Vanguard Global Wellington Fund Market Value

VGWLX Fund  USD 26.27  0.22  0.84%   
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 Wellington investors about its performance. Vanguard Global is trading at 26.27 as of the 28th of March 2024; that is 0.84% increase since the beginning of the trading day. The fund's open price was 26.05.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Global Wellington 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 mutual fund 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
04/08/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard Global on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Global Wellington or generate 0.0% return on investment in Vanguard Global over 720 days. Vanguard Global is related to or competes with Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, Vanguard Emerging, and Vanguard Market. The fund invests 60 percent to 70 percent of its assets in dividend-paying and, to a lesser extent, non-dividend-paying ... 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 mutual fund 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 Wellington 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Global'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.
Hype
Prediction
LowEstimatedHigh
25.8726.2726.67
Details
Intrinsic
Valuation
LowRealHigh
25.7126.1126.51
Details
Naive
Forecast
LowNextHigh
25.7526.1526.55
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
25.9926.2026.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Global. Your research has to be compared to or analyzed against Vanguard Global's peers to derive any actionable benefits. When done correctly, Vanguard Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Global Well.

Vanguard Global Well Backtested Returns

We consider Vanguard Global very steady. Vanguard Global Well owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the fund had a 0.16% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Global Wellington, which you can use to evaluate the volatility of the fund. Please validate Vanguard Global's Coefficient Of Variation of 531.15, risk adjusted performance of 0.1003, and Semi Deviation of 0.2593 to confirm if the risk estimate we provide is consistent with the expected return of 0.0627%. 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

    
  0.55  

Modest predictability

Vanguard Global Wellington has modest predictability. Overlapping area represents the amount of predictability between Vanguard Global time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 Well price movement. The serial correlation of 0.55 indicates that about 55.0% of current Vanguard Global price fluctuation can be explain by its past prices.
Correlation Coefficient0.55
Spearman Rank Test0.26
Residual Average0.0
Price Variance0.79

Vanguard Global Well lagged returns against current returns

Autocorrelation, which is Vanguard Global mutual fund'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 mutual fund 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 mutual fund 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Global mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Global mutual fund 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 mutual fund 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 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Global Wellington.
   Regressed Prices   
       Timeline  

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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 Global Correlation, Vanguard Global Volatility and Vanguard Global Alpha and Beta module to complement your research on Vanguard Global.
You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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When running Vanguard Global's price analysis, check to measure Vanguard Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard Global is operating at the current time. Most of Vanguard Global's value examination focuses on studying past and present price action to predict the probability of Vanguard Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard Global's price. Additionally, you may evaluate how the addition of Vanguard Global to your portfolios can decrease your overall portfolio volatility.
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Vanguard Global technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Vanguard Global technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Global trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...