Vanguard MSCI (Australia) Performance
The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard MSCI is expected to be smaller as well.
Risk-Adjusted Performance
21 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard MSCI International are ranked lower than 21 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Vanguard MSCI may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Vanguard MSCI Relative Risk vs. Return Landscape
If you would invest 12,633 in Vanguard MSCI International on September 27, 2024 and sell it today you would earn a total of 1,478 from holding Vanguard MSCI International or generate 11.7% return on investment over 90 days. Vanguard MSCI International is generating 0.1751% of daily returns assuming 0.6544% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than Vanguard MSCI, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vanguard MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard MSCI International, and traders can use it to determine the average amount a Vanguard MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2676
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.27 actual daily | 21 79% of assets perform better |
Based on monthly moving average Vanguard MSCI is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard MSCI by adding it to a well-diversified portfolio.
Vanguard MSCI Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard MSCI, and Vanguard MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vanguard Etf performance.
About Vanguard MSCI Performance
Assessing Vanguard MSCI's fundamental ratios provides investors with valuable insights into Vanguard MSCI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Vanguard MSCI is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| Vanguard MSCI Intern is not yet fully synchronised with the market data |
Other Information on Investing in Vanguard Etf
Vanguard MSCI 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 MSCI security.