Global exchange-traded fund - Vanguard Australian Shares Index

AUSTR

Vanguard Australian Shares Index decreases on weak volume 20 September, 2018

NEWS BITES - ETF

Vanguard Australian Shares Index (ASX:VAS), the 14th largest Exchange Traded Fund by market cap in Australia, has decreased 36.0c (or 0.5%) from its last trading session of September 19, 2018 to close at $A79.34. Compared with the Morgan Stanley Capital International Australia Index [MSCI AUSTRALIA] which fell 17.8 points (0.3%) in the day, the relative price change was -0.2%. The volume was 0.6 times the average daily trading of 61,529 units. Its MCap is $A2.7 billion.

VASToday1 Day agoWeek agoMonth ago
Price, AUD79.3479.1478.8480.95
MSCI AUSTRALIA5,858.145,875.95,812.366,009.71

YEAR-TO-DATE

Vanguard Australian Shares Index lifts 5% in 2018

Vanguard Australian Shares Index (AU:VAS), lifted $A3.81 (or 5%) year-to-date (YTD) in 2018 to close at $A79.34 today.

SECTION 1

VANGUARD AUSTRALIAN SHARES INDEX BEARISH SIGNALS

1.1 Technicals:

+ The price decreased 2.0% in the last month.

+ The Moving Average Convergence Divergence (MACD) indicator of 12-day Exponential Moving Average (EMA) of 79.48 minus the 26-day EMA of 79.91 is negative 0.43 suggesting a bearish signal. Both EMA prices are falling, another bearish signal.

+ The ETF's relative price strength percentile is slipping at 54 for 6 months, 40 for 3 months and 15 for 1 month.

1.2 Low Performance Indicator:

DescriptionValueRank In Market
Price Change %-0.5In Bottom Quartile

SECTION 2

VANGUARD AUSTRALIAN SHARES INDEX BULLISH SIGNALS

2.1 Technicals:

+ In the last three months the ETF has hit a new 52-week high thirteen times, pointing to a significant uptrend.

+ The present value of $A1,000 (PV1000) invested one year ago in Vanguard Australian Shares Index is $A1,178, comprising a capital gain of $A126 and dividend reinvested of $A52. 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.AU1,0069801,178
MSCI World1,0129941,090
MSCI AUSTRALIA1,0089761,122

+ The present value of AUD1,000 (PV1000) invested five years ago in Vanguard Australian Shares Index is $A1,685, including a capital gain of $A387 and dividend reinvested of $A298.

+ 5 years Multiplier in AUD = 1.685x

+ Compound Annual Growth Rate (CAGR) in AUD = 11.0%

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 $US1,291, including a capital gain of $US63 and dividend reinvested of $US228.

+ 5 years ago AUD 1 equalled USD 0.9453

+ 5 years Multiplier in USD = 1.291x

+ Compound Annual Growth Rate (CAGR) in USD = 5.2%

2.2 High Performance Indicators:

DescriptionValueRank In Market
Price to Sales2.2In Top Quartile
Today's Turnover$A2.7 millionIn Top Quartile

SECTION 3

PRICE VOLUME DYNAMICS

3.1 Technicals:

+ Volume: there were 33,870 units worth $A2.7 million traded today. In the past week, volume was 0.5 times average and the units were up 0.6%.

+ Vanguard Australian Shares Index is at a discount of 2.8% to its 12-month high of $A81.61 on August 30. It is also at a premium of 14.0% to the 12-month low of $A69.61 on September 21, 2017.

3.2 The Best 3 weeks in the past quarter [Relative Price Change or RPC]

Mon-FriChange %MSCI AUSTRALIA Change %RPC %Vol Ind [1 is avg]
Jun 18-2222.7-0.71.4
Aug 13-171.21.9-0.71.3
Aug 27-311.11.5-0.40.9

3.3 The Worst 3 weeks in the past quarter [Relative Price Change or RPC]

Mon-FriChange %MSCI AUSTRALIA Change %RPC %Vol Ind [1 is avg]
Sep 03-07-2.6-2.601
Jul 30-Aug 03-1-1.10.12.3
Aug 20-24-0.9-1.811.3

3.4 Trailing 3 months

TurnoverUS$238.8 million
Volume4,131,434
Volume Index (1 is avg)1.0

3.5 Trailing Price Change %

3-Year price change for VAS was 30.2%. Compared with the Morgan Stanley Capital International World Index [MSCI World] which rose 33.5% in the 3 years, the relative price change was -3.4%.

Price Change %QuarterYear3 Years
VAS1.312.630.2
MSCI World3.19.133.5

3.6 MCap: 5-Year Perspective

In the past 5 years Market Capitalization has increased by $A410 million from $A2.3 billion to $A2.7 billion. Based on a dynamic start date of 5 years ago, there have been declines in MCap in 3 out of 5 years.

Close PriceMCap (AUD M)MCap (US$ M)
Last$A79.702,718.61,969.6
1 Year ago$A70.592,517.32,014.1
2 Years ago$A64.912,3291,748.9
3 Years ago$A60.942,280.21,642.9
4 Years ago$A60.902,377.52,139.9
5 Years ago$A56.592,308.62,159.9

3.7 Moving Annual Return (Past 2 years)

Based on a dynamic start date of 2 years ago, the Moving Annual Return has consistently exceeded 9%.

VASClose (AUD)Dividends (AUD)Capital Gain %% YieldAnnual Return %
Sep 2079.343.3712.64.817.4
1 Yr ago70.480.458.60.79.3

Close 2 years ago $A64.92

3.8 Year-on-Year Comparison (Trailing year - ended 31 Aug)

In the past 5 years, VAS has jumped 46.9% from 55.1 to 80.92, an average annual compound rise of 8.0%.

201820172016201520142013
Close80.9270.0866.4460.762.8155.1
% 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 Range69.61 - 81.6161.24 - 71.855.97 - 68.0556.61 - 68.8754.64 - 63.2749.34 - 55.77

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 4

RANKING

4.1 Global Rank out of 5,391 ETFs

The present value of $US1,000 invested a year ago is $US1,074, ranking it 1393 out of 5,391 ETFs. Its 6-month relative strength (or price percentile rank) in USD is 62.

DescriptionValueRankQuartile
MCap (US$)2B401Top
Net Assets (US$)2B392Top
Price/NAV1.0733Top
Rel Strength 6 Mo (US$)622061Second
PV$1000 (1Year) US$*1,0741393Second

* 1 year ago AUD 1 equalled USD 0.7945

Sep 20, 2018: AUD 1 equals USD 0.7245

4.2 Rank in the Total Australia ETF Market [out of 130 ETFs]

DescriptionValueRank
MCap ($A)2.7B17
Net Assets ($A)2.7B18
Rel Strength 6 Mon ($A)6842
PV1000-1Year ($A)1,17825

SECTION 5

PROFILE

5.1 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.

5.2 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

5.3 ETF Summary

Last$A79.70
Volume29,029
Volume Index (1 is avg)0.5
Market Cap$A2.7 billion [US$2 billion]
Day's Range79.39 - 79.74
52-Week Range69.61 - 81.61
Units Outstanding34,109,801
Relative Strength (3 mo)72

5.4 Fund Manager and Management Fees

+ The manager of the ETF is Vanguard. The management fee is 0.15% of total assets

SECTION 6

DIVIDEND

Dividend:1.0
Dividend Date:July 02, 2018
Dividend Yield:4.3%
Annual Dividend:$A3.37

VAS.AX

Source: www.BuySellSignals.com