Vanguard Etf Market Value

VNQ Etf  USD 89.34  0.99  1.12%   
Vanguard Real's market value is the price at which a share of Vanguard Real stock trades on a public exchange. It measures the collective expectations of Vanguard Real Estate investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard Real Estate and determine expected loss or profit from investing in Vanguard Real over a given investment horizon. Also, please take a look at Vanguard Real Correlation, Vanguard Real Volatility and Vanguard Real Alpha and Beta module to complement your research on Vanguard Real.
Symbol

The market value of Vanguard Real Estate 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 Real's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Real'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 Real's market value can be influenced by many factors that don't directly affect Vanguard Real'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 Real's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard Real value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Real'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 Real '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 Real'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 Real.
0.00
12/27/2022
No Change 0.00  0.0 
In 31 days
01/26/2023
0.00
If you would invest  0.00  in Vanguard Real on December 27, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Real Estate or generate 0.0% return on investment in Vanguard Real over 30 days. Vanguard Real is related to or competes with JPMorgan Chase, Unified Series, FRANKLIN STRATEGIC, HUMANA, MicroAlgo, Small Cap, and Ovintiv. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirec... More

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

Vanguard Real Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Real's standard deviation. In reality, there are many statistical measures that can use Vanguard Real historical prices to predict the future Vanguard Real'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 Real'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 Real in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
87.4789.0990.71
Details
Intrinsic
Valuation
LowReal ValueHigh
80.1381.7598.27
Details
Naive
Forecast
LowNext ValueHigh
86.0987.7189.34
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
82.8784.9987.10
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Real. Your research has to be compared to or analyzed against Vanguard Real's peers to derive any actionable benefits. When done correctly, Vanguard Real's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Vanguard Real Estate.

Vanguard Real Estate Backtested Returns

We consider Vanguard Real very steady. Vanguard Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0956, which indicates the etf had 0.0956% of 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-one technical indicators for Vanguard Real Estate, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Real Semi Deviation of 1.06, risk adjusted performance of 0.164, and Coefficient Of Variation of 693.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%.
The entity has a beta of 1.2933, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vanguard's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Real will likely underperform. Although it is important to respect Vanguard Real Estate current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vanguard Real Estate technical indicators, you can presently evaluate if the expected return of 0.16% will be sustainable into the future.

Auto-correlation

    
  0.34  

Below average predictability

Vanguard Real Estate has below average predictability. Overlapping area represents the amount of predictability between Vanguard Real time series from 27th of December 2022 to 11th of January 2023 and 11th of January 2023 to 26th of January 2023. 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 Real Estate price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Vanguard Real price fluctuation can be explain by its past prices.
Correlation Coefficient0.34
Spearman Rank Test0.31
Residual Average0.0
Price Variance0.5

Vanguard Real Estate lagged returns against current returns

Autocorrelation, which is Vanguard Real 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 Real's etf expected returns. We can calculate the autocorrelation of Vanguard Real returns to help us make a trade decision. For example, suppose you find that Vanguard Real 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   
       Timeline  

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

Vanguard Real Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard Real without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at Vanguard Real Correlation, Vanguard Real Volatility and Vanguard Real Alpha and Beta module to complement your research on Vanguard Real. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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