Vanguard Mutual Fund Market Value

VSMPX -  USA Fund  

USD 210.29  2.11  1.01%

Vanguard Total's market value is the price at which a share of Vanguard Total stock trades on a public exchange. It measures the collective expectations of Vanguard Total Stock investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard Total Stock and determine expected loss or profit from investing in Vanguard Total over a given investment horizon. Also, please take a look at Vanguard Total Hype Analysis, Vanguard Total Correlation, Portfolio Optimization, Vanguard Total Volatility, as well as analyze Vanguard Total Alpha and Beta and Vanguard Total Performance.
Symbol
Backtest

Please note, there is a significant difference between Vanguard Total's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard Total value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Total'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 Total '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 Total'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 Total.
0.00
01/26/2021
No Change 0.00  0.0 
In 11 months and 26 days
01/21/2022
0.00
If you would invest  0.00  in Vanguard Total on January 26, 2021 and sell it all today you would earn a total of 0.00 from holding Vanguard Total Stock or generate 0.0% return on investment in Vanguard Total over 360 days. Vanguard Total is related to or competes with Vanguard Institutional. The investment seeks to track the performance of the CRSP US Total Market Index that measures the investment return of t...

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

Vanguard Total Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Total's standard deviation. In reality, there are many statistical measures that can use Vanguard Total historical prices to predict the future Vanguard Total'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 Total'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 Total in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
207.23208.11208.99
Details
Intrinsic
Valuation
LowReal ValueHigh
202.10202.98229.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Total. Your research has to be compared to or analyzed against Vanguard Total's peers to derive any actionable benefits. When done correctly, Vanguard Total'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 Total Stock.

Vanguard Total Stock Backtested Returns

Vanguard Total Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0494, which indicates the fund had -0.0494% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Vanguard Total Stock exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Total risk adjusted performance of (0.009772), and Coefficient Of Variation of (7,236) to confirm the risk estimate we provide.
The entity has a beta of 0.0066, which indicates not very significant fluctuations relative to the market. Let's try to break down what Vanguard's beta means in this case. As returns on the market increase, Vanguard Total returns are expected to increase less than the market. However, during the bear market, the loss on holding Vanguard Total will be expected to be smaller as well. Even though it is essential to pay attention to Vanguard Total Stock current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard Total Stock exposes twenty-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.56   

Modest predictability

Vanguard Total Stock has modest predictability. Overlapping area represents the amount of predictability between Vanguard Total time series from 26th of January 2021 to 25th of July 2021 and 25th of July 2021 to 21st of January 2022. 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 Total Stock price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Vanguard Total price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.61
Residual Average0.0
Price Variance27.51

Vanguard Total Stock lagged returns against current returns

Autocorrelation, which is Vanguard Total 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 Total's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Total returns to help us make a trade decision. For example, suppose you find that Vanguard Total mutual fund 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 
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Vanguard Total 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 Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Total 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 Total mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Vanguard Total Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard Total without increasing your portfolio risk or giving up 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 Total Hype Analysis, Vanguard Total Correlation, Portfolio Optimization, Vanguard Total Volatility, as well as analyze Vanguard Total Alpha and Beta and Vanguard Total Performance. Note that the Vanguard Total Stock information on this page should be used as a complementary analysis to other Vanguard Total's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

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