Vanguard Small Cap Index Etf Market Value

VB Etf  USD 227.80  3.88  1.73%   
Vanguard Small's market value is the price at which a share of Vanguard Small trades on a public exchange. It measures the collective expectations of Vanguard Small Cap Index investors about its performance. Vanguard Small is trading at 227.80 as of the 28th of March 2024, a 1.73 percent increase since the beginning of the trading day. The etf's open price was 223.92.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Small Cap Index and determine expected loss or profit from investing in Vanguard Small over a given investment horizon. Check out Vanguard Small Correlation, Vanguard Small Volatility and Vanguard Small Alpha and Beta module to complement your research on Vanguard Small.
Symbol

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.

Vanguard Small '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 Small's etf 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 Small.
0.00
04/08/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard Small on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Small Cap Index or generate 0.0% return on investment in Vanguard Small over 720 days. Vanguard Small is related to or competes with Alcoa Corp, Barloworld, Morningstar Unconstrained, High-yield Municipal, Via Renewables, Bondbloxx ETF, and Jpmorgan Equity. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Index, a bro... More

Vanguard Small 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 Small's etf 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 Small Cap Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard Small Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Small's standard deviation. In reality, there are many statistical measures that can use Vanguard Small historical prices to predict the future Vanguard Small's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Hype
Prediction
LowEstimatedHigh
226.76227.77228.78
Details
Intrinsic
Valuation
LowRealHigh
207.43208.44250.58
Details
Naive
Forecast
LowNextHigh
225.43226.45227.46
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
221.70225.28228.85
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-Cap Index Backtested Returns

We consider Vanguard Small very steady. Vanguard Small-Cap Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Small Cap Index, which you can use to evaluate the volatility of the etf. Please validate Vanguard Small's Semi Deviation of 0.9673, coefficient of variation of 865.04, and Risk Adjusted Performance of 0.0687 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 1.61, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Small will likely underperform.

Auto-correlation

    
  0.21  

Weak predictability

Vanguard Small Cap Index has weak predictability. Overlapping area represents the amount of predictability between Vanguard Small time series from 8th of April 2022 to 3rd of April 2023 and 3rd of April 2023 to 28th of March 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 Small-Cap Index price movement. The serial correlation of 0.21 indicates that over 21.0% of current Vanguard Small price fluctuation can be explain by its past prices.
Correlation Coefficient0.21
Spearman Rank Test0.06
Residual Average0.0
Price Variance166.82

Vanguard Small-Cap Index lagged returns against current returns

Autocorrelation, which is Vanguard Small etf'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 Small's etf expected returns. We can calculate the autocorrelation of Vanguard Small returns to help us make a trade decision. For example, suppose you find that Vanguard Small has exhibited high autocorrelation historically, and you observe that the etf 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 Small 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 Small etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Small etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Small etf over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Small Lagged Returns

When evaluating Vanguard Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Small etf have on its future price. Vanguard Small 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 Small autocorrelation shows the relationship between Vanguard Small etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Small Cap Index.
   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 Small 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 Small's short interest history, or implied volatility extrapolated from Vanguard Small options trading.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
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 Correlation, Vanguard Small Volatility and Vanguard Small Alpha and Beta module to complement your research on Vanguard Small.
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 Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.

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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Vanguard Small technical etf 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, etf market cycles, or different charting patterns.
A focus of Vanguard Small technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Small trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...