Vanguard Short Term Bond Fund Market Value
| VBIRX Fund | USD 9.95 0.01 0.10% |
| Symbol | Vanguard |
Vanguard Short '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 Short'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 Short.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Vanguard Short on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Short Term Bond or generate 0.0% return on investment in Vanguard Short over 30 days. Vanguard Short is related to or competes with Vanguard Short, Vanguard Short, Vanguard Short, and Vanguard Short. This index includes all medium and larger issues of U.S More
Vanguard Short 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 Short'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 Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.51) | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.2014 |
Vanguard Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Short's standard deviation. In reality, there are many statistical measures that can use Vanguard Short historical prices to predict the future Vanguard Short's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Short'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.
Vanguard Short Term Backtested Returns
Vanguard Short Term owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0311, which indicates the fund had a -0.0311% return per unit of risk over the last 3 months. Vanguard Short Term Bond exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Short's Variance of 0.039, risk adjusted performance of (0.04), and Coefficient Of Variation of (3,355) to confirm the risk estimate we provide. The entity has a beta of 0.0994, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Short is expected to be smaller as well.
Auto-correlation | 0.20 |
Weak predictability
Vanguard Short Term Bond has weak predictability. Overlapping area represents the amount of predictability between Vanguard Short time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Short Term price movement. The serial correlation of 0.2 indicates that over 20.0% of current Vanguard Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Short Term lagged returns against current returns
Autocorrelation, which is Vanguard Short 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 Short's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Short returns to help us make a trade decision. For example, suppose you find that Vanguard Short 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 Short 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 Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Short 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 Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Short Lagged Returns
When evaluating Vanguard Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Short mutual fund have on its future price. Vanguard Short 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 Short autocorrelation shows the relationship between Vanguard Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Short Term Bond.
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 Short 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 Short's short interest history, or implied volatility extrapolated from Vanguard Short options trading.
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Vanguard Short 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.