ESS Vident Core US Equity ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 19.56%
YTD return -0.07%
Beta 3Y 1.27
Total Assets 461.99M
Annual report expense ratio 0.48%

Company description

Under normal circumstances, at least 80% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in the component securities of the index. The underlying index is a rules-based, systematic strategy index comprised of equity securities of issuers domiciled and traded in the United States.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to ESS Vident Core US Equity ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to ESS Vident Core US Equity ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on ESS Vident Core US Equity ETF

Here is the result of two systematic investment strategies applied to ESS Vident Core US Equity ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on ESS Vident Core US Equity ETF

The following chart shows the equity curve of the two systematic investment strategies applied to ESS Vident Core US Equity ETF:

ESS Vident Core US Equity ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 21.66% on the backtest period.

Performance at glance

Performance

21.66 %

Latent gain

165.81 $

Invested capital

765.54 $

Annualized return

15.04 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on ESS Vident Core US Equity ETF

This is the result of two momentum investment strategies applied to ESS Vident Core US Equity ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on ESS Vident Core US Equity ETF

The following chart shows all the entries opened by the momentum investment system on ESS Vident Core US Equity ETF:

ESS Vident Core US Equity ETF momentum entries
  • The first momentum investment strategy would give 23.35% of return on ESS Vident Core US Equity ETF. That represents 478.49$ of latent gain with 2049.46$ of employed capital.
  • The second momentum investment strategy would give 13.29% of return on ESS Vident Core US Equity ETF. That represents 104.03$ of latent gain with 782.97$ of employed capital.
Performance at glance (1Q Momentum)

Performance

23.35 %

Latent gain

478.49 $

Invested capital

2049.46 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

13.29 %

Latent gain

104.03 $

Invested capital

782.97 $

Annualized return

13.84 %

Momentum equity curve on ESS Vident Core US Equity ETF

The following chart shows the equity curve of the two momentum strategies applied to ESS Vident Core US Equity ETF:

ESS Vident Core US Equity ETF momentum equity

Note: the dividends potentially given by ESS Vident Core US Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ESS Vident Core US Equity ETF

The following chart shows the employed capital evolution of the two momentum strategies on ESS Vident Core US Equity ETF since the beginning:

ESS Vident Core US Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on ESS Vident Core US Equity ETF

Buy the dip entry openings on ESS Vident Core US Equity ETF

ESS Vident Core US Equity ETF

The performance achieved by the robo-advisor on ESS Vident Core US Equity ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows ESS Vident Core US Equity ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of ESS Vident Core US Equity ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to ESS Vident Core US Equity ETF

The following chart shows the result of the investment strategy applied to ESS Vident Core US Equity ETF:

ESS Vident Core US Equity ETF

Note: the dividends potentially given by ESS Vident Core US Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on ESS Vident Core US Equity ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on ESS Vident Core US Equity ETF:

ESS Vident Core US Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on ESS Vident Core US Equity ETF

In this section, I will compare the three previous investment strategies applied to ESS Vident Core US Equity ETF.

Equity curve comparison on ESS Vident Core US Equity ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

ESS Vident Core US Equity ETF investment strategy comparison

Employed capital comparison on ESS Vident Core US Equity ETF

ESS Vident Core US Equity ETF investment comparison

Performance comparison on ESS Vident Core US Equity ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 21.66% 165.81$ 765.54$ 15.04%
Momentum 1 quarter 23.35% 478.49$ 2049.46$ 19.46%
Momentum 2 quarters 13.29% 104.03$ 782.97$ 13.84%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

15.04 %

Momentum 1Q

13.84 %

Momentum 2Q

13.84 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with ESS Vident Core US Equity ETF:

Positive correlations

Most correlated stocks this year

  • ESS Vident Core US Equity ETF

  • Most correlated stocks last 3 months

  • ESS Vident Core US Equity ETF

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • ELEGANCEOPTICAL
  • Bicycle Therapeutics Plc

  • Note: The algorithm computes the probability of correlation between ESS Vident Core US Equity ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of ESS Vident Core US Equity ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name ESS Vident Core US Equity ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker VUSE
    Market

    ESS Vident Core US Equity ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown