Vanguard Global Mutual Fund Forward View - 8 Period Moving Average
| VGRLX Fund | USD 29.21 0.65 2.28% |
Vanguard Global's 8 Period Moving Average forecast is computed from observed closing prices over the selected horizon. The accuracy statistics below distinguish a well-fitted model from one that is smoothing over meaningful price movement. The fit is assessed against recent observations, so the output reflects the latest available data. When MAPE exceeds 10%, the model's short-term predictive value is significantly reduced. The 8 Period Moving Average model projects Vanguard Global at 28.66 for the next trading day, below the most recent closing price. The 8 Period Moving Average output reflects statistical model results and is provided for reference purposes.
8 Period Moving Average Price Forecast For the 8th of May
Over a 90-day horizon, the 8 Period Moving Average model forecasts Vanguard Global at 28.66 for the next trading day, with a mean absolute deviation of 0.58 , mean absolute percentage error of 0.02 , and sum of absolute errors of 31.57 .This represents a tight forecast with good short-term tracking of Vanguard Global's price movement. This output is intended for short-term analytical reference.
Mutual Fund Forecast Pattern
| Backtest Vanguard Global | Vanguard Global Price Prediction | Research Analysis |
Forecasted Value
The projected range for Vanguard Global reflects the model's ability to define credible downside and upside scenarios for the next trading day. The projected band runs from roughly 27.51 on the downside to about 29.81 on the upside. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the 8 Period Moving Average model's error metrics for Vanguard Global mutual fund. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 104.567 |
| Bias | Arithmetic mean of the errors | 0.1337 |
| MAD | Mean absolute deviation | 0.5847 |
| MAPE | Mean absolute percentage error | 0.0207 |
| SAE | Sum of the absolute errors | 31.5737 |
Other Forecasting Options for Vanguard Global
Volume-weighted price analysis for Vanguard Global Mutual Fund gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line identify shifts in Vanguard Global momentum before they appear in raw price. Comparing Vanguard Global's realized volatility to implied volatility reveals whether the options market expects larger or smaller moves. Readings above 80 or below 20 highlight potential reversal zones in Vanguard Global Mutual Fund price action.Vanguard Global Related Equities
Vanguard Global's market space within the Global Real Estate space is illustrated by the firms listed below. Return on equity across these peers shows how well each firm turns capital into profit.
| Risk & Return | Correlation |
Vanguard Global Market Strength Events
For investors tracking Vanguard Global Ex Us, market strength indicators offer quantitative evaluation of mutual fund behavior. When Rate of Change diverges from price direction, it often signals weakening momentum before a visible reversal in Vanguard Global. These metrics are particularly useful when Vanguard Global mutual fund shows divergence from broader market trends. These metrics provide additional context for comparing intraday conviction with broader price movement in Vanguard Global.
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 29.21 | |||
| Day Typical Price | 29.21 | |||
| Price Action Indicator | 0.33 | |||
| Period Momentum Indicator | 0.65 | |||
| Relative Strength Index | 55.78 |
Vanguard Global Risk Indicators
Analyzing Vanguard Global's basic risk indicators provides a structured view of the risk-return trade-off for vanguard global mutual fund. Expected shortfall estimates the average loss in the worst-case tail scenarios, going beyond what standard deviation alone captures for Vanguard Global. Semi-deviation focuses exclusively on returns below the mean, making it a more conservative risk gauge for Vanguard Global than full standard deviation. The risk-return trade-off for vanguard global mutual fund becomes clearer when downside and total variance are viewed together.
| Mean Deviation | 0.7885 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.31 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.