Vanguard Total International Fund Market Value
| VTPSX Fund | USD 125.84 0.63 0.50% |
| Symbol | Vanguard |
Vanguard Total '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 Total'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 Total.
| 12/18/2023 |
| 04/16/2024 |
If you would invest 0.00 in Vanguard Total on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Total International or generate 0.0% return on investment in Vanguard Total over 120 days. Vanguard Total is related to or competes with Vanguard Materials, Vanguard Limited-term, Vanguard Limited-term, Vanguard Global, Vanguard Emerging, Vanguard Market, and Vanguard Market. The manager employs an indexing investment approach designed to track the performance of the FTSE Global All Cap ex US I... More
Vanguard Total 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 Total'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 Total International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7066 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 2.81 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.01 |
Vanguard Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Total's standard deviation. In reality, there are many statistical measures that can use Vanguard Total historical prices to predict the future Vanguard Total's volatility.| Risk Adjusted Performance | 0.0456 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0411 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Total'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.
Vanguard Total Inter Backtested Returns
We consider Vanguard Total very steady. Vanguard Total Inter owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Total International, which you can use to evaluate the volatility of the fund. Please validate Vanguard Total's Semi Deviation of 0.6459, coefficient of variation of 1377.47, and Risk Adjusted Performance of 0.0456 to confirm if the risk estimate we provide is consistent with the expected return of 0.0874%. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. Vanguard Total returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Total is expected to follow.
Auto-correlation | -0.07 |
Very weak reverse predictability
Vanguard Total International has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Total time series from 18th of December 2023 to 16th of February 2024 and 16th of February 2024 to 16th of April 2024. 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 Total Inter price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Vanguard Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 2.52 |
Vanguard Total Inter lagged returns against current returns
Autocorrelation, which is Vanguard Total 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 Total's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Total returns to help us make a trade decision. For example, suppose you find that Vanguard Total has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Total 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 Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Total 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 Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Total Lagged Returns
When evaluating Vanguard Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Total mutual fund have on its future price. Vanguard Total 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 Total autocorrelation shows the relationship between Vanguard Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Total International.
Regressed Prices |
| Timeline |
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Check out Vanguard Total Correlation, Vanguard Total Volatility and Vanguard Total Alpha and Beta module to complement your research on Vanguard Total. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Vanguard Total 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.