Vanguard Mid Cap Index Etf Market Value
| VO Etf | USD 221.85 3.59 1.64% |
| Symbol | Vanguard |
The market value of Vanguard Mid-Cap 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 Mid's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Mid'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 Mid's market value can be influenced by many factors that don't directly affect Vanguard Mid'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 Mid's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Mid is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Mid'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 Mid '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 Mid'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 Mid.
| 12/09/2022 |
| 12/04/2023 |
If you would invest 0.00 in Vanguard Mid on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Mid Cap Index or generate 0.0% return on investment in Vanguard Mid over 360 days. Vanguard Mid is related to or competes with Davis Select, Principal Value, SPDR SP, SPDR SP, Ballast SmallMid, DBX ETF, and Vanguard. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Index, a broad... More
Vanguard Mid 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 Mid'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 Mid Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8701 | |||
| Information Ratio | (0.001015) | |||
| Maximum Drawdown | 3.59 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 1.64 |
Vanguard Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Mid's standard deviation. In reality, there are many statistical measures that can use Vanguard Mid historical prices to predict the future Vanguard Mid's volatility.| Risk Adjusted Performance | 0.0179 | |||
| Jensen Alpha | (0.00291) | |||
| Total Risk Alpha | (0.003491) | |||
| Sortino Ratio | (0.00112) | |||
| Treynor Ratio | 0.0083 |
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard Mid'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 Mid in the context of predictive analytics.
Vanguard Mid-Cap Index Backtested Returns
We consider Vanguard Mid very steady. Vanguard Mid-Cap Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0362, which indicates the etf had 0.0362% 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 Mid Cap Index, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Mid Semi Deviation of 0.8457, risk adjusted performance of 0.0179, and Coefficient Of Variation of 4857.0 to confirm if the risk estimate we provide is consistent with the expected return of 0.0348%. The entity has a beta of 1.1803, 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 Mid will likely underperform.
Auto-correlation | 0.47 |
Average predictability
Vanguard Mid Cap Index has average predictability. Overlapping area represents the amount of predictability between Vanguard Mid time series from 9th of December 2022 to 7th of June 2023 and 7th of June 2023 to 4th of December 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 Mid-Cap Index price movement. The serial correlation of 0.47 indicates that about 47.0% of current Vanguard Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 56.92 |
Vanguard Mid-Cap Index lagged returns against current returns
Autocorrelation, which is Vanguard Mid 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 Mid's etf expected returns. We can calculate the autocorrelation of Vanguard Mid returns to help us make a trade decision. For example, suppose you find that Vanguard Mid 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 Mid 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 Mid etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Mid etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Mid etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Mid Lagged Returns
When evaluating Vanguard Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Mid etf have on its future price. Vanguard Mid 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 Mid autocorrelation shows the relationship between Vanguard Mid etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Mid Cap Index.
Regressed Prices |
| Timeline |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Vanguard Mid 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.Did you try this?
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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 Mid-Cap 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 Mid's 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 Mid Cap Index Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Mid Cap Index Etf:Check out Vanguard Mid Correlation, Vanguard Mid Volatility and Vanguard Mid Alpha and Beta module to complement your research on Vanguard Mid. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Complementary Tools for Vanguard Etf analysis
When running Vanguard Mid's price analysis, check to measure Vanguard Mid'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 Mid is operating at the current time. Most of Vanguard Mid's value examination focuses on studying past and present price action to predict the probability of Vanguard Mid'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 Mid's price. Additionally, you may evaluate how the addition of Vanguard Mid to your portfolios can decrease your overall portfolio volatility.
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