Vanguard Value Index Etf Market Value

VTV Etf  USD 165.07  1.20  0.72%   
Vanguard Value's market value is the price at which a share of Vanguard Value trades on a public exchange. It measures the collective expectations of Vanguard Value Index investors about its performance. Vanguard Value is selling for under 165.07 as of the 21st of July 2024; that is 0.72 percent down since the beginning of the trading day. The etf's lowest day price was 164.9.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Value Index and determine expected loss or profit from investing in Vanguard Value over a given investment horizon. Check out Vanguard Value Correlation, Vanguard Value Volatility and Vanguard Value Alpha and Beta module to complement your research on Vanguard Value.

The market value of Vanguard Value 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 Value's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Value'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 Value's market value can be influenced by many factors that don't directly affect Vanguard Value'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 Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Value'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 Value '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 Value'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 Value.
No Change 0.00  0.0 
In 30 days
If you would invest  0.00  in Vanguard Value on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Value Index or generate 0.0% return on investment in Vanguard Value over 30 days. Vanguard Value is related to or competes with Northern Lights, SCOR PK, Morningstar Unconstrained, Via Renewables, Knife River, First Physicians, and CarMax. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Value Index,... More

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

Vanguard Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Value's standard deviation. In reality, there are many statistical measures that can use Vanguard Value historical prices to predict the future Vanguard Value's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Value'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 Value Index Backtested Returns

At this stage we consider Vanguard Etf to be very steady. Vanguard Value Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the etf had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Value Index, which you can use to evaluate the volatility of the etf. Please validate Vanguard Value's Coefficient Of Variation of 522.13, semi deviation of 0.4065, and Risk Adjusted Performance of 0.1214 to confirm if the risk estimate we provide is consistent with the expected return of 0.0905%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Value is expected to be smaller as well.



Very good reverse predictability

Vanguard Value Index has very good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Value time series from 21st of June 2024 to 6th of July 2024 and 6th of July 2024 to 21st of July 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 Value Index price movement. The serial correlation of -0.7 indicates that around 70.0% of current Vanguard Value price fluctuation can be explain by its past prices.
Correlation Coefficient-0.7
Spearman Rank Test0.09
Residual Average0.0
Price Variance5.34

Vanguard Value Index lagged returns against current returns

Autocorrelation, which is Vanguard Value 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 Value's etf expected returns. We can calculate the autocorrelation of Vanguard Value returns to help us make a trade decision. For example, suppose you find that Vanguard Value 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   

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

Vanguard Value Lagged Returns

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

Thematic Opportunities

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Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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Additional Information and Resources on Investing in Vanguard Etf

When determining whether Vanguard Value Index is a strong investment it is important to analyze Vanguard Value's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Value's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
Check out Vanguard Value Correlation, Vanguard Value Volatility and Vanguard Value Alpha and Beta module to complement your research on Vanguard Value.
You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Vanguard Value 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.
A focus of Vanguard Value technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Value 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...