Vanguard World (Mexico) Market Value
| VGT Etf | MXN 12,750 205.00 1.58% |
| Symbol | Vanguard |
Vanguard World '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 World'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 World.
| 12/22/2022 |
| 12/11/2024 |
If you would invest 0.00 in Vanguard World on December 22, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard World or generate 0.0% return on investment in Vanguard World over 720 days. Vanguard World is related to or competes with Vanguard Index, Vanguard Index, Vanguard STAR, SPDR SP, IShares Trust, Vanguard Bond, and Invesco QQQ. The investment seeks to track the performance of a benchmark index More
Vanguard World 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 World'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 World upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.77 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 6.74 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.23 |
Vanguard World Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard World's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard World's standard deviation. In reality, there are many statistical measures that can use Vanguard World historical prices to predict the future Vanguard World's volatility.| Risk Adjusted Performance | 0.1291 | |||
| Jensen Alpha | 0.1487 | |||
| Total Risk Alpha | 0.0093 | |||
| Sortino Ratio | 0.0681 | |||
| Treynor Ratio | 0.3113 |
Vanguard World Backtested Returns
Vanguard World appears to be very steady, given 3 months investment horizon. Vanguard World owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard World, which you can use to evaluate the volatility of the etf. Please review Vanguard World's Semi Deviation of 1.26, coefficient of variation of 581.57, and Risk Adjusted Performance of 0.1291 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard World's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard World is expected to be smaller as well.
Auto-correlation | 0.88 |
Very good predictability
Vanguard World has very good predictability. Overlapping area represents the amount of predictability between Vanguard World time series from 22nd of December 2022 to 17th of December 2023 and 17th of December 2023 to 11th 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 World price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Vanguard World price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 2.2 M |
Vanguard World lagged returns against current returns
Autocorrelation, which is Vanguard World 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 World's etf expected returns. We can calculate the autocorrelation of Vanguard World returns to help us make a trade decision. For example, suppose you find that Vanguard World 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 World 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 World etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard World etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard World etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard World Lagged Returns
When evaluating Vanguard World's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard World etf have on its future price. Vanguard World 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 World autocorrelation shows the relationship between Vanguard World etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard World.
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 World 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 World security.