Vanguard Diversified (Australia) Market Value

Symbol

Vanguard

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 Diversified's etf 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 Diversified.

Vanguard Diversified Upside/Downside Indicators

Vanguard Diversified Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Diversified's standard deviation. In reality, there are many statistical measures that can use Vanguard Diversified historical prices to predict the future Vanguard Diversified's volatility.

Autocorrelation, which is Vanguard Diversified etf'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 Diversified's etf expected returns. We can calculate the autocorrelation of Vanguard Diversified returns to help us make a trade decision. For example, suppose you find that Vanguard Diversified has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Diversified etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Diversified etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Diversified etf over time.

When evaluating Vanguard Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Diversified etf have on its future price. Vanguard Diversified 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 Diversified autocorrelation shows the relationship between Vanguard Diversified etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Diversified High.

Vanguard Diversified financial ratios help investors to determine whether Vanguard Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Diversified security.