.0642, which means very low measured sensitivity to broad market movements. Returns on Vanguard ESG tend to move against the broader market, though the counter-movement is modest relative to the index.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
The autocorrelation profile for Vanguard ESG Stock registers almost perfect reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Vanguard ESG Stock's near-term price behavior. A serial correlation of -0.79 indicates that around 79.0% of current Vanguard ESG price fluctuations can be explained by its historical price movements. Given that Vanguard ESG Stock has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 38.54 |
Price and volume behavior for Vanguard ESG form the basis of this analysis. The data reflects past price movement and volume trends.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard ESG Stock volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Vanguard ESG evaluates traded price structure, volume, and spread stability relative to NAV behavior. Support and resistance levels frame risk boundaries for observed price regimes.
Vanguard ESG Stock metrics draw on fund disclosures and market reference feeds, standardized for cross-period comparison.
Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board
Technical Indicators
Investors following Vanguard ESG Stock often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. This is informative when the goal is to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0997 | |||
| Market Risk Adjusted Performance | -1.56 | |||
| Mean Deviation | 0.8405 | |||
| Semi Deviation | 0.8652 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 978.23 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.17 | |||
| Information Ratio | 0.095 | |||
| Jensen Alpha | 0.1005 | |||
| Total Risk Alpha | 0.103 | |||
| Sortino Ratio | 0.1025 | |||
| Treynor Ratio | -1.57 | |||
| Maximum Drawdown | 4.14 | |||
| Value At Risk | -1.77 | |||
| Potential Upside | 1.69 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.7485 | |||
| Expected Short fall | -0.95 | |||
| Skewness | 0.3057 | |||
| Kurtosis | 0.6467 |
Vanguard ESG Stock One Year Return
Based on the recorded statements, Vanguard ESG Stock has an One Year Return of 32.6%. Within the Vanguard family, this is 285.8% above average. The Large Blend category benchmark is way above this level, and the broader all United States etfs average is notably above.
Although One Year Fund Return reflects overall fund short-term performance, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.May 9, 2026 Daily Trend Indicators
Investors following Vanguard ESG Stock often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. This is informative when the goal is to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 676.91 | ||
| Daily Balance Of Power | 1.88 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 129.89 | ||
| Day Typical Price | 130.00 | ||
| Price Action Indicator | 0.93 |