Vanguard Diversified (Australia) Technical Analysis
| VDHG Etf | 68.57 0.57 0.84% |
As of the 23rd of November, Vanguard Diversified has the Coefficient Of Variation of 596.07, risk adjusted performance of 0.1231, and Semi Deviation of 0.3317. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Diversified High, as well as the relationship between them.
Vanguard Diversified 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 Diversified 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 Diversified High Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. 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 Diversified High volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Diversified High Trend Analysis
Use this graph to draw trend lines for Vanguard Diversified High. You can use it to identify possible trend reversals for Vanguard Diversified as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard Diversified price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Diversified Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Diversified High applied against its price change over selected period. The best fit line has a slop of 0.06 , which means Vanguard Diversified High will continue generating value for investors. It has 122 observation points and a regression sum of squares at 144.1, which is the sum of squared deviations for the predicted Vanguard Diversified price change compared to its average price change.About Vanguard Diversified 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 Diversified High 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 Diversified High based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Diversified High price pattern first instead of the macroeconomic environment surrounding Vanguard Diversified High. By analyzing Vanguard Diversified'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 Diversified'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 Diversified specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Diversified November 23, 2024 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.
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| Volume Indicators |
| Risk Adjusted Performance | 0.1231 | |||
| Market Risk Adjusted Performance | 0.5992 | |||
| Mean Deviation | 0.3643 | |||
| Semi Deviation | 0.3317 | |||
| Downside Deviation | 0.4954 | |||
| Coefficient Of Variation | 596.07 | |||
| Standard Deviation | 0.493 | |||
| Variance | 0.2431 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | 0.0578 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 0.5892 | |||
| Maximum Drawdown | 2.18 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.7748 | |||
| Downside Variance | 0.2454 | |||
| Semi Variance | 0.1101 | |||
| Expected Short fall | (0.41) | |||
| Skewness | (0.42) | |||
| Kurtosis | 2.37 |
Other Information on Investing in Vanguard Etf
Vanguard Diversified 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 Diversified security.