Vanguard Ftse All World Fund Market Value
| VFWAX Fund | USD 37.88 0.90 2.32% |
| Symbol | Vanguard |
Vanguard Ftse '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 Ftse's mutual 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 Ftse.
| 02/08/2025 |
| 03/10/2025 |
If you would invest 0.00 in Vanguard Ftse on February 8, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Ftse All World or generate 0.0% return on investment in Vanguard Ftse over 30 days. Vanguard Ftse is related to or competes with Vanguard Intermediate-ter, Vanguard Emerging, Vanguard Small-cap, Vanguard European, and Vanguard Developed. The fund employs an indexing investment approach designed to track the performance of the FTSE All-World ex US Index More
Vanguard Ftse 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 Ftse's mutual 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 Ftse All World upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.78 | |||
| Information Ratio | 0.1982 | |||
| Maximum Drawdown | 3.26 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.17 |
Vanguard Ftse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ftse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Ftse's standard deviation. In reality, there are many statistical measures that can use Vanguard Ftse historical prices to predict the future Vanguard Ftse's volatility.| Risk Adjusted Performance | 0.0888 | |||
| Jensen Alpha | 0.0898 | |||
| Total Risk Alpha | 0.1491 | |||
| Sortino Ratio | 0.1944 | |||
| Treynor Ratio | 0.4218 |
Vanguard Ftse All Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Ftse All owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Ftse All World, which you can use to evaluate the volatility of the fund. Please validate Vanguard Ftse's Coefficient Of Variation of 887.6, risk adjusted performance of 0.0888, and Semi Deviation of 0.6438 to confirm if the risk estimate we provide is consistent with the expected return of 0.0862%. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Ftse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Ftse is expected to be smaller as well.
Auto-correlation | -0.01 |
Very weak reverse predictability
Vanguard Ftse All World has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Ftse time series from 8th of February 2025 to 23rd of February 2025 and 23rd of February 2025 to 10th of March 2025. 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 Ftse All price movement. The serial correlation of -0.01 indicates that just 1.0% of current Vanguard Ftse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Vanguard Ftse All lagged returns against current returns
Autocorrelation, which is Vanguard Ftse mutual fund'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 Ftse's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Ftse returns to help us make a trade decision. For example, suppose you find that Vanguard Ftse has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Ftse 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 Ftse mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Ftse mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Ftse mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Ftse Lagged Returns
When evaluating Vanguard Ftse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Ftse mutual fund have on its future price. Vanguard Ftse 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 Ftse autocorrelation shows the relationship between Vanguard Ftse mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Ftse All World.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Ftse financial ratios help investors to determine whether Vanguard Mutual Fund 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 Ftse security.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |