Vanguard Real Estate Etf Market Value
| VNQ Etf | USD 80.58 0.15 0.19% |
| Symbol | Vanguard |
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 if Vanguard Real is a good investment 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.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Vanguard Real on March 26, 2024 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 Vanguard FTSE, Vanguard High, Vanguard Total, Vanguard Total, and Vanguard Dividend. 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.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 1.34 |
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.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Vanguard Real Estate Backtested Returns
Vanguard Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0547, which indicates the etf had a -0.0547% return per unit of risk over the last 3 months. Vanguard Real Estate exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Real's Variance of 1.37, coefficient of variation of (1,643), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 1.45, 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 Real will likely underperform.
Auto-correlation | 0.42 |
Average predictability
Vanguard Real Estate has average predictability. Overlapping area represents the amount of predictability between Vanguard Real time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 Real Estate price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Vanguard Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 1.93 |
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 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 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 |
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 Real 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 Real's short interest history, or implied volatility extrapolated from Vanguard Real 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 Real Estate 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 Real Estate Etf. Highlighted below are key reports to facilitate an investment decision about Vanguard Real Estate Etf:Check out Vanguard Real Correlation, Vanguard Real Volatility and Vanguard Real Alpha and Beta module to complement your research on Vanguard Real. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
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.