Vanguard Total Market Etf Market Value
| VUS Etf | CAD 105.02 0.44 0.42% |
| Symbol | Vanguard |
Vanguard Total '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 Total'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 Total.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Vanguard Total on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Total Market or generate 0.0% return on investment in Vanguard Total over 30 days. Vanguard Total is related to or competes with Vanguard FTSE, IShares Core, BMO Long, Vanguard FTSE, and Vanguard. The ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad U.S More
Vanguard Total 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 Total'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 Total Market upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7673 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.19 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.04 |
Vanguard Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Total's standard deviation. In reality, there are many statistical measures that can use Vanguard Total historical prices to predict the future Vanguard Total's volatility.| Risk Adjusted Performance | 0.1063 | |||
| Jensen Alpha | 0.0617 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.2698 |
Vanguard Total Market Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard Total Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Total Market, which you can use to evaluate the volatility of the etf. Please validate Vanguard Total's Semi Deviation of 0.6238, risk adjusted performance of 0.1063, and Coefficient Of Variation of 718.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Total is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Vanguard Total Market has modest predictability. Overlapping area represents the amount of predictability between Vanguard Total time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Total Market price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Vanguard Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.61 |
Vanguard Total Market lagged returns against current returns
Autocorrelation, which is Vanguard Total 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 Total's etf expected returns. We can calculate the autocorrelation of Vanguard Total returns to help us make a trade decision. For example, suppose you find that Vanguard Total 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 Total 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 Total etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Total etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Total etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Total Lagged Returns
When evaluating Vanguard Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Total etf have on its future price. Vanguard Total 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 Total autocorrelation shows the relationship between Vanguard Total etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Total Market.
Regressed Prices |
| Timeline |
Pair Trading with Vanguard Total
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Total position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Total will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 1.0 | XSP | iShares Core SP | PairCorr |
| 0.97 | ZSP | BMO SP 500 | PairCorr |
| 0.97 | VFV | Vanguard SP 500 | PairCorr |
| 0.97 | HXS | Global X SP | PairCorr |
| 0.97 | XUS | iShares Core SP | PairCorr |
The ability to find closely correlated positions to Vanguard Total could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Total when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Total - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Total Market to buy it.
The correlation of Vanguard Total is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Total moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Total Market moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Total can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vanguard Etf
Vanguard Total financial ratios help investors to determine whether Vanguard Etf 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 Total security.