Vanguard Retirement Income Etf Market Value
| VRIF Etf | CAD 25.12 0.09 0.36% |
| Symbol | Vanguard |
Vanguard Retirement '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 Retirement'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 Retirement.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vanguard Retirement on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Retirement Income or generate 0.0% return on investment in Vanguard Retirement over 90 days. Vanguard Retirement is related to or competes with Vanguard Conservative, Vanguard Balanced, Vanguard Conservative, IShares Core, and BMO Monthly. VANGUARD RETIREMENT is traded on Toronto Stock Exchange in Canada. More
Vanguard Retirement 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 Retirement'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 Retirement Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3297 | |||
| Information Ratio | 0.36 | |||
| Maximum Drawdown | 1.62 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.4388 |
Vanguard Retirement Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Retirement's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Retirement's standard deviation. In reality, there are many statistical measures that can use Vanguard Retirement historical prices to predict the future Vanguard Retirement's volatility.| Risk Adjusted Performance | 0.0218 | |||
| Jensen Alpha | 0.0086 | |||
| Total Risk Alpha | 0.0437 | |||
| Sortino Ratio | 0.3437 | |||
| Treynor Ratio | 0.1066 |
Vanguard Retirement Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard Retirement owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0453, which indicates the etf had a 0.0453 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard Retirement Income, which you can use to evaluate the volatility of the etf. Please validate Vanguard Retirement's Semi Deviation of 0.2828, coefficient of variation of 2208.34, and Risk Adjusted Performance of 0.0218 to confirm if the risk estimate we provide is consistent with the expected return of 0.0143%. The entity has a beta of 0.0399, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Retirement's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Retirement is expected to be smaller as well.
Auto-correlation | -0.27 |
Weak reverse predictability
Vanguard Retirement Income has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Retirement time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Retirement price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Vanguard Retirement price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vanguard Retirement lagged returns against current returns
Autocorrelation, which is Vanguard Retirement 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 Retirement's etf expected returns. We can calculate the autocorrelation of Vanguard Retirement returns to help us make a trade decision. For example, suppose you find that Vanguard Retirement 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 Retirement 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 Retirement etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Retirement etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Retirement etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Retirement Lagged Returns
When evaluating Vanguard Retirement's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Retirement etf have on its future price. Vanguard Retirement 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 Retirement autocorrelation shows the relationship between Vanguard Retirement etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Retirement Income.
Regressed Prices |
| Timeline |
Pair Trading with Vanguard Retirement
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 Retirement 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 Retirement will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 0.93 | VCIP | Vanguard Conservative | PairCorr |
| 0.9 | ETP | First Trust Global | PairCorr |
| 0.96 | XINC | iShares Core Income | PairCorr |
Moving against Vanguard Etf
The ability to find closely correlated positions to Vanguard Retirement 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 Retirement 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 Retirement - 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 Retirement Income to buy it.
The correlation of Vanguard Retirement 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 Retirement moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Retirement 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 Retirement 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 Retirement 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 Retirement security.