Vanguard FTSE Developed Etf Technical Analysis
| VEF Etf | CAD 68.05 -1.86 -2.66% |
Market data as of the 22nd of March shows Vanguard FTSE priced at 68.05 per share. Measured indicators report Coefficient Of Variation of 4561.14, semi deviation of 1.15, and Risk Adjusted Performance of 0.0188. The model examines historical data series to identify measurable trend characteristics. Technical levels are measured against peer distributions.
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 |
What if' Analysis
Historical what-if analysis for Vanguard FTSE Developed is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. The real value is perspective: it shows whether the thesis would have remained investable across different historical windows or depended too heavily on one favorable stretch.
| 12/22/2025 |
| 03/22/2026 |
A 0.00 position in Vanguard FTSE initiated on December 22, 2025 and held to today would earn 0.00 in total gains. In total, that is a 0.0% net return in Vanguard FTSE on balance across 90 days. Market-based inputs including price and volume form the foundation of this dataset. This overview is based on available data and does not express a directional view. Vanguard FTSE's competitive landscape includes Vanguard Dividend, Vanguard FTSE, Vanguard FTSE, Wealthsimple Developed, Hamilton Enhanced, Wealthsimple North, and Invesco Canadian. The peer set helps position Vanguard FTSE within its sector. Peer selection is based on observable similarities in business and market focus. The content reflects structured data inputs rather than subjective analysis. Index ETF seeks to track the FTSE Developed All Cap ex US Hedged to CAD Index More
Vanguard FTSE Momentum Range Indicators Signals
For Vanguard FTSE, these indicators describe the distribution of price movement across recent upside and downside ranges. The data frames how the price has moved within recent directional ranges. The dataset is based on available price and volume observations.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.1186 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.18 |
Volatility and Risk Indicators for Vanguard FTSE Dashboard
Market risk indicators summarize volatility and return dispersion for Vanguard FTSE. Volatility patterns are derived from recorded market data across available periods. The data captures price, volume, and timing inputs from exchange activity. This view summarizes available data without implying outcomes.| Risk Adjusted Performance | 0.0188 | |||
| Jensen Alpha | 0.089 | |||
| Total Risk Alpha | 0.122 | |||
| Sortino Ratio | 0.0894 | |||
| Treynor Ratio | 0.0125 |
Mean reversion in Vanguard FTSE's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0188 | |||
| Market Risk Adjusted Performance | 0.0225 | |||
| Mean Deviation | 0.6625 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 4561.14 | |||
| Standard Deviation | 0.9135 | |||
| Variance | 0.8345 | |||
| Information Ratio | 0.1186 | |||
| Jensen Alpha | 0.089 | |||
| Total Risk Alpha | 0.122 | |||
| Sortino Ratio | 0.0894 | |||
| Treynor Ratio | 0.0125 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 1.47 | |||
| Semi Variance | 1.33 | |||
| Expected Short fall | -0.55 | |||
| Skewness | -1.08 | |||
| Kurtosis | 2.09 |
Vanguard FTSE Developed Backtested Returns
Vanguard FTSE currently shows a very low volatility profile across the evaluation window. It has a Sharpe Ratio (Efficiency) of 0.0169, summarizing risk-adjusted behavior across 3 months. We identified thirty technical indicators influencing the company's volatility profile. Please assess metrics such as Coefficient Of Variation of 4561.14, semi deviation of 1.15, and risk-adjusted performance of 0.0188 to validate implied volatility levels. The etf retains a Beta (Market Sensitivity) of 0.8, which means generally lower market sensitivity than the broad market. Returns on Vanguard FTSE tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Serial correlation analysis for Vanguard FTSE Developed reveals insignificant reverse predictability across the intervals from 22nd of December 2025 to 5th of February 2026 and from 5th of February 2026 to 22nd of March 2026. The degree of alignment between past and current intervals shapes expectations about Vanguard FTSE Developed's price persistence. At -0.2, over 20.0% of current Vanguard FTSE price movement aligns with historical price trajectory. Given that Vanguard FTSE Developed has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 3.25 |
Technical signals for Vanguard FTSE are derived from price and volume activity. The analysis uses tools that capture trend and momentum behavior. The analysis is built from recorded market activity across time frames. This content does not constitute investment advice or a recommendation.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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.
Technical Analysis Methodology & Indicators
Technical analysis of Vanguard FTSE evaluates traded price structure, volume, and spread stability relative to NAV behavior. Support and resistance levels frame risk boundaries for observed price regimes.
This section for Vanguard FTSE Developed is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardVanguard FTSE Technical Indicators
Technical indicators tied to Vanguard FTSE Developed help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0188 | |||
| Market Risk Adjusted Performance | 0.0225 | |||
| Mean Deviation | 0.6625 | |||
| Semi Deviation | 1.15 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 4561.14 | |||
| Standard Deviation | 0.9135 | |||
| Variance | 0.8345 | |||
| Information Ratio | 0.1186 | |||
| Jensen Alpha | 0.089 | |||
| Total Risk Alpha | 0.122 | |||
| Sortino Ratio | 0.0894 | |||
| Treynor Ratio | 0.0125 | |||
| Maximum Drawdown | 4.99 | |||
| Value At Risk | -1.93 | |||
| Potential Upside | 1.18 | |||
| Downside Variance | 1.47 | |||
| Semi Variance | 1.33 | |||
| Expected Short fall | -0.55 | |||
| Skewness | -1.08 | |||
| Kurtosis | 2.09 |
Vanguard FTSE Developed One Year Return
Vanguard FTSE's One Year Return of 18.1% compares 3.77% below the Vanguard Investments Canada Inc family. Relative to the International Equity category, the figure is notably above. The all Canada etfs average is notably below Vanguard FTSE's level.
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.March 22, 2026 Daily Trend Indicators
Technical indicators tied to Vanguard FTSE Developed help investors translate chart behavior into a more structured framework for entry, exit, and risk control. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.03 | ||
| Daily Balance Of Power | -0.95 | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 68.85 | ||
| Day Typical Price | 68.58 | ||
| Price Action Indicator | -1.73 | ||
| Market Facilitation Index | 1.96 |
More Resources for Vanguard Etf Analysis
A full view of Vanguard FTSE Developed is built from its financial statements and trend data. These measures show how earnings and operations are structured.Use World Market Map to explore diversified allocation structure. Understanding allocation structure supports portfolio context. The overall portfolio profile is shaped by the distribution of its holdings. This captures an allocation to Vanguard FTSE Developed. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.Vanguard FTSE currently shows P/E of 15.57. Vanguard FTSE data on this page supports broader research - the resources below add portfolio-level context. A thorough Vanguard FTSE review pairs this page with the quantitative and comparative resources listed below. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.