Vanguard Global Capital Fund Market Value
| VGPMX Fund | USD 13.82 0.04 0.29% |
| Symbol | Vanguard |
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vanguard Global on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Capital or generate 0.0% return on investment in Vanguard Global over 90 days. Vanguard Global is related to or competes with Vanguard Energy, Vanguard Emerging, Vanguard Reit, Vanguard Pacific, and Vanguard Inflation-protec. It seeks to generate above average compounded returns by purchasing securities in companies and industries where capital... 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 Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.2018 | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.34 |
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.| Risk Adjusted Performance | 0.0903 | |||
| Jensen Alpha | 0.139 | |||
| Total Risk Alpha | 0.2164 | |||
| Sortino Ratio | 0.165 | |||
| Treynor Ratio | 0.2116 |
Vanguard Global Capital Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Global Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Global Capital, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Coefficient Of Variation of 977.75, semi deviation of 1.02, and Risk Adjusted Performance of 0.0903 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.
Auto-correlation | 0.27 |
Poor predictability
Vanguard Global Capital has poor predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Global Capital price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Vanguard Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Vanguard Global Capital 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 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 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 |
| Timeline |
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 Capital.
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 Global 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 Global security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like |