Vanguard Whitehall Funds Fund Market Value
| VIDGX Fund | 11.81 0.02 0.17% |
| Symbol | Vanguard |
Vanguard Whitehall '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 Whitehall'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 Whitehall.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Vanguard Whitehall on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Whitehall Funds or generate 0.0% return on investment in Vanguard Whitehall over 30 days. Vanguard Whitehall is related to or competes with T Rowe, American Funds, T Rowe, T Rowe, T Rowe, Tiaa Cref, and Equity Index. The fund invests primarily in stocks that tend to offer current dividends and are predominantly located in developed mar... More
Vanguard Whitehall 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 Whitehall'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 Whitehall Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8339 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.66 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.11 |
Vanguard Whitehall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Whitehall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Whitehall's standard deviation. In reality, there are many statistical measures that can use Vanguard Whitehall historical prices to predict the future Vanguard Whitehall's volatility.| Risk Adjusted Performance | 0.049 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0598 |
Vanguard Whitehall Funds Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Whitehall Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0661, which indicates the fund had a 0.0661 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Whitehall Funds, which you can use to evaluate the volatility of the fund. Please validate Vanguard Whitehall's Coefficient Of Variation of 1455.97, semi deviation of 0.7298, and Risk Adjusted Performance of 0.049 to confirm if the risk estimate we provide is consistent with the expected return of 0.0507%. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Whitehall's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Whitehall is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Vanguard Whitehall Funds has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Whitehall time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Whitehall Funds price movement. The serial correlation of -0.25 indicates that over 25.0% of current Vanguard Whitehall price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vanguard Whitehall Funds lagged returns against current returns
Autocorrelation, which is Vanguard Whitehall 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 Whitehall's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Whitehall returns to help us make a trade decision. For example, suppose you find that Vanguard Whitehall 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 Whitehall 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 Whitehall mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Whitehall 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 Whitehall mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Whitehall Lagged Returns
When evaluating Vanguard Whitehall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Whitehall mutual fund have on its future price. Vanguard Whitehall 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 Whitehall autocorrelation shows the relationship between Vanguard Whitehall mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Whitehall 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.Other Information on Investing in Vanguard Mutual Fund
Vanguard Whitehall 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 Whitehall security.
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