Vanguard Reit Index Fund Market Value

VGSIX Fund  USD 28.54  0.71  2.55%   
Vanguard Reit's market value is the price at which a share of Vanguard Reit trades on a public exchange. It measures the collective expectations of Vanguard Reit Index investors about its performance. Vanguard Reit is trading at 28.54 as of the 28th of March 2024; that is 2.55 percent increase since the beginning of the trading day. The fund's open price was 27.83.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Reit Index and determine expected loss or profit from investing in Vanguard Reit over a given investment horizon. Check out Vanguard Reit Correlation, Vanguard Reit Volatility and Vanguard Reit Alpha and Beta module to complement your research on Vanguard Reit.
Symbol

Please note, there is a significant difference between Vanguard Reit's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Reit is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Reit'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 Reit '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 Reit's mutual fund 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 Reit.
0.00
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard Reit on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Reit Index or generate 0.0% return on investment in Vanguard Reit over 30 days. Vanguard Reit is related to or competes with USCF Gold, Realty Income, Dynex Capital, First Industrial, Tidal Trust, Healthcare Realty, and MDJM. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirec... More

Vanguard Reit 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 Reit's mutual fund 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 Reit Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard Reit Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Reit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Reit's standard deviation. In reality, there are many statistical measures that can use Vanguard Reit historical prices to predict the future Vanguard Reit'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 Reit'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
27.4528.5429.63
Details
Intrinsic
Valuation
LowRealHigh
27.3928.4829.57
Details
Naive
Forecast
LowNextHigh
27.0328.1229.21
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
27.5028.1128.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Reit. Your research has to be compared to or analyzed against Vanguard Reit's peers to derive any actionable benefits. When done correctly, Vanguard Reit'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 Reit Index.

Vanguard Reit Index Backtested Returns

Vanguard Reit Index owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0244, which indicates the fund had a -0.0244% return per unit of risk over the last 3 months. Vanguard Reit Index exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Reit's Risk Adjusted Performance of 6.0E-4, coefficient of variation of (13,131), and Variance of 1.14 to confirm the risk estimate we provide. The entity has a beta of 1.47, 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 Reit will likely underperform.

Auto-correlation

    
  -0.33  

Poor reverse predictability

Vanguard Reit Index has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Reit time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 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 Reit Index price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vanguard Reit price fluctuation can be explain by its past prices.
Correlation Coefficient-0.33
Spearman Rank Test-0.47
Residual Average0.0
Price Variance0.08

Vanguard Reit Index lagged returns against current returns

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

Vanguard Reit Lagged Returns

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

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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.
Check out Vanguard Reit Correlation, Vanguard Reit Volatility and Vanguard Reit Alpha and Beta module to complement your research on Vanguard Reit.
You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.

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