Vanguard Global (UK) Market Value
| 0P0001O2BN | 140.84 0.41 0.29% |
| Symbol | Vanguard |
Vanguard Global '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 Global's fund 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 Global.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Vanguard Global on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Capital or generate 0.0% return on investment in Vanguard Global over 90 days.
Vanguard Global 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 Global's fund 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 Global Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.572 | |||
| Information Ratio | 0.0018 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.951 |
Vanguard Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Global's standard deviation. In reality, there are many statistical measures that can use Vanguard Global historical prices to predict the future Vanguard Global's volatility.| Risk Adjusted Performance | 0.1015 | |||
| Jensen Alpha | 0.0382 | |||
| Total Risk Alpha | 0.0175 | |||
| Sortino Ratio | 0.0018 | |||
| Treynor Ratio | 0.152 |
Vanguard Global January 24, 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 | 0.1015 | |||
| Market Risk Adjusted Performance | 0.162 | |||
| Mean Deviation | 0.4331 | |||
| Semi Deviation | 0.4391 | |||
| Downside Deviation | 0.572 | |||
| Coefficient Of Variation | 699.67 | |||
| Standard Deviation | 0.5552 | |||
| Variance | 0.3083 | |||
| Information Ratio | 0.0018 | |||
| Jensen Alpha | 0.0382 | |||
| Total Risk Alpha | 0.0175 | |||
| Sortino Ratio | 0.0018 | |||
| Treynor Ratio | 0.152 | |||
| Maximum Drawdown | 2.73 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.951 | |||
| Downside Variance | 0.3272 | |||
| Semi Variance | 0.1928 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.2369 |
Vanguard Global Capital Backtested Returns
As of now, Vanguard Fund is very steady. Vanguard Global Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0962, which indicates the fund had a 0.0962 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Global Capital, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Semi Deviation of 0.4391, coefficient of variation of 699.67, and Risk Adjusted Performance of 0.1015 to confirm if the risk estimate we provide is consistent with the expected return of 0.0514%. The entity has a beta of 0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Auto-correlation | -0.35 |
Poor reverse predictability
Vanguard Global Capital has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th 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 Global Capital price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 4.59 |
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