VN Index's market value is the price at which a share of VN Index trades on a public exchange. It measures the collective expectations of VN Index investors about its performance. VN Index is listed at 1250.37 as of the 8th of May 2025, which is a 0.68% up since the beginning of the trading day. The index's lowest day price was 1240.2. With this module, you can estimate the performance of a buy and hold strategy of VN Index and determine expected loss or profit from investing in VN Index over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
VNI
VN Index '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 VN Index's index 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 VN Index.
0.00
04/08/2025
No Change 0.00
0.0
In 30 days
05/08/2025
0.00
If you would invest 0.00 in VN Index on April 8, 2025 and sell it all today you would earn a total of 0.00 from holding VN Index or generate 0.0% return on investment in VN Index over 30 days.
VN Index 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 VN Index's index 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 VN Index upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for VN Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VN Index's standard deviation. In reality, there are many statistical measures that can use VN Index historical prices to predict the future VN Index's volatility.
VN Index retains Efficiency (Sharpe Ratio) of close to zero, which indicates the index had a close to zero % return per unit of price deviation over the last 3 months. VN Index exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and VN Index are completely uncorrelated.
Auto-correlation
0.58
Modest predictability
VN Index has modest predictability. Overlapping area represents the amount of predictability between VN Index time series from 8th of April 2025 to 23rd of April 2025 and 23rd of April 2025 to 8th of May 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of VN Index price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current VN Index price fluctuation can be explain by its past prices.
Correlation Coefficient
0.58
Spearman Rank Test
0.36
Residual Average
0.0
Price Variance
134.78
VN Index lagged returns against current returns
Autocorrelation, which is VN Index index'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 VN Index's index expected returns. We can calculate the autocorrelation of VN Index returns to help us make a trade decision. For example, suppose you find that VN Index has exhibited high autocorrelation historically, and you observe that the index 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
VN Index 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 VN Index index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if VN Index index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in VN Index index over time.
Current vs Lagged Prices
Timeline
VN Index Lagged Returns
When evaluating VN Index's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of VN Index index have on its future price. VN Index 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, VN Index autocorrelation shows the relationship between VN Index index current value and its past values and can show if there is a momentum factor associated with investing in VN Index.
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.