Vanguard FTSE Developed Etf Technical Analysis
| VIDY Etf | CAD 43.18 0.13 0.30% |
As of the 11th of March 2026, Vanguard FTSE maintains a quoted price of 43.18 per share. Short-term indicators show Coefficient Of Variation of 751.08, semi deviation of 0.8105, and Risk Adjusted Performance of 0.1028. The model measures trend continuation and reversal probability using historical patterns. Comparative analytics measure deviation from sector averages.
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 |
Vanguard FTSE 'What if' Analysis
Running a what-if backtest on Vanguard FTSE Developed gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Vanguard FTSE's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
Starting with 0.00 in Vanguard FTSE on December 11, 2025 and exiting today would produce 0.00 in net gains. This reflects a 0.0% net return in Vanguard FTSE in total across 90 days.. Vanguard FTSE has comparable peers such as Vanguard FTSE, Vanguard FTSE, Vanguard Conservative, Global X, IShares Small, Evolve Canadian, and Fidelity Canadian. This provides context for relative positioning. Vanguard FTSE Developed ex North America High Dividend Yield Index ETF seeks to track, to the extent reasonably possible... More
Upside and Downside Indicators for Vanguard FTSE Snapshot
These indicators describe how Vanguard FTSE momentum evolves across recent price ranges. They provide a structured view of short-term momentum and range behavior.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.1365 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.11 |
Market Risk Indicators for Vanguard FTSE Snapshot
Risk measures here provide context on Vanguard FTSE's return distribution and drawdown behavior. The signals are informational and describe volatility patterns.| Risk Adjusted Performance | 0.1028 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1085 | |||
| Sortino Ratio | 0.1077 | |||
| Treynor Ratio | 0.192 |
Investors who believe in mean reversion view Vanguard FTSE's price extremes not as permanent states but as temporary dislocations that create opportunities for disciplined, contrarian capital allocation.
Vanguard FTSE 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 | 0.1028 | |||
| Market Risk Adjusted Performance | 0.202 | |||
| Mean Deviation | 0.5581 | |||
| Semi Deviation | 0.8105 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 751.08 | |||
| Standard Deviation | 0.7923 | |||
| Variance | 0.6278 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1085 | |||
| Sortino Ratio | 0.1077 | |||
| Treynor Ratio | 0.192 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.657 | |||
| Expected Short fall | -0.54 | |||
| Skewness | -1.15 | |||
| Kurtosis | 2.89 |
Vanguard FTSE Developed Backtested Returns
Vanguard FTSE shows a very low volatility profile relative to the chosen timeframe. It has a Sharpe Ratio (Efficiency) of 0.13, summarizing risk-adjusted behavior across 3 months. We identified twenty-nine technical indicators influencing the company's volatility profile. Please evaluate metrics such as Coefficient Of Variation of 751.08, semi deviation of 0.8105, and risk-adjusted performance of 0.1028 to review standard deviation behavior. The etf retains a Market Volatility (i.e., Beta) of 0.5, which alludes to possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard FTSE's returns are expected to increase less than the market. However, during a bear market, the loss from holding Vanguard FTSE is expected to be smaller as well.
Auto-correlation | 0.44 |
Average predictability
Vanguard FTSE Developed exhibits average predictability. Autocorrelation measures the degree of predictability between Vanguard FTSE time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Vanguard FTSE Developed may be projected. A serial correlation of 0.44 indicates that just about 44.0% of current Vanguard FTSE price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 1.43 |
This technical analysis view for Vanguard FTSE focuses on price, volume, and trend behavior. Common inputs include moving averages, RSI, regressions, and price-return correlations.
Vanguard FTSE Developed Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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.
About Vanguard FTSE Technical Analysis
Technical analysis of Vanguard FTSE evaluates traded price structure, volume, and spread stability relative to NAV behavior. Trend alignment improves interpretability of cross-signal confirmation.
Unless otherwise specified, financial data for Vanguard FTSE Developed is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
Vanguard FTSE Technical Indicators
A technical review of Vanguard FTSE Developed can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1028 | |||
| Market Risk Adjusted Performance | 0.202 | |||
| Mean Deviation | 0.5581 | |||
| Semi Deviation | 0.8105 | |||
| Downside Deviation | 1.0 | |||
| Coefficient Of Variation | 751.08 | |||
| Standard Deviation | 0.7923 | |||
| Variance | 0.6278 | |||
| Information Ratio | 0.1365 | |||
| Jensen Alpha | 0.1018 | |||
| Total Risk Alpha | 0.1085 | |||
| Sortino Ratio | 0.1077 | |||
| Treynor Ratio | 0.192 | |||
| Maximum Drawdown | 4.72 | |||
| Value At Risk | -1.43 | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 1.01 | |||
| Semi Variance | 0.657 | |||
| Expected Short fall | -0.54 | |||
| Skewness | -1.15 | |||
| Kurtosis | 2.89 |
Vanguard FTSE Developed One Year Return
Based on the recorded statements, Vanguard FTSE Developed has an One Year Return of 24.4%. This is 29.72% higher than that of the Vanguard Investments Canada Inc family and significantly higher than that of the International Equity category. The one year return for all Canada etfs is notably lower than that of the ETF.
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 FTSE March 11, 2026 Daily Trend Indicators
A technical review of Vanguard FTSE Developed can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 1,286 | ||
| Daily Balance Of Power | 0.19 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 43.43 | ||
| Day Typical Price | 43.35 | ||
| Price Action Indicator | -0.19 |
More Resources for Vanguard Etf Analysis
A comprehensive view of Vanguard FTSE Developed starts with financial statements and ratio context. Ratios and trend metrics help frame Vanguard FTSE's operating context. Highlighted below are reports that provide context for Vanguard FTSE Developed Etf:Review World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Vanguard FTSE Developed inside the allocation mix. 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.Analysis related to Vanguard FTSE should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.