Vanguard Us Minimum Etf Market Value

VFMV Etf  USD 111.89  0.60  0.54%   
Vanguard's market value is the price at which a share of Vanguard trades on a public exchange. It measures the collective expectations of Vanguard US Minimum investors about its performance. Vanguard is selling for under 111.89 as of the 28th of March 2024; that is 0.54 percent up since the beginning of the trading day. The etf's lowest day price was 111.83.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard US Minimum and determine expected loss or profit from investing in Vanguard over a given investment horizon. Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard.
Symbol

The market value of Vanguard US Minimum is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard's value that differs from its market value or its book value, called intrinsic value, which is Vanguard's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard's market value can be influenced by many factors that don't directly affect Vanguard's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vanguard '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's etf 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.
0.00
04/08/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard US Minimum or generate 0.0% return on investment in Vanguard over 720 days. Vanguard is related to or competes with ProShares VIX, ProShares VIX, ETF Series, LHA Market, Invesco SP, and IShares MSCI. The fund invests primarily in a group of U.S More

Vanguard 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's etf 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 US Minimum upside and downside potential and time the market with a certain degree of confidence.

Vanguard Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard'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.
Hype
Prediction
LowEstimatedHigh
111.40111.89112.38
Details
Intrinsic
Valuation
LowRealHigh
95.7496.23123.08
Details
Naive
Forecast
LowNextHigh
110.71111.20111.69
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
108.06109.79111.53
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard. Your research has to be compared to or analyzed against Vanguard's peers to derive any actionable benefits. When done correctly, Vanguard's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard US Minimum.

Vanguard US Minimum Backtested Returns

We consider Vanguard very steady. Vanguard US Minimum owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the etf had a 0.23% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard US Minimum, which you can use to evaluate the volatility of the etf. Please validate Vanguard's Coefficient Of Variation of 425.91, risk adjusted performance of 0.1291, and Semi Deviation of 0.3157 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.73, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard is expected to be smaller as well.

Auto-correlation

    
  0.34  

Below average predictability

Vanguard US Minimum has below average predictability. Overlapping area represents the amount of predictability between Vanguard time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 US Minimum price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Vanguard price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test0.06
Residual Average0.0
Price Variance20.94

Vanguard US Minimum lagged returns against current returns

Autocorrelation, which is Vanguard etf'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's etf expected returns. We can calculate the autocorrelation of Vanguard returns to help us make a trade decision. For example, suppose you find that Vanguard has exhibited high autocorrelation historically, and you observe that the etf 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 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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard etf over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Lagged Returns

When evaluating Vanguard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard etf have on its future price. Vanguard 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 autocorrelation shows the relationship between Vanguard etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard US Minimum.
   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 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's short interest history, or implied volatility extrapolated from Vanguard options trading.

Also Currently Popular

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.
When determining whether Vanguard US Minimum is a strong investment it is important to analyze Vanguard's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard.
You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Complementary Tools for Vanguard Etf analysis

When running Vanguard's price analysis, check to measure Vanguard's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard is operating at the current time. Most of Vanguard's value examination focuses on studying past and present price action to predict the probability of Vanguard's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard's price. Additionally, you may evaluate how the addition of Vanguard to your portfolios can decrease your overall portfolio volatility.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Watchlist Optimization
Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Correlation Analysis
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Vanguard technical etf 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, etf market cycles, or different charting patterns.
A focus of Vanguard technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...