Vanguard World (Mexico) Technical Analysis
| VDE Etf | MXN 2,230 120.16 5.69% |
As of the 16th of April 2024, Vanguard World has the Coefficient Of Variation of 1469.36, risk adjusted performance of 0.0501, and Semi Deviation of 1.67. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard World, as well as the relationship between them. In other words, you can use this information to find out if the etf will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to analyze and collect data for nineteen technical drivers for Vanguard World, which can be compared to its competition. Please validate Vanguard World jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if Vanguard World is priced more or less accurately, providing market reflects its prevalent price of 2230.16 per share.
Vanguard World 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 World 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 World Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 World volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard World Trend Analysis
Use this graph to draw trend lines for Vanguard World. You can use it to identify possible trend reversals for Vanguard World 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 World price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard World Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard World applied against its price change over selected period. The best fit line has a slop of 4.21 , which means Vanguard World will continue producing value for investors. It has 122 observation points and a regression sum of squares at 669948.3, which is the sum of squared deviations for the predicted Vanguard World price change compared to its average price change.About Vanguard World 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 World 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 World based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard World price pattern first instead of the macroeconomic environment surrounding Vanguard World. By analyzing Vanguard World'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 World'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 World specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard World April 16, 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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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0501 | |||
| Market Risk Adjusted Performance | (0.39) | |||
| Mean Deviation | 1.08 | |||
| Semi Deviation | 1.67 | |||
| Downside Deviation | 5.69 | |||
| Coefficient Of Variation | 1469.36 | |||
| Standard Deviation | 2.4 | |||
| Variance | 5.77 | |||
| Information Ratio | 0.0419 | |||
| Jensen Alpha | 0.1738 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0177 | |||
| Treynor Ratio | (0.40) | |||
| Maximum Drawdown | 15.29 | |||
| Value At Risk | (3.59) | |||
| Potential Upside | 3.72 | |||
| Downside Variance | 32.38 | |||
| Semi Variance | 2.78 | |||
| Expected Short fall | (3.74) | |||
| Skewness | 0.3309 | |||
| Kurtosis | 9.65 |
Vanguard World One Year Return
Based on the recorded statements, Vanguard World has an One Year Return of -16.66%. This is 297.16% lower than that of the Vanguard family and significantly lower than that of the One Year Return category. The one year return for all Mexico etfs is notably higher than that of the company.
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.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard World. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. Note that the Vanguard World information on this page should be used as a complementary analysis to other Vanguard World's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.