Vanguard Growth Portfolio Etf Market Value
| VGRO Etf | CAD 37.45 0.42 1.13% |
| Symbol | Vanguard |
Vanguard Growth '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 Growth'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 Growth.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vanguard Growth on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Growth Portfolio or generate 0.0% return on investment in Vanguard Growth over 90 days. Vanguard Growth is related to or competes with Vanguard All, Vanguard Balanced, IShares Core, Vanguard, and IShares Core. The Vanguard Growth ETF Portfolio seeks to provide long-term capital growth by investing in equity and fixed income secu... More
Vanguard Growth 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 Growth's etf 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 Growth Portfolio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0817 | |||
| Maximum Drawdown | 2.64 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 0.9809 |
Vanguard Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Growth's standard deviation. In reality, there are many statistical measures that can use Vanguard Growth historical prices to predict the future Vanguard Growth's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.0009) | |||
| Total Risk Alpha | 0.0261 | |||
| Treynor Ratio | (0.11) |
Vanguard Growth Portfolio Backtested Returns
Vanguard Growth Portfolio owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.058, which indicates the etf had a -0.058 % return per unit of risk over the last 3 months. Vanguard Growth Portfolio exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Growth's Variance of 0.4263, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,430) to confirm the risk estimate we provide. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Growth's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Growth is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Vanguard Growth Portfolio has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Growth time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Growth Portfolio price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Vanguard Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Vanguard Growth Portfolio lagged returns against current returns
Autocorrelation, which is Vanguard Growth 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 Growth's etf expected returns. We can calculate the autocorrelation of Vanguard Growth returns to help us make a trade decision. For example, suppose you find that Vanguard Growth 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.
Current and Lagged Values |
| Timeline |
Vanguard Growth 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 Growth etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Growth etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Growth etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Growth Lagged Returns
When evaluating Vanguard Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Growth etf have on its future price. Vanguard Growth 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 Growth autocorrelation shows the relationship between Vanguard Growth etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Growth Portfolio.
Regressed Prices |
| Timeline |
Pair Trading with Vanguard Growth
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Growth position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Growth will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 0.88 | IGAF | IA Clarington Loomis | PairCorr |
| 0.98 | XGRO | iShares Core Growth | PairCorr |
| 0.92 | GGRO | iShares ESG Growth | PairCorr |
The ability to find closely correlated positions to Vanguard Growth could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Growth when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Growth - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Growth Portfolio to buy it.
The correlation of Vanguard Growth is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Growth moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Growth Portfolio moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Growth can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vanguard Etf
Vanguard Growth 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 Growth security.