Vanguard USD (Netherlands) Market Value
| VUTY Etf | EUR 20.49 0.03 0.15% |
| Symbol | Vanguard |
Vanguard USD '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 USD'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 USD.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Vanguard USD on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard USD Treasury or generate 0.0% return on investment in Vanguard USD over 30 days. Vanguard USD is related to or competes with IShares Core, IShares SP, IShares Core, IShares MSCI, and IShares MSCI. Vanguard USD Treasury Bond UCITS ETF seeks to track the performance of the Index, a widely recognised benchmark designed... More
Vanguard USD 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 USD'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 USD Treasury upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2869 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.46) | |||
| Potential Upside | 0.8547 |
Vanguard USD Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard USD's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard USD's standard deviation. In reality, there are many statistical measures that can use Vanguard USD historical prices to predict the future Vanguard USD's volatility.| Risk Adjusted Performance | 0.0662 | |||
| Jensen Alpha | 0.0245 | |||
| Total Risk Alpha | (0.0008) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.3775 |
Vanguard USD Treasury Backtested Returns
Currently, Vanguard USD Treasury is very steady. Vanguard USD Treasury owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the etf had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard USD Treasury, which you can use to evaluate the volatility of the etf. Please validate Vanguard USD's Semi Deviation of 0.1806, risk adjusted performance of 0.0662, and Coefficient Of Variation of 957.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.0495%. The entity has a beta of 0.0765, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard USD's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard USD is expected to be smaller as well.
Auto-correlation | -0.48 |
Modest reverse predictability
Vanguard USD Treasury has modest reverse predictability. Overlapping area represents the amount of predictability between Vanguard USD time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 USD Treasury price movement. The serial correlation of -0.48 indicates that about 48.0% of current Vanguard USD price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard USD Treasury lagged returns against current returns
Autocorrelation, which is Vanguard USD 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 USD's etf expected returns. We can calculate the autocorrelation of Vanguard USD returns to help us make a trade decision. For example, suppose you find that Vanguard USD 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 USD 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 USD etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard USD etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard USD etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard USD Lagged Returns
When evaluating Vanguard USD's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard USD etf have on its future price. Vanguard USD 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 USD autocorrelation shows the relationship between Vanguard USD etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard USD Treasury.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Vanguard Etf
Vanguard USD 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 USD security.