Vanguard Financials Index Etf Market Value

VFH Etf  USD 102.39  0.46  0.45%   
Vanguard Financials' market value is the price at which a share of Vanguard Financials trades on a public exchange. It measures the collective expectations of Vanguard Financials Index investors about its performance. Vanguard Financials is trading at 102.39 as of the 29th of March 2024. This is a 0.45% increase since the beginning of the trading day. The etf's open price was 101.93.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Financials Index and determine expected loss or profit from investing in Vanguard Financials over a given investment horizon. Check out Vanguard Financials Correlation, Vanguard Financials Volatility and Vanguard Financials Alpha and Beta module to complement your research on Vanguard Financials.
Symbol

The market value of Vanguard Financials 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 Financials' value that differs from its market value or its book value, called intrinsic value, which is Vanguard Financials' 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 Financials' market value can be influenced by many factors that don't directly affect Vanguard Financials' 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 Financials' value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Financials is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Financials' 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 Financials '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 Financials' 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 Financials.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in Vanguard Financials on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Financials Index or generate 0.0% return on investment in Vanguard Financials over 720 days. Vanguard Financials is related to or competes with Fidelity MSCI, IShares MSCI, and JPMorgan Chase. The fund employs an indexing investment approach designed to track the performance of the MSCI US Investable Market Inde... More

Vanguard Financials 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 Financials' 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 Financials Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard Financials Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Financials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Financials' standard deviation. In reality, there are many statistical measures that can use Vanguard Financials historical prices to predict the future Vanguard Financials' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Financials' 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
101.60102.31103.02
Details
Intrinsic
Valuation
LowRealHigh
92.15103.35104.06
Details
Naive
Forecast
LowNextHigh
101.85102.57103.28
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
95.9899.19102.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Financials. Your research has to be compared to or analyzed against Vanguard Financials' peers to derive any actionable benefits. When done correctly, Vanguard Financials' 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 Financials Index.

Vanguard Financials Index Backtested Returns

We consider Vanguard Financials very steady. Vanguard Financials Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the etf had a 0.25% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Financials Index, which you can use to evaluate the volatility of the etf. Please validate Vanguard Financials' Coefficient Of Variation of 390.49, risk adjusted performance of 0.1443, and Semi Deviation of 0.5205 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The entity has a beta of 1.0, which indicates a somewhat significant risk relative to the market. Vanguard Financials returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Financials is expected to follow.

Auto-correlation

    
  0.18  

Very weak predictability

Vanguard Financials Index has very weak predictability. Overlapping area represents the amount of predictability between Vanguard Financials time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th 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 Financials Index price movement. The serial correlation of 0.18 indicates that over 18.0% of current Vanguard Financials price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test0.14
Residual Average0.0
Price Variance56.12

Vanguard Financials Index lagged returns against current returns

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

Vanguard Financials Lagged Returns

When evaluating Vanguard Financials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Financials etf have on its future price. Vanguard Financials 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 Financials autocorrelation shows the relationship between Vanguard Financials etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Financials 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 Financials 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 Financials' short interest history, or implied volatility extrapolated from Vanguard Financials 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 Financials 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 Financials' 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 Financials Index Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Financials Index Etf:
Check out Vanguard Financials Correlation, Vanguard Financials Volatility and Vanguard Financials Alpha and Beta module to complement your research on Vanguard Financials.
Note that the Vanguard Financials Index information on this page should be used as a complementary analysis to other Vanguard Financials' 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 USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

Complementary Tools for Vanguard Etf analysis

When running Vanguard Financials' price analysis, check to measure Vanguard Financials' 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 Financials is operating at the current time. Most of Vanguard Financials' value examination focuses on studying past and present price action to predict the probability of Vanguard Financials' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard Financials' price. Additionally, you may evaluate how the addition of Vanguard Financials to your portfolios can decrease your overall portfolio volatility.
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Vanguard Financials 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 Financials technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Financials 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...