Vanguard Momentum Factor Etf Probability of Future Etf Price Finishing Under 82.06
| VFMO Etf | USD 138.89 1.31 0.93% |
Vanguard |
Vanguard Momentum Target Price Odds to finish below 82.06
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 Price | Horizon | Target Price | Odds to drop to $ 82.06 or more in 90 days |
| 138.89 | 90 days | 82.06 | near 1 |
Based on a normal probability distribution, the odds of Vanguard Momentum to drop to $ 82.06 or more in 90 days from now is near 1 (This Vanguard Momentum Factor probability density function shows the probability of Vanguard Etf to fall within a particular range of prices over 90 days) . Probability of Vanguard Momentum Factor price to stay between $ 82.06 and its current price of $138.89 at the end of the 90-day period is about 21.84 .
Given the investment horizon of 90 days Vanguard Momentum Factor has a beta of -0.12. This entails as returns on the benchmark increase, returns on holding Vanguard Momentum are expected to decrease at a much lower rate. During a bear market, however, Vanguard Momentum Factor is likely to outperform the market. Additionally Vanguard Momentum Factor has an alpha of 0.1166, implying that it can generate a 0.12 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Vanguard Momentum Price Density |
| Price |
Predictive Modules for Vanguard Momentum
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 Momentum Factor. 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 Momentum'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 Momentum Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard Momentum is not an exception. The market had few large corrections towards the Vanguard Momentum'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 Momentum Factor, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard Momentum within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.12 | |
β | Beta against NYSE Composite | -0.12 | |
σ | Overall volatility | 5.95 | |
Ir | Information ratio | 0.02 |
Vanguard Momentum 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 Momentum for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard Momentum Factor can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Latest headline from news.google.com: Raymond James Financial Services Advisors Inc. Sells 7918 Shares of Vanguard U.S. Momentum Factor ETF ETF ... - Defense World | |
| The fund keeps 99.68% of its net assets in stocks |
Vanguard Momentum Technical Analysis
Vanguard Momentum'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 Momentum Factor. In general, you should focus on analyzing Vanguard Etf price patterns and their correlations with different microeconomic environments and drivers.
Vanguard Momentum Predictive Forecast Models
Vanguard Momentum's time-series forecasting models is one of many Vanguard Momentum'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 Momentum'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 Momentum Factor
Checking the ongoing alerts about Vanguard Momentum for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vanguard Momentum Factor help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Latest headline from news.google.com: Raymond James Financial Services Advisors Inc. Sells 7918 Shares of Vanguard U.S. Momentum Factor ETF ETF ... - Defense World | |
| The fund keeps 99.68% of its net assets in stocks |
Check out Vanguard Momentum Backtesting, Portfolio Optimization, Vanguard Momentum Correlation, Vanguard Momentum Hype Analysis, Vanguard Momentum Volatility, Vanguard Momentum History as well as Vanguard Momentum Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
The market value of Vanguard Momentum Factor 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 Momentum's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Momentum'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 Momentum's market value can be influenced by many factors that don't directly affect Vanguard Momentum'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 Momentum's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Momentum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Momentum'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.