Vanguard Ftse All World Etf Probability of Future Etf Price Finishing Under 118.39

VSS Etf  USD 120.27  0.44  0.37%   
Vanguard FTSE's implied volatility is one of the determining factors in the pricing options written on Vanguard FTSE All World. Implied volatility approximates the future value of Vanguard FTSE based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Vanguard FTSE All World over a specific time period. For example, 2024-06-21 CALL at $118.0 is a CALL option contract on Vanguard FTSE's common stock with a strick price of 118.0 expiring on 2024-06-21. The contract was last traded on 2024-05-07 at 15:01:04 for $1.65 and, as of today, has 17 days remaining before the expiration. The option is currently trading at a bid price of $0.05, and an ask price of $6.5. The implied volatility as of the 4th of June is 13.93. View All Vanguard options

Closest to current price Vanguard long CALL Option Payoff at Expiration

Vanguard FTSE's future price is the expected price of Vanguard FTSE instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Vanguard FTSE All World performance during a given time horizon utilizing its historical volatility. Check out Vanguard FTSE Backtesting, Portfolio Optimization, Vanguard FTSE Correlation, Vanguard FTSE Hype Analysis, Vanguard FTSE Volatility, Vanguard FTSE History as well as Vanguard FTSE Performance.
  
Please specify Vanguard FTSE's target price for which you would like Vanguard FTSE odds to be computed.

Vanguard FTSE Target Price Odds to finish below 118.39

The tendency of Vanguard Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to drop to $ 118.39  or more in 90 days
 120.27 90 days 118.39 
about 79.5
Based on a normal probability distribution, the odds of Vanguard FTSE to drop to $ 118.39  or more in 90 days from now is about 79.5 (This Vanguard FTSE All World probability density function shows the probability of Vanguard Etf to fall within a particular range of prices over 90 days) . Probability of Vanguard FTSE All price to stay between $ 118.39  and its current price of $120.27 at the end of the 90-day period is about 15.29 .
Considering the 90-day investment horizon Vanguard FTSE has a beta of 0.94. This entails Vanguard FTSE All World market returns are related to returns on the market. As the market goes up or down, Vanguard FTSE is expected to follow. Additionally Vanguard FTSE All World has an alpha of 0.0601, implying that it can generate a 0.0601 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Vanguard FTSE Price Density   
       Price  

Predictive Modules for Vanguard FTSE

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vanguard FTSE All. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
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.
Hype
Prediction
LowEstimatedHigh
119.57120.27120.97
Details
Intrinsic
Valuation
LowRealHigh
119.84120.54121.24
Details
Naive
Forecast
LowNextHigh
116.07116.77117.47
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
117.13119.30121.47
Details

Vanguard FTSE Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard FTSE is not an exception. The market had few large corrections towards the Vanguard FTSE's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Vanguard FTSE All World, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard FTSE within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
0.06
β
Beta against NYSE Composite0.94
σ
Overall volatility
2.28
Ir
Information ratio 0.08

Vanguard FTSE Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Vanguard FTSE for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard FTSE All can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Latest headline from news.google.com: Advisory Services Network LLC Lowers Stock Position in Vanguard FTSE All-World ex-US Small-Cap ETF ... - Defense World
The fund generated three year return of -2.0%
Vanguard FTSE All keeps 91.82% of its net assets in stocks

Vanguard FTSE Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vanguard Etf often depends not only on the future outlook of the current and potential Vanguard FTSE's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vanguard FTSE's indicators that are reflective of the short sentiment are summarized in the table below.

Vanguard FTSE Technical Analysis

Vanguard FTSE's future price can be derived by breaking down and analyzing its technical indicators over time. Vanguard Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vanguard FTSE All World. In general, you should focus on analyzing Vanguard Etf price patterns and their correlations with different microeconomic environments and drivers.

Vanguard FTSE Predictive Forecast Models

Vanguard FTSE's time-series forecasting models is one of many Vanguard FTSE's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Vanguard FTSE's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.
Naive Prediction
Simple Exponential Smoothing
Double Exponential Smoothing
Triple Exponential Smoothing