Vanguard Mutual Fund Market Value

VFIAX
 Fund
  

USD 372.44  5.75  1.57%   

Vanguard 500's market value is the price at which a share of Vanguard 500 stock trades on a public exchange. It measures the collective expectations of Vanguard 500 Index investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vanguard 500 Index and determine expected loss or profit from investing in Vanguard 500 over a given investment horizon. Also, please take a look at Vanguard 500 Correlation, Vanguard 500 Volatility and Vanguard 500 Alpha and Beta module to complement your research on Vanguard 500.
Symbol

Please note, there is a significant difference between Vanguard 500's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard 500 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard 500'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 500 '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 500'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 500.
0.00
10/30/2022
No Change 0.00  0.0 
In 31 days
11/29/2022
0.00
If you would invest  0.00  in Vanguard 500 on October 30, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard 500 Index or generate 0.0% return on investment in Vanguard 500 over 30 days. Vanguard 500 is related to or competes with Vanguard Institutional. The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a wi... More

Vanguard 500 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 500'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 500 Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard 500 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard 500's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard 500's standard deviation. In reality, there are many statistical measures that can use Vanguard 500 historical prices to predict the future Vanguard 500'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 500'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 500 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
370.64372.30373.96
Details
Intrinsic
Valuation
LowReal ValueHigh
350.30351.96409.68
Details
Naive
Forecast
LowNext ValueHigh
376.57378.23379.89
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
347.17360.96374.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard 500. Your research has to be compared to or analyzed against Vanguard 500's peers to derive any actionable benefits. When done correctly, Vanguard 500'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 500 Index.

Vanguard 500 Index Backtested Returns

We consider Vanguard 500 very steady. Vanguard 500 Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0142, which indicates the fund had 0.0142% 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-one technical indicators for Vanguard 500 Index, which you can use to evaluate the future volatility of the fund. Please validate Vanguard 500 coefficient of variation of (2,493), and Risk Adjusted Performance of (0.06) to confirm if the risk estimate we provide is consistent with the expected return of 0.0236%.
The entity has a beta of 1.1355, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vanguard's beta means in this case. Vanguard 500 returns are very sensitive to returns on the market. As the market goes up or down, Vanguard 500 is expected to follow. Although it is important to respect Vanguard 500 Index 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 fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vanguard 500 Index technical indicators, you can presently evaluate if the expected return of 0.0236% will be sustainable into the future.

Auto-correlation

    
  0.22  

Weak predictability

Vanguard 500 Index has weak predictability. Overlapping area represents the amount of predictability between Vanguard 500 time series from 30th of October 2022 to 14th of November 2022 and 14th of November 2022 to 29th of November 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 500 Index price movement. The serial correlation of 0.22 indicates that over 22.0% of current Vanguard 500 price fluctuation can be explain by its past prices.
Correlation Coefficient0.22
Spearman Rank Test0.56
Residual Average0.0
Price Variance7.47

Vanguard 500 Index lagged returns against current returns

Autocorrelation, which is Vanguard 500 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 500's mutual fund expected returns. We can calculate the autocorrelation of Vanguard 500 returns to help us make a trade decision. For example, suppose you find that Vanguard 500 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  

Vanguard 500 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 500 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard 500 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 500 mutual fund over time.
   Current vs Lagged Prices   
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       Timeline  

Vanguard 500 Lagged Returns

When evaluating Vanguard 500's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard 500 mutual fund have on its future price. Vanguard 500 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 500 autocorrelation shows the relationship between Vanguard 500 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard 500 Index.
   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 500 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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Also, please take a look at Vanguard 500 Correlation, Vanguard 500 Volatility and Vanguard 500 Alpha and Beta module to complement your research on Vanguard 500. Note that the Vanguard 500 Index information on this page should be used as a complementary analysis to other Vanguard 500'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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When running Vanguard 500 Index price analysis, check to measure Vanguard 500'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 500 is operating at the current time. Most of Vanguard 500's value examination focuses on studying past and present price action to predict the probability of Vanguard 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard 500's price. Additionally, you may evaluate how the addition of Vanguard 500 to your portfolios can decrease your overall portfolio volatility.
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Vanguard 500 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, fund market cycles, or different charting patterns.
A focus of Vanguard 500 technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard 500 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...