Vanguard Global Ex Us Fund Market Value

VGRLX Fund  USD 25.18  0.15  0.60%   
Vanguard Global's market value is the price at which a share of Vanguard Global stock trades on a public exchange. It measures the collective expectations of Vanguard Global Ex Us investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard Global Ex Us and determine expected loss or profit from investing in Vanguard Global over a given investment horizon. Check out Vanguard Global Correlation, Vanguard Global Volatility and Vanguard Global Alpha and Beta module to complement your research on Vanguard Global.

Please note, there is a significant difference between Vanguard Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
No Change 0.00  0.0 
In 1 year 11 months and 22 days
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.

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.
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.
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Global. Your research has to be compared to or analyzed against Vanguard Global's peers to derive any actionable benefits. When done correctly, Vanguard Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Global Ex-us.

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.



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 Coefficient0.73
Spearman Rank Test0.61
Residual Average0.0
Price Variance0.94

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   

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   

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   

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.

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Vanguard Global technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Vanguard Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...