Vanguard Emerging Markets Fund Market Value
| VMMSX Fund | USD 31.60 0.04 0.13% |
| Symbol | Vanguard |
Vanguard Emerging '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 Emerging'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 Emerging.
| 11/13/2025 |
| 02/11/2026 |
If you would invest 0.00 in Vanguard Emerging on November 13, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Emerging Markets or generate 0.0% return on investment in Vanguard Emerging over 90 days. Vanguard Emerging is related to or competes with Direxion Daily, Invesco High, IShares Micro, ALPS ETF, Cambria Shareholder, WisdomTree International, and Global X. The fund invests mainly in equity securities of companies located in emerging markets More
Vanguard Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7413 | |||
| Information Ratio | 0.1561 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.58 |
Vanguard Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Emerging's standard deviation. In reality, there are many statistical measures that can use Vanguard Emerging historical prices to predict the future Vanguard Emerging's volatility.| Risk Adjusted Performance | 0.2175 | |||
| Jensen Alpha | 0.1593 | |||
| Total Risk Alpha | 0.1251 | |||
| Sortino Ratio | 0.1689 | |||
| Treynor Ratio | 0.3542 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Emerging's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Emerging February 11, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2175 | |||
| Market Risk Adjusted Performance | 0.3642 | |||
| Mean Deviation | 0.6215 | |||
| Semi Deviation | 0.3864 | |||
| Downside Deviation | 0.7413 | |||
| Coefficient Of Variation | 368.08 | |||
| Standard Deviation | 0.8017 | |||
| Variance | 0.6428 | |||
| Information Ratio | 0.1561 | |||
| Jensen Alpha | 0.1593 | |||
| Total Risk Alpha | 0.1251 | |||
| Sortino Ratio | 0.1689 | |||
| Treynor Ratio | 0.3542 | |||
| Maximum Drawdown | 4.07 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 0.5495 | |||
| Semi Variance | 0.1493 | |||
| Expected Short fall | (0.72) | |||
| Skewness | 0.0802 | |||
| Kurtosis | 0.3992 |
Vanguard Emerging Markets Backtested Returns
Vanguard Emerging appears to be very steady, given 3 months investment horizon. Vanguard Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the fund had a 0.29 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Emerging Markets, which you can use to evaluate the volatility of the fund. Please review Vanguard Emerging's Semi Deviation of 0.3864, risk adjusted performance of 0.2175, and Coefficient Of Variation of 368.08 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Emerging is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Vanguard Emerging Markets has modest predictability. Overlapping area represents the amount of predictability between Vanguard Emerging time series from 13th of November 2025 to 28th of December 2025 and 28th of December 2025 to 11th of February 2026. 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 Emerging Markets price movement. The serial correlation of 0.51 indicates that about 51.0% of current Vanguard Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 1.11 |
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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 Emerging 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 Emerging security.
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| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |