Vanguard Ftse Developed Etf Technical Analysis
| VA Etf | CAD 39.99 0.25 0.62% |
As of the 13th of December 2024, Vanguard FTSE has the Coefficient Of Variation of 1203.22, risk adjusted performance of 0.0609, and Semi Deviation of 0.635. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard FTSE Developed, as well as the relationship between them.
Vanguard FTSE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard FTSE technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Vanguard FTSE Developed Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard FTSE Developed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard FTSE Developed Trend Analysis
Use this graph to draw trend lines for Vanguard FTSE Developed. You can use it to identify possible trend reversals for Vanguard FTSE as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard FTSE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard FTSE Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard FTSE Developed applied against its price change over selected period. The best fit line has a slop of 0.0011 , which may suggest that Vanguard FTSE Developed market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.04, which is the sum of squared deviations for the predicted Vanguard FTSE price change compared to its average price change.About Vanguard FTSE Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard FTSE Developed on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard FTSE Developed based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard FTSE Developed price pattern first instead of the macroeconomic environment surrounding Vanguard FTSE Developed. By analyzing Vanguard FTSE's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard FTSE's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard FTSE specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard FTSE December 13, 2024 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0609 | |||
| Market Risk Adjusted Performance | 0.2054 | |||
| Mean Deviation | 0.5465 | |||
| Semi Deviation | 0.635 | |||
| Downside Deviation | 0.7568 | |||
| Coefficient Of Variation | 1203.22 | |||
| Standard Deviation | 0.765 | |||
| Variance | 0.5852 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0257 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1954 | |||
| Maximum Drawdown | 4.88 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.5728 | |||
| Semi Variance | 0.4033 | |||
| Expected Short fall | (0.59) | |||
| Skewness | 0.3785 | |||
| Kurtosis | 2.45 |
Vanguard FTSE Developed One Year Return
Based on the recorded statements, Vanguard FTSE Developed has an One Year Return of 16.1%. This is 14.41% lower than that of the Vanguard Investments Canada Inc family and significantly higher than that of the Asia Pacific Equity category. The one year return for all Canada etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard FTSE Developed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.