Vanguard Target Retirement Fund Market Value

VLXVX Fund  USD 32.00  0.23  0.72%   
Vanguard Target's market value is the price at which a share of Vanguard Target trades on a public exchange. It measures the collective expectations of Vanguard Target Retirement investors about its performance. Vanguard Target is trading at 32.00 as of the 28th of March 2024; that is 0.72% increase since the beginning of the trading day. The fund's open price was 31.77.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Target Retirement and determine expected loss or profit from investing in Vanguard Target over a given investment horizon. Check out Vanguard Target Correlation, Vanguard Target Volatility and Vanguard Target Alpha and Beta module to complement your research on Vanguard Target.
Symbol

Please note, there is a significant difference between Vanguard Target's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Target is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Target'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 Target '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 Target'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 Target.
0.00
02/02/2023
No Change 0.00  0.0 
In 1 year 1 month and 25 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard Target on February 2, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Target Retirement or generate 0.0% return on investment in Vanguard Target over 420 days. Vanguard Target is related to or competes with State Farm, Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, and Vanguard Emerging. The fund invests in a mix of Vanguard mutual funds according to an asset allocation strategy designed for investors plan... More

Vanguard Target 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 Target'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 Target Retirement upside and downside potential and time the market with a certain degree of confidence.

Vanguard Target Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Target's standard deviation. In reality, there are many statistical measures that can use Vanguard Target historical prices to predict the future Vanguard Target'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 Target'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
28.8040.6041.18
Details
Intrinsic
Valuation
LowRealHigh
28.8032.7433.32
Details
Naive
Forecast
LowNextHigh
31.4131.9932.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
31.7131.9232.14
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Target. Your research has to be compared to or analyzed against Vanguard Target's peers to derive any actionable benefits. When done correctly, Vanguard Target'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 Target Reti.

Vanguard Target Reti Backtested Returns

We consider Vanguard Target very steady. Vanguard Target Reti owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Target Retirement, which you can use to evaluate the volatility of the fund. Please validate Vanguard Target's Risk Adjusted Performance of 0.0984, semi deviation of 0.4538, and Coefficient Of Variation of 573.38 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Vanguard Target returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Target is expected to follow.

Auto-correlation

    
  0.84  

Very good predictability

Vanguard Target Retirement has very good predictability. Overlapping area represents the amount of predictability between Vanguard Target time series from 2nd of February 2023 to 31st of August 2023 and 31st of August 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 Target Reti price movement. The serial correlation of 0.84 indicates that around 84.0% of current Vanguard Target price fluctuation can be explain by its past prices.
Correlation Coefficient0.84
Spearman Rank Test0.77
Residual Average0.0
Price Variance2.84

Vanguard Target Reti lagged returns against current returns

Autocorrelation, which is Vanguard Target 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 Target's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Target returns to help us make a trade decision. For example, suppose you find that Vanguard Target 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 Target 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 Target mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Target 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 Target mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Target Lagged Returns

When evaluating Vanguard Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Target mutual fund have on its future price. Vanguard Target 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 Target autocorrelation shows the relationship between Vanguard Target mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Target Retirement.
   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 Target 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 Target's short interest history, or implied volatility extrapolated from Vanguard Target 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.
Check out Vanguard Target Correlation, Vanguard Target Volatility and Vanguard Target Alpha and Beta module to complement your research on Vanguard Target.
You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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When running Vanguard Target's price analysis, check to measure Vanguard Target'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 Target is operating at the current time. Most of Vanguard Target's value examination focuses on studying past and present price action to predict the probability of Vanguard Target'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 Target's price. Additionally, you may evaluate how the addition of Vanguard Target to your portfolios can decrease your overall portfolio volatility.
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Vanguard Target 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.
A focus of Vanguard Target technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Target 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...