Vanguard Malvern (Mexico) Market Value
| VTIP Etf | MXN 820.00 0.00 0.00% |
| Symbol | Vanguard |
Vanguard Malvern '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 Malvern'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 Malvern.
| 04/05/2024 |
| 05/05/2024 |
If you would invest 0.00 in Vanguard Malvern on April 5, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Malvern Funds or generate 0.0% return on investment in Vanguard Malvern over 30 days. Vanguard Malvern is related to or competes with Vanguard Specialized, Vanguard Charlotte, Vanguard World, Vanguard Index, Vanguard Industrials, Vanguard Scottsdale, and Vanguard Bond. The index is a market-capitalization-weighted index that includes all inflation-protected public obligations issued by t... More
Vanguard Malvern 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 Malvern'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 Malvern Funds upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 3.07 |
Vanguard Malvern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Malvern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Malvern's standard deviation. In reality, there are many statistical measures that can use Vanguard Malvern historical prices to predict the future Vanguard Malvern's volatility.| Risk Adjusted Performance | 0.0471 | |||
| Jensen Alpha | 0.0148 | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | 0.3621 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Malvern's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Malvern Funds Backtested Returns
We consider Vanguard Malvern very steady. Vanguard Malvern Funds owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0012, which indicates the etf had a 0.0012% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Vanguard Malvern Funds, which you can use to evaluate the volatility of the etf. Please validate Vanguard Malvern's Variance of 0.0976, risk adjusted performance of 0.0471, and Coefficient Of Variation of 1101.68 to confirm if the risk estimate we provide is consistent with the expected return of 3.0E-4%. The entity has a beta of 0.0507, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Malvern's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Malvern is expected to be smaller as well.
Auto-correlation | -0.32 |
Poor reverse predictability
Vanguard Malvern Funds has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Malvern time series from 5th of April 2024 to 20th of April 2024 and 20th of April 2024 to 5th of May 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 Malvern Funds price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Vanguard Malvern price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 12.1 |
Vanguard Malvern Funds lagged returns against current returns
Autocorrelation, which is Vanguard Malvern 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 Malvern's etf expected returns. We can calculate the autocorrelation of Vanguard Malvern returns to help us make a trade decision. For example, suppose you find that Vanguard Malvern 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 Malvern 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 Malvern etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Malvern etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Malvern etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Malvern Lagged Returns
When evaluating Vanguard Malvern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Malvern etf have on its future price. Vanguard Malvern 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 Malvern autocorrelation shows the relationship between Vanguard Malvern etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Malvern Funds.
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.Check out Vanguard Malvern Correlation, Vanguard Malvern Volatility and Vanguard Malvern Alpha and Beta module to complement your research on Vanguard Malvern. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Vanguard Malvern 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.