Vanguard International High Etf Market Value
| VYMI Etf | USD 70.97 0.83 1.18% |
| Symbol | Vanguard |
The market value of Vanguard International 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 International's value that differs from its market value or its book value, called intrinsic value, which is Vanguard International'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 International's market value can be influenced by many factors that don't directly affect Vanguard International'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 International's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard International'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 International '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 International'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 International.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Vanguard International on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard International High or generate 0.0% return on investment in Vanguard International over 30 days. Vanguard International is related to or competes with Vanguard International, Vanguard Global, Vanguard High, Vanguard Emerging, and Vanguard FTSE. The fund invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in th... More
Vanguard International 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 International'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 International High upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8987 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.06 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.15 |
Vanguard International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard International's standard deviation. In reality, there are many statistical measures that can use Vanguard International historical prices to predict the future Vanguard International's volatility.| Risk Adjusted Performance | 0.0287 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0515 |
Vanguard International Backtested Returns
Vanguard International is very steady at the moment. Vanguard International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0352, which indicates the etf had a 0.0352 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard International High, which you can use to evaluate the volatility of the etf. Please validate Vanguard International's Risk Adjusted Performance of 0.0287, coefficient of variation of 2844.73, and Semi Deviation of 0.8321 to confirm if the risk estimate we provide is consistent with the expected return of 0.0277%. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard International is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Vanguard International High has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard International time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th 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 International price movement. The serial correlation of -0.17 indicates that over 17.0% of current Vanguard International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.6 |
Vanguard International lagged returns against current returns
Autocorrelation, which is Vanguard International 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 International's etf expected returns. We can calculate the autocorrelation of Vanguard International returns to help us make a trade decision. For example, suppose you find that Vanguard International 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 International 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 International etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard International etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard International etf over time.
Current vs Lagged Prices |
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Vanguard International Lagged Returns
When evaluating Vanguard International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard International etf have on its future price. Vanguard International 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 International autocorrelation shows the relationship between Vanguard International etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard International High.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Vanguard International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard International'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 International High Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard International High Etf:Check out Vanguard International Correlation, Vanguard International Volatility and Vanguard International Alpha and Beta module to complement your research on Vanguard International. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Vanguard International 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.