Vanguard LifeStrategy (Netherlands) Market Value
| V80A Etf | EUR 36.78 0.26 0.71% |
| Symbol | Vanguard |
Please note, there is a significant difference between Vanguard LifeStrategy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard LifeStrategy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard LifeStrategy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vanguard LifeStrategy '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 LifeStrategy's 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 LifeStrategy.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Vanguard LifeStrategy on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard LifeStrategy 80 or generate 0.0% return on investment in Vanguard LifeStrategy over 30 days. Vanguard LifeStrategy is related to or competes with Vanguard, SPDR Dow, IShares Core, IShares SP, Vanguard FTSE, IShares China, and IShares Core. More
Vanguard LifeStrategy 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 LifeStrategy's 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 LifeStrategy 80 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4948 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | (0.70) | |||
| Potential Upside | 1.02 |
Vanguard LifeStrategy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard LifeStrategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard LifeStrategy's standard deviation. In reality, there are many statistical measures that can use Vanguard LifeStrategy historical prices to predict the future Vanguard LifeStrategy's volatility.| Risk Adjusted Performance | 0.1583 | |||
| Jensen Alpha | 0.0463 | |||
| Total Risk Alpha | 0.02 | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2115 |
Vanguard LifeStrategy Backtested Returns
Currently, Vanguard LifeStrategy 80 is very steady. Vanguard LifeStrategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21% return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard LifeStrategy 80, which you can use to evaluate the volatility of the etf. Please validate Vanguard LifeStrategy's Risk Adjusted Performance of 0.1583, coefficient of variation of 473.29, and Semi Deviation of 0.2075 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard LifeStrategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard LifeStrategy is expected to be smaller as well.
Auto-correlation | 0.96 |
Excellent predictability
Vanguard LifeStrategy 80 has excellent predictability. Overlapping area represents the amount of predictability between Vanguard LifeStrategy time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 LifeStrategy price movement. The serial correlation of 0.96 indicates that 96.0% of current Vanguard LifeStrategy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Vanguard LifeStrategy lagged returns against current returns
Autocorrelation, which is Vanguard LifeStrategy 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 LifeStrategy's etf expected returns. We can calculate the autocorrelation of Vanguard LifeStrategy returns to help us make a trade decision. For example, suppose you find that Vanguard LifeStrategy 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 LifeStrategy 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 LifeStrategy etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard LifeStrategy etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard LifeStrategy etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard LifeStrategy Lagged Returns
When evaluating Vanguard LifeStrategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard LifeStrategy etf have on its future price. Vanguard LifeStrategy 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 LifeStrategy autocorrelation shows the relationship between Vanguard LifeStrategy etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard LifeStrategy 80.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Vanguard Etf
Vanguard LifeStrategy financial ratios help investors to determine whether Vanguard Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard LifeStrategy security.