Vanguard Etf Market Value

VUG -  USA Etf  

USD 320.90  5.89  1.87%

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

The market value of Vanguard Growth ETF 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 Growth's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Growth'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 Growth's market value can be influenced by many factors that don't directly affect Vanguard Growth'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 Growth's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard Growth value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Growth'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 Growth '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 Growth'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 Growth.
0.00
10/31/2021
No Change 0.00  0.0 
In 30 days
11/30/2021
0.00
If you would invest  0.00  in Vanguard Growth on October 31, 2021 and sell it all today you would earn a total of 0.00 from holding Vanguard Growth ETF or generate 0.0% return on investment in Vanguard Growth over 30 days. Vanguard Growth is related to or competes with Russell Top. The investment seeks to track the performance of the CRSP US Large Cap Growth Index that measures the investment return ...

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

Vanguard Growth Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Growth's standard deviation. In reality, there are many statistical measures that can use Vanguard Growth historical prices to predict the future Vanguard Growth'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 Growth'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 Growth in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
320.11321.04321.97
Details
Intrinsic
Valuation
LowReal ValueHigh
288.81325.12326.05
Details
Naive
Forecast
LowNext ValueHigh
318.99319.92320.85
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
297.86315.93334.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Growth. Your research has to be compared to or analyzed against Vanguard Growth's peers to derive any actionable benefits. When done correctly, Vanguard Growth'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 Growth ETF.

Vanguard Growth ETF Backtested Returns

We consider Vanguard Growth very steady. Vanguard Growth ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0778, which indicates the etf had 0.0778% 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 Growth ETF, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Growth Semi Deviation of 1.01, risk adjusted performance of 0.0543, and Coefficient Of Variation of 1418.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.0725%.
The entity has a beta of 0.8684, which indicates possible diversification benefits within a given portfolio. Let's try to break down what Vanguard's beta means in this case. Vanguard Growth returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Growth is expected to follow. Although it is extremely important to respect Vanguard Growth ETF current price movements, it is better to be realistic regarding the information on equity 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 Growth ETF technical indicators, you can presently evaluate if the expected return of 0.0725% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.44   

Average predictability

Vanguard Growth ETF has average predictability. Overlapping area represents the amount of predictability between Vanguard Growth time series from 31st of October 2021 to 15th of November 2021 and 15th of November 2021 to 30th of November 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 Vanguard Growth ETF price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Vanguard Growth price fluctuation can be explain by its past prices.
Correlation Coefficient0.44
Spearman Rank Test-0.15
Residual Average0.0
Price Variance7.08

Vanguard Growth ETF lagged returns against current returns

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

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

Vanguard Growth Lagged Returns

When evaluating Vanguard Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Growth etf have on its future price. Vanguard Growth 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 Growth autocorrelation shows the relationship between Vanguard Growth etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Growth ETF.
 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 Growth 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 Growth Hype Analysis, Vanguard Growth Correlation, Portfolio Optimization, Vanguard Growth Volatility, as well as analyze Vanguard Growth Alpha and Beta and Vanguard Growth Performance. Note that the Vanguard Growth ETF information on this page should be used as a complementary analysis to other Vanguard Growth'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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Vanguard Growth 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, stock market cycles, or different charting patterns.
A focus of Vanguard Growth technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Growth 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...