Vanguard Mortgage Backed Securities Etf Technical Analysis
| VMBS Etf | USD 44.29 0.17 0.38% |
As of the 19th of April, Vanguard Mortgage has the Coefficient Of Variation of (1,137), risk adjusted performance of (0.06), and Variance of 0.1921. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Mortgage, as well as the relationship between them. In other words, you can use this information to find out if the etf will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We have analyzed thirteen technical drivers for Vanguard Mortgage Backed Securities, which can be compared to its competition. Please validate Vanguard Mortgage market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and skewness to decide if Vanguard Mortgage is priced more or less accurately, providing market reflects its prevalent price of 44.29 per share.
Vanguard Mortgage Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard Mortgage 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.
Vanguard Mortgage Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Mortgage volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Mortgage Trend Analysis
Use this graph to draw trend lines for Vanguard Mortgage Backed Securities. You can use it to identify possible trend reversals for Vanguard Mortgage as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard Mortgage price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Mortgage Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Mortgage Backed Securities applied against its price change over selected period. The best fit line has a slop of 0.0098 , which may suggest that Vanguard Mortgage Backed Securities market price will keep on failing further. It has 122 observation points and a regression sum of squares at 3.64, which is the sum of squared deviations for the predicted Vanguard Mortgage price change compared to its average price change.About Vanguard Mortgage Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Mortgage Backed Securities on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Mortgage Backed Securities based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Mortgage price pattern first instead of the macroeconomic environment surrounding Vanguard Mortgage. By analyzing Vanguard Mortgage's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Mortgage's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Mortgage specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Mortgage April 19, 2024 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.06) | |||
| Market Risk Adjusted Performance | (0.15) | |||
| Mean Deviation | 0.3325 | |||
| Coefficient Of Variation | (1,137) | |||
| Standard Deviation | 0.4382 | |||
| Variance | 0.1921 | |||
| Information Ratio | (0.24) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | (0.16) | |||
| Maximum Drawdown | 2.17 | |||
| Value At Risk | (0.86) | |||
| Potential Upside | 0.5992 | |||
| Skewness | (0.69) | |||
| Kurtosis | 0.7335 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Mortgage Backed Securities. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics. Note that the Vanguard Mortgage information on this page should be used as a complementary analysis to other Vanguard Mortgage'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 Commodity Directory module to find actively traded commodities issued by global exchanges.
The market value of Vanguard Mortgage 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 Mortgage's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Mortgage'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 Mortgage's market value can be influenced by many factors that don't directly affect Vanguard Mortgage'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 Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Mortgage'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.