Vanguard Total Market Etf Technical Analysis
| VUS Etf | CAD 89.30 0.96 1.09% |
As of the 23rd of April, Vanguard Total has the Coefficient Of Variation of 1034.28, semi deviation of 0.6732, and Risk Adjusted Performance of 0.0615. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Total Market, as well as the relationship between them. In other words, you can use this information to find out if the etf will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We are able to interpolate and collect nineteen technical drivers for Vanguard Total Market, which can be compared to its competition. Please validate Vanguard Total Market variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Vanguard Total is priced more or less accurately, providing market reflects its prevalent price of 89.3 per share.
Vanguard Total 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 Total 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 Total Market Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Total Market volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Total Market Trend Analysis
Use this graph to draw trend lines for Vanguard Total Market. You can use it to identify possible trend reversals for Vanguard Total 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 Total price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Total Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Total Market applied against its price change over selected period. The best fit line has a slop of 0.06 , which means Vanguard Total Market will continue generating value for investors. It has 122 observation points and a regression sum of squares at 156.17, which is the sum of squared deviations for the predicted Vanguard Total price change compared to its average price change.About Vanguard Total 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 Total Market 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 Total Market based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Total Market price pattern first instead of the macroeconomic environment surrounding Vanguard Total Market. By analyzing Vanguard Total'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 Total'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 Total specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Total April 23, 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 | 0.0615 | |||
| Market Risk Adjusted Performance | 0.0698 | |||
| Mean Deviation | 0.6143 | |||
| Semi Deviation | 0.6732 | |||
| Downside Deviation | 0.776 | |||
| Coefficient Of Variation | 1034.28 | |||
| Standard Deviation | 0.7635 | |||
| Variance | 0.583 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0598 | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.17 | |||
| Downside Variance | 0.6021 | |||
| Semi Variance | 0.4532 | |||
| Expected Short fall | (0.65) | |||
| Skewness | (0.26) | |||
| Kurtosis | (0.23) |
Vanguard Total Market One Year Return
Based on the recorded statements, Vanguard Total Market has an One Year Return of 18.9%. This indicator is about the same for the Vanguard Investments Canada Inc average (which is currently at 18.81) family and significantly higher than that of the US 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.Vanguard Total April 23, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 54.04 | ||
| Daily Balance Of Power | 1.14 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 89.02 | ||
| Day Typical Price | 89.11 | ||
| Price Action Indicator | 0.76 | ||
| Market Facilitation Index | 0.0001 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Total Market. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.