Mortgage-Backed Etf Profile

VMBS
 Etf
  

USD 48.12  0.04  0.08%   

Market Performance
0 of 100
Odds Of Distress
Less than 38
Mortgage-Backed Securities is selling at 48.12 as of the 6th of July 2022; that is 0.08 percent increase since the beginning of the trading day. The etf's lowest day price was 48.02. Mortgage-Backed Securities has about a 38 percent probability of financial distress in the next few years of operation and has generated negative returns over the last 90 days. Equity ratings for Mortgage-Backed Securities Vanguard are calculated daily based on our scoring framework. The performance scores are derived for the period starting the 16th of July 2020 and ending today, the 6th of July 2022. Click here to learn more.
The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. Mortgage-Backed Securities is traded on NYSEArca Exchange in the United States. More on Mortgage-Backed Securities Vanguard

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Mortgage-Backed Securities Etf Highlights

Most reasonable investors view market volatility as an opportunity to invest at a favorable price or to sell short against a bearish trend. If you consider yourself one of those investors, make sure you clearly understand your entering position. Mortgage-Backed Securities' investment highlights are automatically generated signals that are significant enough to either complement your investing judgment regarding Mortgage-Backed Securities or challenge it. These highlights can help you better understand the position you are entering and avoid costly mistakes.
Mortgage-Backed Securities generated a negative expected return over the last 90 days
The fund created three year return of -1.0%
Mortgage-Backed Securities keeps all of the net assets in exotic instruments
Macroaxis Advice
Unlike general analyst consensus, Macroaxis buy hold or sell recommendation is provided in the context of your current investment horizon and risk tolerance. The advice algorithm takes into account all of Mortgage-Backed Securities' available fundamental, technical, and predictive indicators. Your current horizon is 90 days - details
Cautious HoldFairly Valued
IssuerVanguard
DescriptionVanguard Mortgage-Backed Securities ETF
Inception Date2009-11-19
BenchmarkBarclays Capital U.S. MBS Float Adjusted Index
Entity TypeRegulated Investment Company
Asset Under Management14.49 Billion
Average Trading Valume2.45 Million
Asset TypeFixed Income
CategoryU.S. Government
FocusAgency MBS
Market ConcentrationDeveloped Markets
RegionNorth America
AdministratorThe Vanguard Group, Inc.
AdvisorThe Vanguard Group, Inc.
CustodianJPMorgan Chase Bank, N.A.
DistributorVanguard Marketing Corporation
Portfolio ManagerWilliam D. Baird, Joshua C. Barrickman
Transfer AgentThe Vanguard Group, Inc.
Fiscal Year End31-Aug
ExchangeNASDAQ
Number of Constituents551
Market MakerSusquehanna
Total Expense0.04
Management Fee0.03
Nav Price48.22
Two Hundred Day Average50.98
Ytd-8.18%
Average Daily Volume In Three Month3.22M
Fifty Two Week Low46.19
As Of Date11th of May 2022
Average Daily Volume Last 10 Day2.13M
Fifty Two Week High53.68
One Month-1.03%
Fifty Day Average47.94
Three Month-5.58%
Mortgage-Backed Securities Vanguard [VMBS] is traded in USA and was established 2009-11-19. The fund is listed under Intermediate Government category and is part of Vanguard family. Mortgage-Backed Securities at this time have 15.55 B in net assets. , while the total return for the last 3 years was -0.83%.
Check Mortgage-Backed Securities Probability Of Bankruptcy

Sector Allocation (%)

Investors will always prefer to have their portfolios divercified against different sectors. The broad sector allocation increases the possibility of making a profit or at least avoiding a loss. However, this may also reduce the expected return on Mortgage-Backed Etf. Generally, it depends on diversification level and type but usually, the broader the sector allocation, the less risk can be expected from holding Mortgage-Backed Etf, and the less return is expected.
Institutional investors that are interested in enforcing a sector tilt in their portfolio can use exchange-traded funds, such as Mortgage-Backed Securities Vanguard Etf, as a low-cost alternative to building a custom portfolio. So, using sector ETFs to diversify your portfolio can be a profitable strategy. However, no matter what sectors are desirable at a given time, no single industry should ever make up more than 20 percent of your stock portfolio.

