Vanguard Developed Markets Fund Market Value
| VTMNX Fund | USD 16.23 0.18 1.12% |
| Symbol | VANGUARD |
Vanguard Developed '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 Developed'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 Developed.
| 11/02/2024 |
| 01/31/2025 |
If you would invest 0.00 in Vanguard Developed on November 2, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Developed Markets or generate 0.0% return on investment in Vanguard Developed over 90 days. Vanguard Developed is related to or competes with Vanguard Small-cap, Vanguard Total, and Vanguard Mid-cap. The fund employs an indexing investment approach designed to track the performance of the FTSE Developed All Cap ex US I... More
Vanguard Developed 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 Developed'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 Developed Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8386 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 3.8 | |||
| Value At Risk | (1.24) | |||
| Potential Upside | 1.18 |
Vanguard Developed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Developed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Developed's standard deviation. In reality, there are many statistical measures that can use Vanguard Developed historical prices to predict the future Vanguard Developed's volatility.| Risk Adjusted Performance | 0.0367 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.1146 |
Vanguard Developed Backtested Returns
At this stage we consider VANGUARD Mutual Fund to be very steady. Vanguard Developed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0454, which indicates the fund had a 0.0454 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Developed Markets, which you can use to evaluate the volatility of the fund. Please validate Vanguard Developed's Coefficient Of Variation of 2202.73, semi deviation of 0.7138, and Risk Adjusted Performance of 0.0367 to confirm if the risk estimate we provide is consistent with the expected return of 0.0338%. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Developed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Developed is expected to be smaller as well.
Auto-correlation | 0.39 |
Below average predictability
Vanguard Developed Markets has below average predictability. Overlapping area represents the amount of predictability between Vanguard Developed time series from 2nd of November 2024 to 17th of December 2024 and 17th of December 2024 to 31st of January 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 Developed price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Vanguard Developed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Vanguard Developed lagged returns against current returns
Autocorrelation, which is Vanguard Developed 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 Developed's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Developed returns to help us make a trade decision. For example, suppose you find that Vanguard Developed 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 Developed 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 Developed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Developed 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 Developed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Developed Lagged Returns
When evaluating Vanguard Developed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Developed mutual fund have on its future price. Vanguard Developed 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 Developed autocorrelation shows the relationship between Vanguard Developed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Developed Markets.
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 Developed 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 Developed security.
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