Vanguard Funds (Germany) Market Value
| VUSA Etf | EUR 108.17 0.53 0.49% |
| Symbol | Vanguard |
Vanguard Funds '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 Funds' 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 Funds.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Funds on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Funds Public or generate 0.0% return on investment in Vanguard Funds over 510 days. Vanguard Funds is related to or competes with SPDR Gold, and IShares Core. This Fund seeks to track the performance of the Standard Poors 500 Index, a widely recognised benchmark of U.S More
Vanguard Funds 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 Funds' 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 Funds Public upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9565 | |||
| Information Ratio | 0.0718 | |||
| Maximum Drawdown | 6.02 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.27 |
Vanguard Funds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Funds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Funds' standard deviation. In reality, there are many statistical measures that can use Vanguard Funds historical prices to predict the future Vanguard Funds' volatility.| Risk Adjusted Performance | 0.1639 | |||
| Jensen Alpha | 0.0733 | |||
| Total Risk Alpha | 0.0423 | |||
| Sortino Ratio | 0.0687 | |||
| Treynor Ratio | 0.197 |
Vanguard Funds Public Backtested Returns
Vanguard Funds appears to be very steady, given 3 months investment horizon. Vanguard Funds Public owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Funds Public, which you can use to evaluate the volatility of the etf. Please review Vanguard Funds' Risk Adjusted Performance of 0.1639, semi deviation of 0.5881, and Coefficient Of Variation of 471.0 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.94, which indicates possible diversification benefits within a given portfolio. Vanguard Funds returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Funds is expected to follow.
Auto-correlation | 0.80 |
Very good predictability
Vanguard Funds Public has very good predictability. Overlapping area represents the amount of predictability between Vanguard Funds time series from 5th of July 2023 to 16th of March 2024 and 16th of March 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 Funds Public price movement. The serial correlation of 0.8 indicates that around 80.0% of current Vanguard Funds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 22.2 |
Vanguard Funds Public lagged returns against current returns
Autocorrelation, which is Vanguard Funds 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 Funds' etf expected returns. We can calculate the autocorrelation of Vanguard Funds returns to help us make a trade decision. For example, suppose you find that Vanguard Funds 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 Funds 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 Funds etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Funds etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Funds etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Funds Lagged Returns
When evaluating Vanguard Funds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Funds etf have on its future price. Vanguard Funds 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 Funds autocorrelation shows the relationship between Vanguard Funds etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Funds Public.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vanguard Etf
Vanguard Funds 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 Funds security.