Vanguard Scottsdale (Mexico) Market Value
| VGSH Etf | MXN 1,194 9.89 0.84% |
| Symbol | Vanguard |
Vanguard Scottsdale '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 Scottsdale'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 Scottsdale.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Scottsdale on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Scottsdale Funds or generate 0.0% return on investment in Vanguard Scottsdale over 690 days. Vanguard Scottsdale is related to or competes with Select Sector, Promotora, IShares Global, SPDR Series, Vanguard World, IShares Trust, and IShares Trust. More
Vanguard Scottsdale 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 Scottsdale'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 Scottsdale Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.95 | |||
| Information Ratio | 0.0231 | |||
| Maximum Drawdown | 16.22 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 3.23 |
Vanguard Scottsdale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Scottsdale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Scottsdale's standard deviation. In reality, there are many statistical measures that can use Vanguard Scottsdale historical prices to predict the future Vanguard Scottsdale's volatility.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 0.1526 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0099 | |||
| Treynor Ratio | 1.34 |
Vanguard Scottsdale Funds Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard Scottsdale Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0431, which indicates the etf had a 0.0431% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Scottsdale Funds, which you can use to evaluate the volatility of the etf. Please validate Vanguard Scottsdale's Semi Deviation of 1.52, risk adjusted performance of 0.0707, and Coefficient Of Variation of 1188.67 to confirm if the risk estimate we provide is consistent with the expected return of 0.0882%. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Scottsdale's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Scottsdale is expected to be smaller as well.
Auto-correlation | -0.43 |
Modest reverse predictability
Vanguard Scottsdale Funds has modest reverse predictability. Overlapping area represents the amount of predictability between Vanguard Scottsdale time series from 6th of January 2023 to 17th of December 2023 and 17th of December 2023 to 26th 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 Scottsdale Funds price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Vanguard Scottsdale price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 7650.51 |
Vanguard Scottsdale Funds lagged returns against current returns
Autocorrelation, which is Vanguard Scottsdale 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 Scottsdale's etf expected returns. We can calculate the autocorrelation of Vanguard Scottsdale returns to help us make a trade decision. For example, suppose you find that Vanguard Scottsdale 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 Scottsdale 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 Scottsdale etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Scottsdale etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Scottsdale etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Scottsdale Lagged Returns
When evaluating Vanguard Scottsdale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Scottsdale etf have on its future price. Vanguard Scottsdale 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 Scottsdale autocorrelation shows the relationship between Vanguard Scottsdale etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Scottsdale Funds.
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.Additional Information and Resources on Investing in Vanguard Etf
When determining whether Vanguard Scottsdale Funds offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Scottsdale's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Scottsdale Funds Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Scottsdale Funds Etf:Check out Vanguard Scottsdale Correlation, Vanguard Scottsdale Volatility and Vanguard Scottsdale Alpha and Beta module to complement your research on Vanguard Scottsdale. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Vanguard Scottsdale technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.