Vanguard Ftse All World Fund Market Value
| VFSNX Fund | USD 215.52 0.56 0.26% |
| Symbol | Vanguard |
Vanguard Ftse '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 Ftse's mutual fund 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 Ftse.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Vanguard Ftse on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Ftse All World or generate 0.0% return on investment in Vanguard Ftse over 30 days. Vanguard Ftse is related to or competes with HUMANA, and Spring Valley. The fund employs an indexing investment approach designed to track the performance of the index More
Vanguard Ftse 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 Ftse's mutual fund 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 Ftse All World upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 2.67 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 0.9522 |
Vanguard Ftse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ftse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Ftse's standard deviation. In reality, there are many statistical measures that can use Vanguard Ftse historical prices to predict the future Vanguard Ftse's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Ftse's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Ftse All Backtested Returns
We consider Vanguard Ftse very steady. Vanguard Ftse All owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0519, which indicates the fund had a 0.0519% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Vanguard Ftse All World, which you can use to evaluate the volatility of the fund. Please validate Vanguard Ftse's Risk Adjusted Performance of (0), variance of 0.4425, and Coefficient Of Variation of (23,194) to confirm if the risk estimate we provide is consistent with the expected return of 0.0319%. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Vanguard Ftse returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Ftse is expected to follow.
Auto-correlation | -0.53 |
Good reverse predictability
Vanguard Ftse All World has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Ftse time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 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 Ftse All price movement. The serial correlation of -0.53 indicates that about 53.0% of current Vanguard Ftse price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 11.63 |
Vanguard Ftse All lagged returns against current returns
Autocorrelation, which is Vanguard Ftse mutual fund'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 Ftse's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Ftse returns to help us make a trade decision. For example, suppose you find that Vanguard Ftse has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Ftse 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 Ftse mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Ftse mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Ftse mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Ftse Lagged Returns
When evaluating Vanguard Ftse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Ftse mutual fund have on its future price. Vanguard Ftse 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 Ftse autocorrelation shows the relationship between Vanguard Ftse mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Ftse All World.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard Ftse in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard Ftse's short interest history, or implied volatility extrapolated from Vanguard Ftse options trading.
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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.Check out Vanguard Ftse Correlation, Vanguard Ftse Volatility and Vanguard Ftse Alpha and Beta module to complement your research on Vanguard Ftse. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Vanguard Ftse technical mutual fund 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, fund market cycles, or different charting patterns.