Vanguard Index (Mexico) Market Value
| VOO Etf | MXN 11,292 160.35 1.40% |
| Symbol | Vanguard |
Vanguard Index '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 Index'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 Index.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Vanguard Index on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Index Funds or generate 0.0% return on investment in Vanguard Index over 720 days. Vanguard Index is related to or competes with Vanguard Specialized, Vanguard World, Vanguard Index, Vanguard Industrials, Vanguard Scottsdale, Vanguard Bond, and Vanguard Index. The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a wi... More
Vanguard Index 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 Index'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 Index Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.16 | |||
| Information Ratio | 0.0274 | |||
| Maximum Drawdown | 6.08 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.18 |
Vanguard Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Index's standard deviation. In reality, there are many statistical measures that can use Vanguard Index historical prices to predict the future Vanguard Index's volatility.| Risk Adjusted Performance | 0.1111 | |||
| Jensen Alpha | 0.0608 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0288 | |||
| Treynor Ratio | 0.205 |
Vanguard Index Funds Backtested Returns
Vanguard Index appears to be very steady, given 3 months investment horizon. Vanguard Index Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the etf had a 0.18% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Index Funds, which you can use to evaluate the volatility of the etf. Please review Vanguard Index's Coefficient Of Variation of 712.23, semi deviation of 1.02, and Risk Adjusted Performance of 0.1111 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Index is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Vanguard Index Funds has good predictability. Overlapping area represents the amount of predictability between Vanguard Index time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Index Funds price movement. The serial correlation of 0.71 indicates that around 71.0% of current Vanguard Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1.5 M |
Vanguard Index Funds lagged returns against current returns
Autocorrelation, which is Vanguard Index 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 Index's etf expected returns. We can calculate the autocorrelation of Vanguard Index returns to help us make a trade decision. For example, suppose you find that Vanguard Index 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 Index 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 Index etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Index etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Index etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Index Lagged Returns
When evaluating Vanguard Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Index etf have on its future price. Vanguard Index 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 Index autocorrelation shows the relationship between Vanguard Index etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Index Funds.
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 Etf
Vanguard Index 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 Index security.