Vanguard Specialized (Mexico) Market Value
| VNQ Etf | MXN 1,771 23.96 1.33% |
| Symbol | Vanguard |
Vanguard Specialized '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 Specialized'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 Specialized.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vanguard Specialized on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Specialized Funds or generate 0.0% return on investment in Vanguard Specialized over 90 days. Vanguard Specialized is related to or competes with Vanguard World, Vanguard Index, Vanguard Industrials, Vanguard Scottsdale, Vanguard Bond, and Vanguard Index. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirec... More
Vanguard Specialized 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 Specialized'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 Specialized Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.26 |
Vanguard Specialized Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Specialized's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Specialized's standard deviation. In reality, there are many statistical measures that can use Vanguard Specialized historical prices to predict the future Vanguard Specialized's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | 0.0537 | |||
| Treynor Ratio | (0.24) |
Vanguard Specialized Backtested Returns
Vanguard Specialized owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0612, which indicates the etf had a -0.0612 % return per unit of risk over the last 3 months. Vanguard Specialized Funds exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Specialized's Variance of 1.77, coefficient of variation of (1,293), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Specialized's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Specialized is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Vanguard Specialized Funds has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Specialized 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 Specialized price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Vanguard Specialized price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 1012.85 |
Vanguard Specialized lagged returns against current returns
Autocorrelation, which is Vanguard Specialized 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 Specialized's etf expected returns. We can calculate the autocorrelation of Vanguard Specialized returns to help us make a trade decision. For example, suppose you find that Vanguard Specialized 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 Specialized 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 Specialized etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Specialized etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Specialized etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Specialized Lagged Returns
When evaluating Vanguard Specialized's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Specialized etf have on its future price. Vanguard Specialized 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 Specialized autocorrelation shows the relationship between Vanguard Specialized etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Specialized Funds.
Regressed Prices |
| Timeline |
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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 Etf
Vanguard Specialized 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 Specialized security.