Vanguard International Core Fund Market Value
| VWICX Fund | USD 13.68 0.07 0.51% |
| Symbol | Vanguard |
Vanguard International '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 International'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 International.
| 12/23/2022 |
| 12/12/2024 |
If you would invest 0.00 in Vanguard International on December 23, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard International Core or generate 0.0% return on investment in Vanguard International over 720 days. Vanguard International is related to or competes with Vanguard Global, Vanguard Global, Vanguard Global, Vanguard Global, and Vanguard Emerging. The fund invests predominantly in the stocks of companies located outside the United States that its advisor believes of... More
Vanguard International 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 International'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 International Core upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7687 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.24 | |||
| Value At Risk | (0.96) | |||
| Potential Upside | 1.26 |
Vanguard International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard International's standard deviation. In reality, there are many statistical measures that can use Vanguard International historical prices to predict the future Vanguard International's volatility.| Risk Adjusted Performance | 0.0495 | |||
| Jensen Alpha | 0.0051 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1302 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard International's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard International Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0293, which indicates the fund had a 0.0293% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard International Core, which you can use to evaluate the volatility of the fund. Please validate Vanguard International's Risk Adjusted Performance of 0.0495, semi deviation of 0.691, and Coefficient Of Variation of 1481.59 to confirm if the risk estimate we provide is consistent with the expected return of 0.0228%. The entity has a beta of 0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard International is expected to be smaller as well.
Auto-correlation | 0.11 |
Insignificant predictability
Vanguard International Core has insignificant predictability. Overlapping area represents the amount of predictability between Vanguard International time series from 23rd of December 2022 to 18th of December 2023 and 18th of December 2023 to 12th 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 International price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Vanguard International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Vanguard International lagged returns against current returns
Autocorrelation, which is Vanguard International 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 International's mutual fund expected returns. We can calculate the autocorrelation of Vanguard International returns to help us make a trade decision. For example, suppose you find that Vanguard International 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 International 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 International mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard International 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 International mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard International Lagged Returns
When evaluating Vanguard International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard International mutual fund have on its future price. Vanguard International 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 International autocorrelation shows the relationship between Vanguard International mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard International Core.
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 International 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 International security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas |