Vanguard Emerging Markets Fund Market Value
| VGIVX Fund | USD 25.63 0.06 0.23% |
| Symbol | Vanguard |
Vanguard Emerging '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 Emerging'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 Emerging.
| 12/08/2024 |
| 01/07/2025 |
If you would invest 0.00 in Vanguard Emerging on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Emerging Markets or generate 0.0% return on investment in Vanguard Emerging over 30 days. Vanguard Emerging is related to or competes with Vanguard Emerging, Vanguard Global, Vanguard Tax-managed, Vanguard Tax-managed, and Vanguard Ftse. The manager employs an indexing investment approach designed to track the performance of index More
Vanguard Emerging 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 Emerging'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 Emerging Markets upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 1.86 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.3497 |
Vanguard Emerging Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Emerging's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Emerging's standard deviation. In reality, there are many statistical measures that can use Vanguard Emerging historical prices to predict the future Vanguard Emerging's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | (1.75) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Emerging'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 Emerging Markets Backtested Returns
Vanguard Emerging Markets owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0887, which indicates the fund had a -0.0887% return per unit of risk over the last 3 months. Vanguard Emerging Markets exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Emerging's Variance of 0.0909, coefficient of variation of (793.77), and Risk Adjusted Performance of (0.12) to confirm the risk estimate we provide. The entity has a beta of 0.0274, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Emerging's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Emerging is expected to be smaller as well.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Vanguard Emerging Markets has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Emerging time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 2025. 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 Emerging Markets price movement. The serial correlation of -0.78 indicates that around 78.0% of current Vanguard Emerging price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Emerging Markets lagged returns against current returns
Autocorrelation, which is Vanguard Emerging 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 Emerging's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Emerging returns to help us make a trade decision. For example, suppose you find that Vanguard Emerging 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 Emerging 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 Emerging mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Emerging 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 Emerging mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Emerging Lagged Returns
When evaluating Vanguard Emerging's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Emerging mutual fund have on its future price. Vanguard Emerging 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 Emerging autocorrelation shows the relationship between Vanguard Emerging mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Emerging Markets.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vanguard Mutual Fund
Vanguard Emerging 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 Emerging security.
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