Vanguard FTSE Variance
| VPL Etf | | | USD 95.57 -3.88 -3.90% |
The Variance reading for Vanguard FTSE Pacific is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Indicator reliability depends on the continuity of available trading data. Vanguard FTSE has a market cap of 1.21 B, operating margin of 96.76%, ROE of 32.61%. Review
World Market Map for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. All figures are presented for informational review and are not prescriptive. The allocation shows a weighting toward Vanguard FTSE Pacific. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. The dataset is presented as structured reference material for independent review. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Vanguard FTSE Pacific has current Variance of 1.97. Variance is another measure of security risk that shows the amount of dispersion of equity returns around their mean value. Variance is calculated as the average squared deviations from the mean. Evaluating a set of investment alternatives one can use variance to help determine the volatility when purchasing a specific security. Similar to Standard Deviation, the variance is a measure of how far a set of numbers is spread out around its mean.
Variance | = | SUM(RET DEV)2N |
| = | 1.97 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N | = | Number of points for the period |
Variance Peers Comparison
Variance Relative To Other Indicators
Vanguard FTSE Pacific sits atop the peer group for variance within its ETF group. It is currently under evaluation for maximum drawdown within its ETF group where Maximum Drawdown runs almost
3.85 per Variance. Vanguard FTSE Pacific's Maximum Drawdown registers at
3.85 relative to Variance
Variance is also a measure of stock volatility and can help determine the risk an investor might take on when purchasing a specific security. A relatively big variance indicates that the daily prices or returns are far from the mean and a small variance indicates that they are located around the mean.
Compare Vanguard FTSE to Peers
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