Vanguard Funds' market value is the price at which a share of Vanguard Funds trades on a public exchange. It measures the collective expectations of Vanguard Funds PLC investors about its performance. Vanguard Funds is selling for under 5.62 as of the 27th of November 2024; that is 0.36 percent increase since the beginning of the trading day. The etf's lowest day price was 5.62. With this module, you can estimate the performance of a buy and hold strategy of Vanguard Funds PLC and determine expected loss or profit from investing in Vanguard Funds over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vanguard
Vanguard Funds '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 Funds' 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 Funds.
0.00
05/31/2024
No Change 0.00
0.0
In 5 months and 30 days
11/27/2024
0.00
If you would invest 0.00 in Vanguard Funds on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Funds PLC or generate 0.0% return on investment in Vanguard Funds over 180 days.
Vanguard Funds 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 Funds' 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 Funds PLC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Funds' standard deviation. In reality, there are many statistical measures that can use Vanguard Funds historical prices to predict the future Vanguard Funds' volatility.
Currently, Vanguard Funds PLC is very steady. Vanguard Funds PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the etf had a 0.24% return per unit of risk over the last 3 months. We have found twenty technical indicators for Vanguard Funds PLC, which you can use to evaluate the volatility of the etf. Please validate Vanguard Funds' Variance of 0.0159, coefficient of variation of 384.83, and Risk Adjusted Performance of 0.148 to confirm if the risk estimate we provide is consistent with the expected return of 0.031%. The entity has a beta of -0.0255, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Funds are expected to decrease at a much lower rate. During the bear market, Vanguard Funds is likely to outperform the market.
Auto-correlation
0.81
Very good predictability
Vanguard Funds PLC has very good predictability. Overlapping area represents the amount of predictability between Vanguard Funds time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th of November 2024. 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 Funds PLC price movement. The serial correlation of 0.81 indicates that around 81.0% of current Vanguard Funds price fluctuation can be explain by its past prices.
Correlation Coefficient
0.81
Spearman Rank Test
0.99
Residual Average
0.0
Price Variance
0.0
Vanguard Funds PLC lagged returns against current returns
Autocorrelation, which is Vanguard Funds etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Funds' etf expected returns. We can calculate the autocorrelation of Vanguard Funds returns to help us make a trade decision. For example, suppose you find that Vanguard Funds has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Vanguard Funds regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Funds etf over time.
Current vs Lagged Prices
Timeline
Vanguard Funds Lagged Returns
When evaluating Vanguard Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Funds etf have on its future price. Vanguard Funds autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Funds autocorrelation shows the relationship between Vanguard Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Funds PLC.
Regressed Prices
Timeline
Thematic Opportunities
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