Vanguard Global Ex Us Etf Market Value
| VNQI Etf | USD 42.75 0.28 0.66% |
| Symbol | Vanguard |
The market value of Vanguard Global ex is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Global's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Global's market value can be influenced by many factors that don't directly affect Vanguard Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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 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 Global.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Global on October 27, 2024 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 Vanguard FTSE, Vanguard Real, Vanguard Total, Schwab REIT, and Vanguard International. 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 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 Global ex US upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 4.4 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.57 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.16) |
Vanguard Global ex Backtested Returns
Vanguard Global ex owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0688, which indicates the etf had a -0.0688% return per unit of risk over the last 3 months. Vanguard Global ex US exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Global's Risk Adjusted Performance of (0.03), coefficient of variation of (2,592), and Variance of 0.8111 to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. 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 | 0.34 |
Below average predictability
Vanguard Global ex US has below average predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 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 Global ex price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Vanguard Global ex lagged returns against current returns
Autocorrelation, which is Vanguard Global 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 Global's etf 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 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 |
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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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Global etf over time.
Current vs Lagged Prices |
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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 etf 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 etf 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 |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Vanguard Global ex offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Global'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 Global Ex Us Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Global Ex Us Etf:Check out Vanguard Global Correlation, Vanguard Global Volatility and Vanguard Global Alpha and Beta module to complement your research on Vanguard Global. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Vanguard Global 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.