Vanguard International Growth Fund Market Value
| VWILX Fund | USD 115.34 0.37 0.32% |
| 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.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Vanguard International on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard International Growth or generate 0.0% return on investment in Vanguard International over 180 days. Vanguard International is related to or competes with Vanguard Primecap, Vanguard Capital, Vanguard Explorer, Vanguard, and Vanguard Windsor. The fund invests mainly in the stocks of companies located outside the United States and is expected to diversify its as... 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 Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.59 |
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 | 0.0313 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0454 |
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 0.0695, which indicates the fund had a 0.0695% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard International Growth, which you can use to evaluate the volatility of the fund. Please validate Vanguard International's Coefficient Of Variation of 2627.59, risk adjusted performance of 0.0313, and Semi Deviation of 1.11 to confirm if the risk estimate we provide is consistent with the expected return of 0.0653%. The entity has a beta of 0.6, 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 | -0.17 |
Insignificant reverse predictability
Vanguard International Growth has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard International time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 -0.17 indicates that over 17.0% of current Vanguard International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 6.26 |
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 Growth.
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.
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