Vanguard Probability Of Bankruptcy

VSPVX -  USA Fund  

USD 324.80  0.64  0.20%

Vanguard SP 500 Probability Of Bankruptcy is used to show its chance of financial distress over the next two years of operations under current economic and market conditions. Vanguard SP 500 Probability Of Bankruptcy is determined by interpolating and adjusting Vanguard Altman Z Score to account for off-balance-sheet items and missing or unfiled public information. All items used in analyzing the odds of distress are taken from the Vanguard balance sheet as well as cash flow and income statements available from the company's most recent filings. Also, please take a look at Vanguard Piotroski F Score and Vanguard Altman Z Score analysis.

Vanguard Probability Of Bankruptcy 

 
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Vanguard Probability Of Bankruptcy Analysis

Vanguard's Probability Of Bankruptcy is a relative measure of the likelihood of financial distress. For stocks, the Probability Of Bankruptcy is the normalized value of Z-Score. For funds and ETFs, it is derived from a multi-factor model developed by Macroaxis. The score is used to predict the probability of a firm or a fund experiencing financial distress within the next 24 months. Unlike Z-Score, Probability Of Bankruptcy is the value between 0 and 100, indicating the firm's actual probability it will be financially distressed in the next 2 fiscal years.
Probability Of Bankruptcy 
 = 
Normalized 
 
Z-Score 
More About Probability Of Bankruptcy | All Equity Analysis

Current Vanguard Probability Of Bankruptcy

    
  1%  
Most of Vanguard's fundamental indicators, such as Probability Of Bankruptcy, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Vanguard SP 500 is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Our calculation of Vanguard probability of bankruptcy is based on Altman Z-Score and Piotroski F-Score, but not limited to these measures. To be applied to a broader range of industries and markets, we use several other techniques to enhance the accuracy of predicting Vanguard odds of financial distress. These include financial statement analysis, different types of price predictions, earning estimates, analysis consensus, and basic intrinsic valuation. Please use the options below to get a better understanding of different measures that drive the calculation of Vanguard SP 500 financial health.
Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard'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.
The Probability of Bankruptcy SHOULD NOT be confused with the actual chance of a company to file for chapter 7, 11, 12, or 13 bankruptcy protection. Macroaxis simply defines Financial Distress as an operational condition where a company is having difficulty meeting its current financial obligations towards its creditors or delivering on the expectations of its investors. Macroaxis derives these conditions daily from both public financial statements as well as analysis of stock prices reacting to market conditions or economic downturns, including short-term and long-term historical volatility. Other factors taken into account include analysis of liquidity, revenue patterns, R&D expenses, and commitments, as well as public headlines and social sentiment.
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Vanguard Probability Of Bankruptcy Component Assessment

Based on the latest financial disclosure, Vanguard SP 500 has a Probability Of Bankruptcy of 1.0%. This is much higher than that of the Vanguard family and significantly higher than that of the Large Value category. The probability of bankruptcy for all United States funds is notably lower than that of the firm.

Vanguard Probability Of Bankruptcy Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Vanguard's direct or indirect competition against its Probability Of Bankruptcy to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Vanguard could also be used in its relative valuation, which is a method of valuing Vanguard by comparing valuation metrics of similar companies.
Vanguard is currently under evaluation in probability of bankruptcy among similar funds.

Vanguard Fundamentals

About Vanguard Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Vanguard SP 500's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard SP 500 based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
The investment seeks to track the performance of a benchmark index that measures the investment return of large-capitalization value stocks in the United States. The fund employs an indexing investment approach designed to track the performance of the SP 500 Value Index, which represents the value companies, as determined by the index sponsor, of the SP 500 Index. The index measures the performance of large-capitalization value companies in the United States.

Vanguard Investors Sentiment

The influence of Vanguard's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vanguard. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - VSPVX

Vanguard SP 500 Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Vanguard SP 500. What is your outlook on investing in Vanguard SP 500? Are you bullish or bearish?
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Also, please take a look at Vanguard Piotroski F Score and Vanguard Altman Z Score analysis. Note that the Vanguard SP 500 information on this page should be used as a complementary analysis to other Vanguard'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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for Vanguard Mutual Fund analysis

When running Vanguard SP 500 price analysis, check to measure Vanguard'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 is operating at the current time. Most of Vanguard's value examination focuses on studying past and present price action to predict the probability of Vanguard's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard's price. Additionally, you may evaluate how the addition of Vanguard to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard'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.