Vanguard Dividend Appreciation Fund Market Value
| VDADX Fund | USD 48.01 0.09 0.19% |
| Symbol | Vanguard |
Vanguard Dividend '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 Vanguard Dividend's mutual fund 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 Vanguard Dividend.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Vanguard Dividend on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Dividend Appreciation or generate 0.0% return on investment in Vanguard Dividend over 30 days. Vanguard Dividend is related to or competes with Vanguard High, Vanguard Dividend, Vanguard Value, Vanguard Growth, and Vanguard Balanced. The adviser employs an indexing investment approach designed to track the performance of the index, which consists of co... More
Vanguard Dividend 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 Vanguard Dividend's mutual fund 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 Vanguard Dividend Appreciation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6536 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 0.965 |
Vanguard Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Dividend's standard deviation. In reality, there are many statistical measures that can use Vanguard Dividend historical prices to predict the future Vanguard Dividend's volatility.| Risk Adjusted Performance | 0.0491 | |||
| Jensen Alpha | 0.0336 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.7112 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Dividend's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Dividend Backtested Returns
We consider Vanguard Dividend very steady. Vanguard Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.072, which indicates the fund had a 0.072% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Dividend Appreciation, which you can use to evaluate the volatility of the fund. Please validate Vanguard Dividend's Risk Adjusted Performance of 0.0491, semi deviation of 0.5682, and Coefficient Of Variation of 1261.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.0444%. The entity has a beta of 0.053, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Dividend is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
Vanguard Dividend Appreciation has weak predictability. Overlapping area represents the amount of predictability between Vanguard Dividend time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Dividend price movement. The serial correlation of 0.2 indicates that over 20.0% of current Vanguard Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Vanguard Dividend lagged returns against current returns
Autocorrelation, which is Vanguard Dividend mutual fund'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 Vanguard Dividend's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Dividend returns to help us make a trade decision. For example, suppose you find that Vanguard Dividend has exhibited high autocorrelation historically, and you observe that the mutual fund 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 |
Vanguard Dividend 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 Vanguard Dividend mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Dividend mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Dividend mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Dividend Lagged Returns
When evaluating Vanguard Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Dividend mutual fund have on its future price. Vanguard Dividend 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, Vanguard Dividend autocorrelation shows the relationship between Vanguard Dividend mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Dividend Appreciation.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard Dividend in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard Dividend's short interest history, or implied volatility extrapolated from Vanguard Dividend options trading.
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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.Check out Vanguard Dividend Correlation, Vanguard Dividend Volatility and Vanguard Dividend Alpha and Beta module to complement your research on Vanguard Dividend. Note that the Vanguard Dividend information on this page should be used as a complementary analysis to other Vanguard Dividend's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Vanguard Dividend technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.