Vanguard Small Cap Index Etf Probability of Future Etf Price Finishing Over 221.29

VB Etf  USD 221.29  1.73  0.79%   
Vanguard Small's implied volatility is one of the determining factors in the pricing options written on Vanguard Small Cap Index. Implied volatility approximates the future value of Vanguard Small 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 Small Cap Index over a specific time period. For example, 2024-03-15 CALL at $220.0 is a CALL option contract on Vanguard Small's common stock with a strick price of 220.0 expiring on 2024-03-15. The contract was last traded on 2024-02-29 at 09:43:34 for $4.1 and, as of today, has 13 days remaining before the expiration. The option is currently trading at a bid price of $3.2, and an ask price of $3.9. The implied volatility as of the 2nd of March is 20.67. View All Vanguard options

Closest to current price Vanguard long CALL Option Payoff at Expiration

Vanguard Small's future price is the expected price of Vanguard Small 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 Small Cap Index performance during a given time horizon utilizing its historical volatility. Check out Vanguard Small Backtesting, Portfolio Optimization, Vanguard Small Correlation, Vanguard Small Hype Analysis, Vanguard Small Volatility, Vanguard Small History as well as Vanguard Small Performance.
  
Please specify Vanguard Small's target price for which you would like Vanguard Small odds to be computed.

Vanguard Small Target Price Odds to finish over 221.29

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 above the current price in 90 days
 221.29 90 days 221.29 
under 4
Based on a normal probability distribution, the odds of Vanguard Small to move above the current price in 90 days from now is under 4 (This Vanguard Small Cap Index probability density function shows the probability of Vanguard Etf to fall within a particular range of prices over 90 days) .
Allowing for the 90-day total investment horizon the etf has the beta coefficient of 1.5 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Vanguard Small will likely underperform. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Vanguard Small-Cap Index is significantly underperforming NYSE Composite.
   Vanguard Small Price Density   
       Price  

Predictive Modules for Vanguard Small

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 Small-Cap Index. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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, frequently view the market will even out over time. This tendency of Vanguard Small'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. Please use the tools below to analyze the current value of Vanguard Small in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
220.10221.19222.28
Details
Intrinsic
Valuation
LowRealHigh
192.54193.63243.42
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Small. Your research has to be compared to or analyzed against Vanguard Small's peers to derive any actionable benefits. When done correctly, Vanguard Small'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 Small-Cap Index.

Vanguard Small Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard Small is not an exception. The market had few large corrections towards the Vanguard Small'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 Small Cap Index, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard Small within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.02
β
Beta against NYSE Composite1.50
σ
Overall volatility
6.88
Ir
Information ratio 0.05

Vanguard Small 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 Small for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard Small-Cap Index can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
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Vanguard Small 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 Small'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 Small's indicators that are reflective of the short sentiment are summarized in the table below.

Vanguard Small Technical Analysis

Vanguard Small'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 Small Cap Index. In general, you should focus on analyzing Vanguard Etf price patterns and their correlations with different microeconomic environments and drivers.

Vanguard Small Predictive Forecast Models

Vanguard Small's time-series forecasting models is one of many Vanguard Small'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 Small'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 Small-Cap Index

Checking the ongoing alerts about Vanguard Small for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vanguard Small-Cap Index help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
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When determining whether Vanguard Small-Cap Index offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Small's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Small Cap Index Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Small Cap Index Etf:
Check out Vanguard Small Backtesting, Portfolio Optimization, Vanguard Small Correlation, Vanguard Small Hype Analysis, Vanguard Small Volatility, Vanguard Small History as well as Vanguard Small Performance.
Note that the Vanguard Small-Cap Index information on this page should be used as a complementary analysis to other Vanguard Small'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 Global Correlations module to find global opportunities by holding instruments from different markets.

Complementary Tools for Vanguard Etf analysis

When running Vanguard Small's price analysis, check to measure Vanguard Small'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 Small is operating at the current time. Most of Vanguard Small's value examination focuses on studying past and present price action to predict the probability of Vanguard Small'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 Small's price. Additionally, you may evaluate how the addition of Vanguard Small to your portfolios can decrease your overall portfolio volatility.
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The market value of Vanguard Small-Cap Index 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 Small's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Small'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 Small's market value can be influenced by many factors that don't directly affect Vanguard Small'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 Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Small'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.