Vanguard Mortgage Backed Securities Etf Probability of Future Etf Price Finishing Over 50.95

VMBS Etf  USD 45.61  0.14  0.31%   
Vanguard Mortgage's implied volatility is one of the determining factors in the pricing options written on Vanguard Mortgage Backed Securities. Implied volatility approximates the future value of Vanguard Mortgage based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Vanguard Mortgage Backed Securities over a specific time period. For example, 2024-04-19 CALL at $46.0 is a CALL option contract on Vanguard Mortgage's common stock with a strick price of 46.0 expiring on 2024-04-19. The contract was last traded on 2024-03-27 at 09:30:19 for $0.1 and, as of today, has 21 days remaining before the expiration. The option is currently trading at a bid price of $0.0, and an ask price of $0.25. The implied volatility as of the 29th of March is 4.75. View All Vanguard options

Closest to current price Vanguard long CALL Option Payoff at Expiration

Vanguard Mortgage's future price is the expected price of Vanguard Mortgage instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Vanguard Mortgage Backed Securities performance during a given time horizon utilizing its historical volatility. Check out Vanguard Mortgage Backtesting, Portfolio Optimization, Vanguard Mortgage Correlation, Vanguard Mortgage Hype Analysis, Vanguard Mortgage Volatility, Vanguard Mortgage History as well as Vanguard Mortgage Performance.
  
Please specify Vanguard Mortgage's target price for which you would like Vanguard Mortgage odds to be computed.

Vanguard Mortgage Target Price Odds to finish over 50.95

The tendency of Vanguard Etf price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move over $ 50.95  or more in 90 days
 45.61 90 days 50.95 
close to zero percent
Based on a normal probability distribution, the odds of Vanguard Mortgage to move over $ 50.95  or more in 90 days from now is close to zero percent (This Vanguard Mortgage Backed Securities probability density function shows the probability of Vanguard Etf to fall within a particular range of prices over 90 days) . Probability of Vanguard Mortgage-Ba price to stay between its current price of $ 45.61  and $ 50.95  at the end of the 90-day period is about 36.55 .
Given the investment horizon of 90 days Vanguard Mortgage has a beta of 0.35. This entails as returns on the market go up, Vanguard Mortgage average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vanguard Mortgage Backed Securities will be expected to be much smaller as well. Additionally Vanguard Mortgage Backed Securities has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Vanguard Mortgage Price Density   
       Price  

Predictive Modules for Vanguard Mortgage

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vanguard Mortgage-Ba. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Mortgage'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
45.2045.6146.02
Details
Intrinsic
Valuation
LowRealHigh
45.1745.5845.99
Details
Naive
Forecast
LowNextHigh
45.0645.4745.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
44.9645.4445.93
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Mortgage. Your research has to be compared to or analyzed against Vanguard Mortgage's peers to derive any actionable benefits. When done correctly, Vanguard Mortgage'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 Mortgage-Ba.

Vanguard Mortgage Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard Mortgage is not an exception. The market had few large corrections towards the Vanguard Mortgage's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Vanguard Mortgage Backed Securities, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard Mortgage within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.06
β
Beta against NYSE Composite0.35
σ
Overall volatility
0.32
Ir
Information ratio -0.35

Vanguard Mortgage Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Vanguard Mortgage for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard Mortgage-Ba can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Vanguard Mortgage-Ba generated a negative expected return over the last 90 days
Latest headline from news.google.com: Vanguard Mortgage-Backed Securities ETF declares monthly distribution of 0.1462 - Seeking Alpha
Vanguard Mortgage-Ba created five year return of 0.0%
This fund keeps all of the net assets in exotic instruments

Vanguard Mortgage Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vanguard Etf often depends not only on the future outlook of the current and potential Vanguard Mortgage's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vanguard Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.

Vanguard Mortgage Technical Analysis

Vanguard Mortgage's future price can be derived by breaking down and analyzing its technical indicators over time. Vanguard Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vanguard Mortgage Backed Securities. In general, you should focus on analyzing Vanguard Etf price patterns and their correlations with different microeconomic environments and drivers.

Vanguard Mortgage Predictive Forecast Models

Vanguard Mortgage's time-series forecasting models is one of many Vanguard Mortgage's etf analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Vanguard Mortgage's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the etf market movement and maximize returns from investment trading.

Things to note about Vanguard Mortgage-Ba

Checking the ongoing alerts about Vanguard Mortgage for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vanguard Mortgage-Ba help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Vanguard Mortgage-Ba generated a negative expected return over the last 90 days
Latest headline from news.google.com: Vanguard Mortgage-Backed Securities ETF declares monthly distribution of 0.1462 - Seeking Alpha
Vanguard Mortgage-Ba created five year return of 0.0%
This fund keeps all of the net assets in exotic instruments
When determining whether Vanguard Mortgage-Ba is a strong investment it is important to analyze Vanguard Mortgage'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 Mortgage's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
Check out Vanguard Mortgage Backtesting, Portfolio Optimization, Vanguard Mortgage Correlation, Vanguard Mortgage Hype Analysis, Vanguard Mortgage Volatility, Vanguard Mortgage History as well as Vanguard Mortgage Performance.
Note that the Vanguard Mortgage-Ba 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 Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.

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When running Vanguard Mortgage's price analysis, check to measure Vanguard Mortgage'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 Mortgage is operating at the current time. Most of Vanguard Mortgage's value examination focuses on studying past and present price action to predict the probability of Vanguard Mortgage'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 Mortgage's price. Additionally, you may evaluate how the addition of Vanguard Mortgage to your portfolios can decrease your overall portfolio volatility.
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The market value of Vanguard Mortgage-Ba 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.