Valic Mutual Fund Market Value

VSTIX -  USA Fund  

USD 57.16  0.07  0.12%

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

Please note, there is a significant difference between Valic Company's value and its price as these two are different measures arrived at by different means. Investors typically determine Valic Company value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valic Company'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.

Valic Company '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 Valic Company'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 Valic Company.
0.00
09/22/2021
No Change 0.00  0.0 
In 31 days
10/22/2021
0.00
If you would invest  0.00  in Valic Company on September 22, 2021 and sell it all today you would earn a total of 0.00 from holding Valic Company I or generate 0.0% return on investment in Valic Company over 30 days. Valic Company is related to or competes with Vanguard Total, and Vanguard 500. The investment seeks long-term capital growth through investment in common stocks that, as a group, are expected to prov...

Valic Company 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 Valic Company'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 Valic Company I upside and downside potential and time the market with a certain degree of confidence.

Valic Company Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Valic Company's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valic Company's standard deviation. In reality, there are many statistical measures that can use Valic Company historical prices to predict the future Valic Company's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Valic Company'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 Valic Company in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
56.5357.2357.93
Details
Intrinsic
Valuation
LowReal ValueHigh
51.5162.6763.37
Details
Naive
Forecast
LowNext ValueHigh
57.6758.3659.06
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
53.9355.7757.61
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Valic Company. Your research has to be compared to or analyzed against Valic Company's peers to derive any actionable benefits. When done correctly, Valic Company'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 Valic Company I.

Valic Company I Backtested Returns

We consider Valic Company very steady. Valic Company I owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0732, which indicates the fund had 0.0732% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a fund is to use all available market data together with fund-specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for Valic Company I, which you can use to evaluate the future volatility of the fund. Please validate Valic Company Semi Deviation of 0.6939, risk adjusted performance of 0.0727, and Coefficient Of Variation of 970.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.0509%.
The entity has a beta of 0.9252, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Valic's beta means in this case. Valic Company returns are very sensitive to returns on the market. As the market goes up or down, Valic Company is expected to follow. Although it is extremely important to respect Valic Company I current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Valic Company I technical indicators, you can presently evaluate if the expected return of 0.0509% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.58)   

Good reverse predictability

Valic Company I has good reverse predictability. Overlapping area represents the amount of predictability between Valic Company time series from 22nd of September 2021 to 7th of October 2021 and 7th of October 2021 to 22nd of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valic Company I price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Valic Company price fluctuation can be explain by its past prices. Given that Valic Company I has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Valic Company for similar time interval.
Correlation Coefficient-0.58
Spearman Rank Test-0.39
Residual Average0.0
Price Variance0.85

Valic Company I lagged returns against current returns

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

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

Valic Company Lagged Returns

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

Valic Company Investors Sentiment

The influence of Valic Company's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Valic. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - VSTIX

Valic Company I Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Valic Company I. What is your outlook on investing in Valic Company I? Are you bullish or bearish?
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Bearish
50% Bullish
50% Bearish
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Also, please take a look at Valic Company Hype Analysis, Valic Company Correlation, Portfolio Optimization, Valic Company Volatility, as well as analyze Valic Company Alpha and Beta and Valic Company Performance. Note that the Valic Company I information on this page should be used as a complementary analysis to other Valic Company'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 Equity Search module to search for activelly traded equities including funds and ETFs from over 30 global markets.

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