12 August, 2020 (16:00:00 EST)

Vanguard Australian Shares Index (VAS:AUD77.75) decreases on low volume


Vanguard Australian Shares Index (ASX:VAS), the largest Exchange Traded Fund by market cap in Australia, has decreased 19.0c (or 0.2%) from its last trading session of August 11 to close at AUD77.75 , ending a two-day streak of rises. The volume was 0.3 times the average daily trading of 246,455 units. Its MCap is AUD5.8 billion.

VASToday1 Day agoWeek agoMonth ago
Price, AUD77.7577.8176.2875.89
MSCI AUSTRALIA6,150.56,149.245,984.365,901.19


THE PAST WEEK [Price up 1.7% to AUD77.94]
In the past week the ETF rose on 3 days, fell on 1 day and was untraded on 1 day,.
DAYHeadlineClose price [AUD]Price Change %Comment
Aug 11(VAS:AUD77.94) increases on weak volume77.940.17 
Aug 10(VAS:AUD77.81) rises to test 77.077.811.87Top Rise
Aug 07(VAS:AUD76.38) decreases on weak volume76.38-0.34Steepest Fall
Aug 06(VAS:AUD76.64) increases on below average volume76.640.47 


THE PAST QUARTER

Vanguard Australian Shares Index jumps 14% in past quarter

Vanguard Australian Shares Index (AU:VAS), has jumped AUD9.29 (or 13.6%) in the past quarter to close at AUD77.75 today. Compared with the Morgan Stanley Capital International Australia Index which rose 837.9 points (or 15.8%) in the past quarter, this represented a relative price change of -0.6%.

SECTION 1

VANGUARD AUSTRALIAN SHARES INDEX BULLISH SIGNALS

1.1 Technicals:
+ The price increased 1.9% in the last week and lifted 2.5% in the last month.
+ The present value of AUD1,000 (PV1000) invested five years ago in Vanguard Australian Shares Index is AUD1,601, including a capital gain of AUD328 and dividend reinvested of AUD272.
+ 5 years Multiplier in AUD = 1.601x
+ Compound Annual Growth Rate (CAGR) in AUD = 9.9%
Present Value of USD1,000 invested 5 years ago:
+ The present value of USD1,000 (PV1000) invested five years ago in Vanguard Australian Shares Index is USD1,295, including a capital gain of USD75 and dividend reinvested of USD220.
+ 5 years ago AUD 1 equalled USD 0.8876
+ 5 years Multiplier in USD = 1.295x
+ Compound Annual Growth Rate (CAGR) in USD = 5.3%

1.2 High Performance Indicator:
DescriptionValueRank In Market
Today's TurnoverAUD5.1 millionIn Top Quartile

SECTION 2

PRICE VOLUME DYNAMICS


2.1 Technicals:
+ Volume: there were 65,270 units worth AUD5.1 million traded today. In the past week, volume was 0.6 times average and the units were up 1.9%.
+ Vanguard Australian Shares Index is at a discount of 13.7% to its 12-month high of AUD90.11 on February 20. It is also at a premium of 40.0% to the 12-month low of AUD55.54 on March 23.
+ The present value of AUD1,000 (PV1000) invested one year ago in Vanguard Australian Shares Index is AUD1,000, comprising a capital loss of AUD34 and dividend reinvested of AUD34. A comparison with Morgan Stanley Capital International World Index [MSCI World] and Morgan Stanley Capital International Australia Index [MSCI AUSTRALIA] is shown below:
PV$10001-week1-month1-year
VAS.AU1,0191,0251,000
MSCI World1,0101,0161,114
MSCI AUSTRALIA1,0281,000949

2.2 The Worst 3 weeks in the past quarter [Relative Price Change or RPC]
Mon-FriChange %MSCI AUSTRALIA Change %RPC %Vol Ind [1 is avg]
Jun 08-12-2.4-2.3-0.11.2
Jul 06-10-2.2-2.50.30.6
Jul 27-31-1.7-1.5-0.20.5

2.3 Trailing 3 months
TurnoverUSD723.6 million
Volume13,515,096
Volume Index (1 is avg)0.8

2.4 Trailing Price Change %
3-Year price change for VAS was 21.6%. Compared with the Morgan Stanley Capital International World Index [MSCI World] which rose 21.8% in the 3 years, the relative price change was -0.1%.
Price Change %QuarterYear3 Years
VAS13.6-3.421.6
MSCI World1810.521.8

