Vanguard Canadian Aggregate Etf Technical Analysis
| VAB Etf | CAD 23.10 0.06 0.26% |
As of the 28th of January, Vanguard Canadian has the Risk Adjusted Performance of (0.04), coefficient of variation of (4,531), and Variance of 0.0575. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Canadian, as well as the relationship between them.
Vanguard Canadian Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard Canadian '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 Canadian'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 Canadian.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Vanguard Canadian on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Canadian Aggregate or generate 0.0% return on investment in Vanguard Canadian over 90 days. Vanguard Canadian is related to or competes with Vanguard, Vanguard FTSE, Vanguard FTSE, CI High, BMO Ultra, GLOBAL X, and BMO Low. The ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad Canad... More
Vanguard Canadian 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 Canadian'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 Canadian Aggregate upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.35) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3055 |
Vanguard Canadian Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Canadian's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Canadian's standard deviation. In reality, there are many statistical measures that can use Vanguard Canadian historical prices to predict the future Vanguard Canadian's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.14) |
Vanguard Canadian January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 0.1821 | |||
| Coefficient Of Variation | (4,531) | |||
| Standard Deviation | 0.2398 | |||
| Variance | 0.0575 | |||
| Information Ratio | (0.35) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.14) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3055 | |||
| Skewness | (1.35) | |||
| Kurtosis | 3.7 |
Vanguard Canadian Backtested Returns
Vanguard Canadian owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0311, which indicates the etf had a -0.0311 % return per unit of risk over the last 3 months. Vanguard Canadian Aggregate exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Canadian's Risk Adjusted Performance of (0.04), variance of 0.0575, and Coefficient Of Variation of (4,531) to confirm the risk estimate we provide. 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 Canadian's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Canadian is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Vanguard Canadian Aggregate has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Canadian time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 2026. 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 Canadian price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Vanguard Canadian price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vanguard Canadian 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.
Vanguard Canadian Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Canadian volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Vanguard Canadian Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Canadian Aggregate on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Canadian Aggregate based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Canadian price pattern first instead of the macroeconomic environment surrounding Vanguard Canadian. By analyzing Vanguard Canadian's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Canadian's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Canadian specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Canadian January 28, 2026 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | (0.13) | |||
| Mean Deviation | 0.1821 | |||
| Coefficient Of Variation | (4,531) | |||
| Standard Deviation | 0.2398 | |||
| Variance | 0.0575 | |||
| Information Ratio | (0.35) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.14) | |||
| Maximum Drawdown | 1.26 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3055 | |||
| Skewness | (1.35) | |||
| Kurtosis | 3.7 |
Vanguard Canadian One Year Return
Based on the recorded statements, Vanguard Canadian Aggregate has an One Year Return of 3.4%. This is 81.92% lower than that of the Vanguard Investments Canada Inc family and significantly higher than that of the Canadian Fixed Income category. The one year return for all Canada etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Vanguard Canadian January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 261.92 | ||
| Daily Balance Of Power | (1.20) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 23.10 | ||
| Day Typical Price | 23.10 | ||
| Price Action Indicator | (0.03) |
Other Information on Investing in Vanguard Etf
Vanguard Canadian 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 Canadian security.