Vanguard Emerging Markets Etf Market Value
| VWOB Etf | USD 65.03 0.20 0.31% |
| Symbol | Vanguard |
The market value of Vanguard Emerging Markets 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 Emerging's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Emerging'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 Emerging's market value can be influenced by many factors that don't directly affect Vanguard Emerging'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 Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Emerging is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Emerging'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 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 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 Emerging.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Vanguard Emerging on December 9, 2022 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 720 days. Vanguard Emerging is related to or competes with Vanguard Total, Vanguard Long, Vanguard Short, Vanguard Intermediate, and Vanguard Long. The manager employs an indexing investment approach designed to track the performance of index 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 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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.337 | |||
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 1.8 | |||
| Value At Risk | (0.48) | |||
| Potential Upside | 0.4855 |
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 | 0.0058 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.36) | |||
| Treynor Ratio | (0.02) |
Vanguard Emerging Markets Backtested Returns
At this point, Vanguard Emerging is very steady. Vanguard Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0477, which indicates the etf had a 0.0477% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Emerging Markets, which you can use to evaluate the volatility of the etf. Please validate Vanguard Emerging's Risk Adjusted Performance of 0.0058, semi deviation of 0.319, and Coefficient Of Variation of 4310.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.0171%. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. 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 | -0.12 |
Insignificant reverse predictability
Vanguard Emerging Markets has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Emerging time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Emerging Markets price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Vanguard Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 4.05 |
Vanguard Emerging Markets lagged returns against current returns
Autocorrelation, which is Vanguard Emerging 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 Emerging's etf expected returns. We can calculate the autocorrelation of Vanguard Emerging returns to help us make a trade decision. For example, suppose you find that Vanguard Emerging 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 Emerging 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 Emerging etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Emerging etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Emerging etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Emerging Lagged Returns
When evaluating Vanguard Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Emerging etf have on its future price. Vanguard Emerging 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 Emerging autocorrelation shows the relationship between Vanguard Emerging etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Emerging 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.When determining whether Vanguard Emerging Markets offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Emerging'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 Emerging Markets Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Emerging Markets Etf:Check out Vanguard Emerging Correlation, Vanguard Emerging Volatility and Vanguard Emerging Alpha and Beta module to complement your research on Vanguard Emerging. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Vanguard Emerging 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.