Vanguard Etf Market Value

Etfs . USA . 
Etf . Vanguard SP 500
VOO Etf  USD 392.50  0.22  0.06%   
Vanguard's market value is the price at which a share of Vanguard stock trades on a public exchange. It measures the collective expectations of Vanguard SP 500 investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard SP 500 and determine expected loss or profit from investing in Vanguard over a given investment horizon. Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard.
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The market value of Vanguard SP 500 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's value that differs from its market value or its book value, called intrinsic value, which is Vanguard'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's market value can be influenced by many factors that don't directly affect Vanguard's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard'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 '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'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.
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05/06/2023
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In 31 days
06/05/2023
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If you would invest  0.00  in Vanguard on May 6, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard SP 500 or generate 0.0% return on investment in Vanguard over 30 days. Vanguard is related to or competes with CarMax, ATT, Morningstar Unconstrained, and First Physicians. The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a wi... More

Vanguard 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'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 SP 500 upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation0.8789
Information Ratio0.1502
Maximum Drawdown3.42
Value At Risk(1.55)
Potential Upside1.66

Vanguard Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.
Risk Adjusted Performance0.1363
Jensen Alpha0.1357
Total Risk Alpha0.1368
Sortino Ratio0.1562
Treynor Ratio0.1376
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard'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 in the context of predictive analytics.
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391.42392.31393.20
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353.25422.03422.92
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Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard. Your research has to be compared to or analyzed against Vanguard's peers to derive any actionable benefits. When done correctly, Vanguard'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 SP 500.

Vanguard SP 500 Backtested Returns

We consider Vanguard very steady. Vanguard SP 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the etf had 0.14% 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-eight technical indicators for Vanguard SP 500, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Risk Adjusted Performance of 0.1363, semi deviation of 0.655, and Coefficient Of Variation of 688.78 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%.
The entity has a beta of 0.8915, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Vanguard's beta means in this case. Vanguard returns are very sensitive to returns on the market. As the market goes up or down, Vanguard is expected to follow. Although it is important to respect Vanguard SP 500 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 SP 500 technical indicators, you can presently evaluate if the expected return of 0.13% will be sustainable into the future.

Auto-correlation

    
  0.86  

Very good predictability

Vanguard SP 500 has very good predictability. Overlapping area represents the amount of predictability between Vanguard time series from 6th of May 2023 to 21st of May 2023 and 21st of May 2023 to 5th of June 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 SP 500 price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Vanguard price fluctuation can be explain by its past prices.
Correlation Coefficient0.86
Spearman Rank Test0.85
Residual Average0.0
Price Variance24.99

Vanguard SP 500 lagged returns against current returns

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

When evaluating Vanguard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard etf have on its future price. Vanguard 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 autocorrelation shows the relationship between Vanguard etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard SP 500.
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Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard 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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Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Vanguard Etf analysis

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