Vanguard Global (Australia) Market Value

VVLU Etf   75.60  0.43  0.57%   
Vanguard Global's market value is the price at which a share of Vanguard Global trades on a public exchange. It measures the collective expectations of Vanguard Global Value investors about its performance. Vanguard Global is selling for under 75.60 as of the 13th of December 2024; that is 0.57 percent decrease since the beginning of the trading day. The etf's last reported lowest price was 75.59.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Global Value and determine expected loss or profit from investing in Vanguard Global over a given investment horizon. Check out Vanguard Global Correlation, Vanguard Global Volatility and Vanguard Global Alpha and Beta module to complement your research on Vanguard Global.
Symbol

Please note, there is a significant difference between Vanguard Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Global's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vanguard Global '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 Global'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 Global.
0.00
12/24/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/13/2024
0.00
If you would invest  0.00  in Vanguard Global on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Value or generate 0.0% return on investment in Vanguard Global over 720 days. Vanguard Global is related to or competes with Betashares Asia, BetaShares Australia, Australian High, and Vanguard Australian. Vanguard Global is entity of Australia. It is traded as Etf on AU exchange. More

Vanguard Global 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 Global'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 Global Value upside and downside potential and time the market with a certain degree of confidence.

Vanguard Global Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Global's standard deviation. In reality, there are many statistical measures that can use Vanguard Global historical prices to predict the future Vanguard Global's volatility.
Hype
Prediction
LowEstimatedHigh
74.8975.6076.31
Details
Intrinsic
Valuation
LowRealHigh
68.0481.4382.14
Details

Vanguard Global Value Backtested Returns

Currently, Vanguard Global Value is very steady. Vanguard Global Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the etf had a 0.22% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Global Value, which you can use to evaluate the volatility of the etf. Please validate Vanguard Global's Semi Deviation of 0.1986, risk adjusted performance of 0.1804, and Coefficient Of Variation of 402.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Global is expected to be smaller as well.

Auto-correlation

    
  0.59  

Modest predictability

Vanguard Global Value has modest predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Global Value price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Vanguard Global price fluctuation can be explain by its past prices.
Correlation Coefficient0.59
Spearman Rank Test0.53
Residual Average0.0
Price Variance9.85

Vanguard Global Value lagged returns against current returns

Autocorrelation, which is Vanguard Global 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 Global's etf expected returns. We can calculate the autocorrelation of Vanguard Global returns to help us make a trade decision. For example, suppose you find that Vanguard Global 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 Global 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 Global etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Global etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Global etf over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Global Lagged Returns

When evaluating Vanguard Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Global etf have on its future price. Vanguard Global 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 Global autocorrelation shows the relationship between Vanguard Global etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Global Value.
   Regressed Prices   
       Timeline  

Thematic Opportunities

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Other Information on Investing in Vanguard Etf

Vanguard Global 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 Global security.