Vanguard Ftse All World Fund Market Value
| VFSNX Fund | USD 227.34 0.84 0.37% |
| Symbol | Vanguard |
Vanguard Ftse '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 Ftse'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 Ftse.
| 09/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Vanguard Ftse on September 30, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Ftse All World or generate 0.0% return on investment in Vanguard Ftse over 60 days. Vanguard Ftse is related to or competes with Volumetric Fund, Nasdaq 100, Issachar Fund, Bbh Partner, Growth Opportunities, Small Cap, and Eic Value. The fund employs an indexing investment approach designed to track the performance of the index More
Vanguard Ftse 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 Ftse'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 Ftse All World upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 3.41 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.12 |
Vanguard Ftse Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Ftse's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Ftse's standard deviation. In reality, there are many statistical measures that can use Vanguard Ftse historical prices to predict the future Vanguard Ftse's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.13) |
Vanguard Ftse All Backtested Returns
Vanguard Ftse All owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0142, which indicates the fund had a -0.0142% return per unit of risk over the last 3 months. Vanguard Ftse All World exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Ftse's Risk Adjusted Performance of (0.05), coefficient of variation of (1,646), and Variance of 0.547 to confirm the risk estimate we provide. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Ftse's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Ftse is expected to be smaller as well.
Auto-correlation | 0.48 |
Average predictability
Vanguard Ftse All World has average predictability. Overlapping area represents the amount of predictability between Vanguard Ftse time series from 30th of September 2024 to 30th of October 2024 and 30th of October 2024 to 29th of November 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 Ftse All price movement. The serial correlation of 0.48 indicates that about 48.0% of current Vanguard Ftse price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 7.22 |
Vanguard Ftse All lagged returns against current returns
Autocorrelation, which is Vanguard Ftse 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 Ftse's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Ftse returns to help us make a trade decision. For example, suppose you find that Vanguard Ftse 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 Ftse 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 Ftse mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Ftse 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 Ftse mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Ftse Lagged Returns
When evaluating Vanguard Ftse's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Ftse mutual fund have on its future price. Vanguard Ftse 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 Ftse autocorrelation shows the relationship between Vanguard Ftse mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Ftse All World.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Ftse financial ratios help investors to determine whether Vanguard Mutual Fund 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 Ftse security.
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