2.5 MCap: 5-Year Increase of AUD3 billion
In the past 5 years Market Capitalization has increased by AUD3.4 billion (142%) from AUD2.4 billion to AUD5.8 billion. Based on a dynamic start date of 5 years ago, there has been no decline in MCap over the last 5 years.
 Close PriceMCap (AUD M)MCap (US$ M)
LastAUD77.945,773.54,146.6
1 Year agoAUD80.473,7522,546.7
2 Years agoAUD73.652,720.32,004.8
3 Years agoAUD64.702,498.51,968.9
4 Years agoAUD61.972,407.81,845.3
5 Years agoAUD58.782,381.51,766.9

2.6 Moving Annual Return of -0.1% in the past year:
Moving Annual Return was -0.1% in the past year. Based on a dynamic start date of 5 years ago, the real rate of return has averaged 9.8%
VASClose (AUD)Dividends (AUD)Capital Gain / (Loss) %% YieldAnnual Return %
Aug 1277.752.67(3.4)3.3(0.1)
1 Yr ago80.473.589.34.914.1
2 Yrs ago73.653.3715.25.320.5
3 Yrs ago63.930.453.80.74.5
4 Yrs ago61.592.745.24.79.9

Close 5 years ago AUD58.53

2.7 Year-on-Year Comparison (Trailing year - ended 31 Jul)

In the past 5 years, VAS has jumped 23.8% from 60.71 to 75.15 , an average annual compound rise of 4.4%.
 202020192018201720162015
Close75.1583.3873.8364.4162.2160.71
% Price Change9.113.2-5.5-0.313 
Avg Daily Volume60,57446,94259,87738,32826,38920,492
VWP74.9970.1764.8670.1566.2962.36
Turnover Period2 yrs 4 mo3 yrs 21 d2 yrs 3 mo3 yrs 6 mo5 yrs 4 mo14 yrs 8 mo
Price Range55.54 - 90.1164.54 - 84.1263.87 - 74.0456.55 - 66.3151.69 - 62.3653.18 - 63.6

In the past 5 years average daily volume has jumped 195.6% from 20,492 units to 60,574 units. Turnover period has decreased from 14 years 8 months to 2 years 4 months.

SECTION 3

RANKING

3.1 Global Rank out of 5,360 ETFs
The present value of $US1,000 invested a year ago is $US1,058, ranking it 1899 out of 5,360 ETFs.Its 6-month relative strength (or price percentile rank) in USD is 47.
DescriptionValueRankQuartile
Net Assets (US$)2B402Top
Price/NAV1.01208Top
Rel Strength 6 Mo (US$)472850Third
PV$1000 (1Year) US$*1,0581899Second

* 1 year ago AUD 1 equalled USD 0.6787
Aug 12, 2020: AUD 1 equals USD 0.7182

3.2 Rank in the Total Australia ETF Market [out of 140 ETFs]
DescriptionValueRank
Rel Strength 6 Mon (AUD)3493
PV1000-1Year (AUD)1,00079

SECTION 4

PROFILE

4.1 Description
Vanguard Australian Shares Index ETF is an exchange traded fund incorporated in Australia. The Fund seeks to match the total return of the S&P/ASX 300 Index before taking into account fees and expenses.

4.2 SNAPSHOT
Vanguard Australian Shares Index (ASX:VAS)
ISIN: AU000000VAS1
Inception DateMay 08, 2009
Expense Ratio0.1% of average net assets
CategoryEquities All
Fund Family NameVanguard
Index TrackedS&P/ASX 300
Asset ClassEquity

4.3 VAS ETF Summary
Currency1 AUD = 0.72 USD
Aug 12 closeAUD77.75
Ave Daily Volume246,455 units
52-Week Range55.54 - 90.11
Dividend Yield3.4%
Units Outstanding74,076,469
Market CapAUD5.8 billion [USD4.1 billion]

4.4 Fund Manager and Management Fees
+ The manager of the ETF is Alla Kolganova. The management fee is 0.15% of total assets

SECTION 5

DIVIDEND

Dividend:0.2
Dividend Date:July 01, 2020
Dividend Yield:3.4%
Annual Dividend:AUD2.67
VAS.AX

Source: www.BuySellSignals.com