As of 21 of September Vanguard Large has Coefficient Of Variation of 2516.25, Semi Deviation of 0.9878 and Risk Adjusted Performance of 0.036. In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Vanguard Large Cap as well as the relationship between them. In other words you can use this information to find out if the vanguard large-cap etf will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Vanguard Large Cap ETF which can be compared to its competition. Please validate Vanguard Large Cap Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Vanguard Large is priced more or less accurately providing market reflects its prevalent price of 137.73 per share.
|Horizon||30 Days Login to change|
Vanguard Large Cap Trend AnalysisUse this graph to draw trend lines for Vanguard Large Cap ETF. You can use it to identify possible trend reversals for Vanguard Large 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 Large price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Vanguard Large Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Vanguard Large Cap ETF applied against its price change over selected period. The best fit line has a slop of 0.01 % which may indicate that the price for Vanguard Large Cap ETF will continue to decline. It has 122 observation points and a regression sum of squares at 7.6, which is the sum of squared deviations for the predicted Vanguard Large price change compared to its average price change.
Vanguard Large September 21, 2019 Technical Indicators
|Risk Adjusted Performance||0.036|
|Market Risk Adjusted Performance||0.0371|
|Coefficient Of Variation||2516.25|
|Total Risk Alpha||0.0078|
|Value At Risk||(1.19)|
|Expected Short fall||(0.66)|
Vanguard Large September 21, 2019 Daily Price Condition
|Daily Balance Of Power||0.53|
|Rate Of Daily Change||1.01|
|Day Median Price||137.07|
|Day Typical Price||137.29|
|Price Action Indicator||1.00|