Vanguard Intermediate Term Corporate Etf Market Value

VCIT Etf  USD 79.92  0.13  0.16%   
Vanguard Intermediate's market value is the price at which a share of Vanguard Intermediate stock trades on a public exchange. It measures the collective expectations of Vanguard Intermediate Term Corporate investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard Intermediate Term Corporate and determine expected loss or profit from investing in Vanguard Intermediate over a given investment horizon.
Check out Vanguard Intermediate Correlation, Vanguard Intermediate Volatility and Vanguard Intermediate Alpha and Beta module to complement your research on Vanguard Intermediate.

The market value of Vanguard Intermediate 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 Intermediate's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Intermediate'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 Intermediate's market value can be influenced by many factors that don't directly affect Vanguard Intermediate'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 Intermediate's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Intermediate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Intermediate'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 Intermediate '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 Intermediate'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 Intermediate.
No Change 0.00  0.0 
In 3 months and 1 day
If you would invest  0.00  in Vanguard Intermediate on December 3, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Intermediate Term Corporate or generate 0.0% return on investment in Vanguard Intermediate over 90 days. Vanguard Intermediate is related to or competes with VanEck Vectors, BondBloxx ETF, Vanguard ESG, Vanguard Long, Vanguard Short, and IShares Short. The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S More

Vanguard Intermediate 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 Intermediate'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 Intermediate Term Corporate upside and downside potential and time the market with a certain degree of confidence.

Vanguard Intermediate Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Intermediate's standard deviation. In reality, there are many statistical measures that can use Vanguard Intermediate historical prices to predict the future Vanguard Intermediate's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard Intermediate'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 Intermediate in the context of predictive analytics.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Intermediate. Your research has to be compared to or analyzed against Vanguard Intermediate's peers to derive any actionable benefits. When done correctly, Vanguard Intermediate'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 Intermediate.

Vanguard Intermediate Backtested Returns

We consider Vanguard Intermediate very steady. Vanguard Intermediate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0623, which indicates the etf had 0.0623% return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for Vanguard Intermediate Term Corporate, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Intermediate's Coefficient Of Variation of 1134.51, semi deviation of 0.2923, and Risk Adjusted Performance of 0.0504 to confirm if the risk estimate we provide is consistent with the expected return of 0.0256%. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Intermediate returns are expected to increase less than the market. However, during the bear market, the loss on holding Vanguard Intermediate will be expected to be smaller as well. By inspecting Vanguard Intermediate technical indicators, you can presently evaluate if the expected return of 0.0256% will be sustainable into the future.



Insignificant reverse predictability

Vanguard Intermediate Term Corporate has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Intermediate time series from 3rd of December 2023 to 17th of January 2024 and 17th of January 2024 to 2nd 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 Intermediate price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Vanguard Intermediate price fluctuation can be explain by its past prices.
Correlation Coefficient-0.11
Spearman Rank Test-0.25
Residual Average0.0
Price Variance0.2

Vanguard Intermediate lagged returns against current returns

Autocorrelation, which is Vanguard Intermediate 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 Intermediate's etf expected returns. We can calculate the autocorrelation of Vanguard Intermediate returns to help us make a trade decision. For example, suppose you find that Vanguard Intermediate etf has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   

Vanguard Intermediate 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 Intermediate etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Intermediate etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Intermediate etf over time.
   Current vs Lagged Prices   

Vanguard Intermediate Lagged Returns

When evaluating Vanguard Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Intermediate etf have on its future price. Vanguard Intermediate 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 Intermediate autocorrelation shows the relationship between Vanguard Intermediate etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Intermediate Term Corporate.
   Regressed Prices   

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 Intermediate is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Vanguard Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Vanguard Intermediate Term Corporate Etf. Highlighted below are key reports to facilitate an investment decision about Vanguard Intermediate Term Corporate Etf:
Check out Vanguard Intermediate Correlation, Vanguard Intermediate Volatility and Vanguard Intermediate Alpha and Beta module to complement your research on Vanguard Intermediate.
You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

Complementary Tools for Vanguard Etf analysis

When running Vanguard Intermediate's price analysis, check to measure Vanguard Intermediate'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 Intermediate is operating at the current time. Most of Vanguard Intermediate's value examination focuses on studying past and present price action to predict the probability of Vanguard Intermediate'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 Intermediate's price. Additionally, you may evaluate how the addition of Vanguard Intermediate to your portfolios can decrease your overall portfolio volatility.
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Vanguard Intermediate 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 Intermediate technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Intermediate 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...