Vanguard Global Ex Us Fund Market Value
| VGRLX Fund | USD 25.18 0.15 0.60% |
| Symbol | Vanguard |
Vanguard Global '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 Global'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 Global.
| 12/16/2021 |
| 12/06/2023 |
If you would invest 0.00 in Vanguard Global on December 16, 2021 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Ex Us or generate 0.0% return on investment in Vanguard Global over 720 days. Vanguard Global is related to or competes with Franklin Biotechnology, Blackrock Science, Red Oak, Dreyfus Technology, Global Technology, Columbia Global, and Hennessy Technology. The fund employs an indexing investment approach designed to track the performance of the SP Global ex-U.S More
Vanguard Global 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 Global'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 Global Ex Us upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7747 | |||
| Information Ratio | 0.0207 | |||
| Maximum Drawdown | 4.7 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 1.37 |
Vanguard Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Global's standard deviation. In reality, there are many statistical measures that can use Vanguard Global historical prices to predict the future Vanguard Global's volatility.| Risk Adjusted Performance | 0.0228 | |||
| Jensen Alpha | 0.0199 | |||
| Total Risk Alpha | 0.021 | |||
| Sortino Ratio | 0.0258 | |||
| Treynor Ratio | 0.0165 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard Global'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. Please use the tools below to analyze the current value of Vanguard Global in the context of predictive analytics.
Vanguard Global Ex-us Backtested Returns
We consider Vanguard Global very steady. Vanguard Global Ex-us owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.045, which indicates the fund had 0.045% of return per unit of risk over the last 3 months. Our standpoint towards measuring the 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-six technical indicators for Vanguard Global Ex Us, which you can use to evaluate the future volatility of the fund. Please validate Vanguard Global Semi Deviation of 0.7356, risk adjusted performance of 0.0228, and Coefficient Of Variation of 3734.22 to confirm if the risk estimate we provide is consistent with the expected return of 0.0443%. The entity has a beta of 0.967, which indicates possible diversification benefits within a given portfolio. Vanguard Global returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Global is expected to follow. Although it is important to respect Vanguard Global Ex-us current price movements, it is better to be realistic regarding the information on the equity's historical returns. Our main philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vanguard Global Ex-us technical indicators, you can presently evaluate if the expected return of 0.0443% will be sustainable into the future.
Auto-correlation | 0.73 |
Good predictability
Vanguard Global Ex Us has good predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 16th of December 2021 to 11th of December 2022 and 11th of December 2022 to 6th of December 2023. 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 Global Ex-us price movement. The serial correlation of 0.73 indicates that around 73.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.94 |
Vanguard Global Ex-us lagged returns against current returns
Autocorrelation, which is Vanguard Global 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 Global's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Global returns to help us make a trade decision. For example, suppose you find that Vanguard Global mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Global 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 Global mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Global 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 Global mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Global Lagged Returns
When evaluating Vanguard Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Global mutual fund have on its future price. Vanguard Global 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 Global autocorrelation shows the relationship between Vanguard Global mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Global Ex Us.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Vanguard Global without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Watchlist OptimizationOptimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm |
| All Next | Launch Module |
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When running Vanguard Global's price analysis, check to measure Vanguard Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard Global is operating at the current time. Most of Vanguard Global's value examination focuses on studying past and present price action to predict the probability of Vanguard Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard Global's price. Additionally, you may evaluate how the addition of Vanguard Global to your portfolios can decrease your overall portfolio volatility.
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