Vanguard Ftse All World Etf Market Value
| VEU Etf | USD 77.77 0.30 0.39% |
| Symbol | Vanguard |
The market value of Vanguard FTSE All 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. However, Vanguard FTSE'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 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.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Vanguard FTSE on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard FTSE All World or generate 0.0% return on investment in Vanguard FTSE over 90 days. Vanguard FTSE is related to or competes with Vanguard Ftse, Vanguard High, Vanguard High, Vanguard Large, Vanguard Total, Vanguard Large-cap, and Vanguard Total. The fund employs an indexing investment approach designed to track the performance of the FTSE All-World ex US Index 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 All World upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7153 | |||
| Information Ratio | 0.0868 | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.12 |
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 | 0.1518 | |||
| Jensen Alpha | 0.077 | |||
| Total Risk Alpha | 0.0644 | |||
| Sortino Ratio | 0.0808 | |||
| Treynor Ratio | 0.1763 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard FTSE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard FTSE January 27, 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 | 0.1518 | |||
| Market Risk Adjusted Performance | 0.1863 | |||
| Mean Deviation | 0.5284 | |||
| Semi Deviation | 0.5268 | |||
| Downside Deviation | 0.7153 | |||
| Coefficient Of Variation | 480.14 | |||
| Standard Deviation | 0.6663 | |||
| Variance | 0.444 | |||
| Information Ratio | 0.0868 | |||
| Jensen Alpha | 0.077 | |||
| Total Risk Alpha | 0.0644 | |||
| Sortino Ratio | 0.0808 | |||
| Treynor Ratio | 0.1763 | |||
| Maximum Drawdown | 2.77 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.12 | |||
| Downside Variance | 0.5116 | |||
| Semi Variance | 0.2775 | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.34) | |||
| Kurtosis | (0.21) |
Vanguard FTSE All Backtested Returns
Currently, Vanguard FTSE All World is very steady. Vanguard FTSE All owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the etf had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard FTSE All World, which you can use to evaluate the volatility of the etf. Please validate Vanguard FTSE's Risk Adjusted Performance of 0.1518, semi deviation of 0.5268, and Coefficient Of Variation of 480.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of 0.73, 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 | -0.08 |
Very weak reverse predictability
Vanguard FTSE All World has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard FTSE time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 FTSE All price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Vanguard FTSE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 3.16 |
Thematic Opportunities
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Check out Vanguard FTSE Correlation, Vanguard FTSE Volatility and Vanguard FTSE Alpha and Beta module to complement your research on Vanguard FTSE. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
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.