Vanguard STAR (Mexico) Market Value
| VXUS Etf | MXN 1,265 45.00 3.44% |
| Symbol | Vanguard |
Vanguard STAR '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 STAR'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 STAR.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vanguard STAR on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard STAR Funds or generate 0.0% return on investment in Vanguard STAR over 90 days. Vanguard STAR is related to or competes with Vanguard Specialized, Vanguard World, Vanguard Index, Vanguard Industrials, Vanguard Scottsdale, Vanguard Bond, and Vanguard Index. The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued ... More
Vanguard STAR 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 STAR'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 STAR Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.94 | |||
| Information Ratio | 0.0858 | |||
| Maximum Drawdown | 13.49 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 2.38 |
Vanguard STAR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard STAR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard STAR's standard deviation. In reality, there are many statistical measures that can use Vanguard STAR historical prices to predict the future Vanguard STAR's volatility.| Risk Adjusted Performance | 0.0302 | |||
| Jensen Alpha | 0.0064 | |||
| Total Risk Alpha | 0.2588 | |||
| Sortino Ratio | 0.0303 | |||
| Treynor Ratio | (0.13) |
Vanguard STAR Funds Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard STAR Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0268, which indicates the etf had a 0.0268 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard STAR Funds, which you can use to evaluate the volatility of the etf. Please validate Vanguard STAR's Coefficient Of Variation of 3449.04, risk adjusted performance of 0.0302, and Semi Deviation of 1.49 to confirm if the risk estimate we provide is consistent with the expected return of 0.0479%. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vanguard STAR are expected to decrease at a much lower rate. During the bear market, Vanguard STAR is likely to outperform the market.
Auto-correlation | -0.1 |
Very weak reverse predictability
Vanguard STAR Funds has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard STAR time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 STAR Funds price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Vanguard STAR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 581.46 |
Vanguard STAR Funds lagged returns against current returns
Autocorrelation, which is Vanguard STAR 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 STAR's etf expected returns. We can calculate the autocorrelation of Vanguard STAR returns to help us make a trade decision. For example, suppose you find that Vanguard STAR 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 STAR 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 STAR etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard STAR etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard STAR etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard STAR Lagged Returns
When evaluating Vanguard STAR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard STAR etf have on its future price. Vanguard STAR 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 STAR autocorrelation shows the relationship between Vanguard STAR etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard STAR 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 STAR 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 STAR security.