Vanguard Global Ex-us Fund Market Value

VGRLX Fund  USD 24.44  0.14  0.57%   
Vanguard Global's market value is the price at which a share of Vanguard Global trades on a public exchange. It measures the collective expectations of Vanguard Global Ex-us investors about its performance. Vanguard Global is trading at 24.44 as of the 3rd of March 2025; that is 0.57 percent decrease since the beginning of the trading day. The fund's open price was 24.58.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Global Ex-us and determine expected loss or profit from investing in Vanguard Global over a given investment horizon. Check out Vanguard Global Correlation, Vanguard Global Volatility and Vanguard Global Alpha and Beta module to complement your research on Vanguard Global.
Symbol

Please note, there is a significant difference between Vanguard Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Global'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 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 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 Global.
0.00
02/01/2025
No Change 0.00  0.0 
In 31 days
03/03/2025
0.00
If you would invest  0.00  in Vanguard Global on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Ex-us or generate 0.0% return on investment in Vanguard Global over 30 days. Vanguard Global is related to or competes with Victory Select, Vanguard Emerging, Vanguard Pacific, Vanguard International, and Vanguard Intermediate-ter. The fund employs an indexing investment approach designed to track the performance of the SP Global ex-U.S More

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 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 Global Ex-us upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
23.7524.4225.09
Details
Intrinsic
Valuation
LowRealHigh
23.6724.3425.01
Details
Naive
Forecast
LowNextHigh
23.7024.3725.04
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
23.8924.4124.93
Details

Vanguard Global Ex-us Backtested Returns

Vanguard Global Ex-us owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.053, which indicates the fund had a -0.053 % return per unit of risk over the last 3 months. Vanguard Global Ex-us exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Global's Coefficient Of Variation of 14258.09, semi deviation of 0.679, and Risk Adjusted Performance of 0.0041 to confirm the risk estimate we provide. The entity has a beta of 0.36, 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

    
  -0.6  

Good reverse predictability

Vanguard Global Ex-us has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd 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 Global Ex-us price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Vanguard Global price fluctuation can be explain by its past prices.
Correlation Coefficient-0.6
Spearman Rank Test-0.62
Residual Average0.0
Price Variance0.01
Vanguard ReturnsVanguard Lagged ReturnsDiversified AwayVanguard ReturnsVanguard Lagged ReturnsDiversified Away100%

Vanguard Global Ex-us lagged returns against current returns

Autocorrelation, which is Vanguard Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Global returns to help us make a trade decision. For example, suppose you find that Vanguard Global 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   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar-1.0%-0.5%0%0.5%1.0%1.5%2.0%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Vanguard Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Global 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 Global mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar24.3524.4024.4524.5024.5524.6024.6524.70
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Vanguard Global Lagged Returns

When evaluating Vanguard Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Global mutual fund have on its future price. Vanguard Global 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 Global autocorrelation shows the relationship between Vanguard Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Global Ex-us.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15FebFeb 07Feb 11Feb 15Feb 19Feb 23Feb 27Mar24.324.424.524.624.7
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Other Information on Investing in Vanguard Mutual Fund

Vanguard Global 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 Global security.
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