Vanguard Emerging Risk Analysis And Volatility

VEMAX -- USA Fund  

USD 35.45  0.22  0.62%

We consider Vanguard Emerging very steady. Vanguard Emerging owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0473 which indicates the organization had 0.0473% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Emerging Markets Stock which you can use to evaluate future volatility of the fund. Please validate Vanguard Emerging Coefficient Of Variation of 1471.54, Semi Deviation of 0.9518 and Risk Adjusted Performance of 0.0439 to confirm if risk estimate we provide are consistent with the epected return of 0.0396%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Vanguard Emerging Market Sensitivity

As returns on market increase, Vanguard Emerging returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Emerging will be expected to be smaller as well.
3 Months Beta |Analyze Vanguard Emerging Demand Trend
Check current 30 days Vanguard Emerging correlation with market (DOW)
β = 0.7844

Vanguard Emerging Central Daily Price Deviation

Vanguard Emerging Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Vanguard Emerging Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Vanguard Emerging moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Vanguard Emerging Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Emerging has beta of 0.7844 . This entails as returns on market go up, Vanguard Emerging average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard Emerging Markets Stock will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0046 implying that it can potentially generate 0.0046% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Vanguard Emerging is 2114.68. The daily returns are destributed with a variance of 0.7 and standard deviation of 0.84. The mean deviation of Vanguard Emerging Markets Stock is currently at 0.64. For similar time horizon, the selected benchmark (DOW) has volatility of 0.61
α
Alpha over DOW
=0.0046
β
Beta against DOW=0.78
σ
Overall volatility
=0.84
Ir
Information ratio =0.0084

Vanguard Emerging Return Volatility

the fund shows 0.8371% volatility of returns over 30 trading days. the entity inherits 0.6072% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Vanguard Emerging Investment Opportunity

Vanguard Emerging Markets Stock has a volatility of 0.84 and is 1.38 times more volatile than DOW. of all equities and portfolios are less risky than Vanguard Emerging. Compared to the overall equity markets, volatility of historical daily returns of Vanguard Emerging Markets Stock is lower than 7 () of all global equities and portfolios over the last 30 days. Use Vanguard Emerging Markets Stock to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Vanguard Emerging to be traded at $39.0 in 30 days. . As returns on market increase, Vanguard Emerging returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Emerging will be expected to be smaller as well.

Vanguard Emerging correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Emerging Markets Stoc and equity matching DJI index in the same portfolio.

Vanguard Emerging Current Risk Indicators

Vanguard Emerging Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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