Mortgage-Backed Securities Target Price Odds Analysis

What are Mortgage-Backed Securities' target price odds to finish over the current price? In regard to a normal probability distribution, the odds of Mortgage-Backed Securities jumping above the current price in 90 days from now is about 46.23%. The Mortgage-Backed Securities Vanguard probability density function shows the probability of Mortgage-Backed Securities etf to fall within a particular range of prices over 90 days. Given the investment horizon of 90 days Mortgage-Backed Securities has a beta of 0.1013. This entails as returns on the market go up, Mortgage-Backed Securities average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Mortgage-Backed Securities Vanguard will be expected to be much smaller as well. Additionally, the company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Mortgage-Backed Securities is significantly underperforming DOW.
  Odds Below 48.12HorizonTargetOdds Above 48.12
53.09%90 days
 48.12 
46.23%
Based on a normal probability distribution, the odds of Mortgage-Backed Securities to move above the current price in 90 days from now is about 46.23 (This Mortgage-Backed Securities Vanguard probability density function shows the probability of Mortgage-Backed Etf to fall within a particular range of prices over 90 days) .

Mortgage-Backed Securities Top Holders

Mortgage-Backed Securities Risk Profiles

Investors will always prefer to have the highest possible return on investment while minimizing volatility. Mortgage-Backed Securities market risk premium is the additional return an investor will receive from holding Mortgage-Backed Securities long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Mortgage-Backed Securities. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Although Mortgage-Backed Securities' alpha and beta are two of the key measurements used to evaluate Mortgage-Backed Securities' performance over the market, the standard measures of volatility play an important role as well.

Mortgage-Backed Securities Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Mortgage-Backed Securities Inverse Tangent Over Price Movement function is an inverse trigonometric method to describe Mortgage-Backed Securities price patterns.
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Mortgage-Backed Securities Against Markets

Picking the right benchmark for Mortgage-Backed Securities etf is fundamental to making educated investment choices. Many naive investors compare their positions with the S&P 500 or with the Nasdaq. But these benchmarks are not all-inclusive and generally should be used only for large-capitalization equities or stock offerings from large companies. When the price of a selected benchmark declines in a down market, there may be an uptick in Mortgage-Backed Securities etf price where buyers come in believing the asset is cheap. The opposite is true when the market is bullish; so, accurately picking the benchmark for Mortgage-Backed Securities is critical whether you are bullish or bearish towards Mortgage-Backed Securities Vanguard at a given time.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Mortgage-Backed Securities 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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Investing Mortgage-Backed Securities Vanguard

You need to understand the risk of investing before taking a position in Mortgage-Backed Securities. The danger of trading Mortgage-Backed Securities Vanguard is mainly related to its market volatility and ETF specific events. As an investor, you must understand the concept of risk-adjusted return before you start trading. The most common way to measure the risk of Mortgage-Backed Securities is by using the Sharpe ratio. The ratio expresses how much excess return you acquire for the extra volatility you endure for holding a more risker asset than Mortgage-Backed Securities. The Shape ratio is calculated by using standard deviation and excess return to determine reward per unit of risk. To understand how volatile Mortgage-Backed Securities is, you must compare it to a benchmark. Traditionally, the risk-free rate of return is the rate of return on the shortest-dated U.S. Treasury, such as a 3-year bond.
Also, please take a look at World Market Map. Note that the Mortgage-Backed Securities information on this page should be used as a complementary analysis to other Mortgage-Backed Securities' 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 actively traded equities including funds and ETFs from over 30 global markets.

Complementary Tools for Mortgage-Backed Etf analysis

When running Mortgage-Backed Securities price analysis, check to measure Mortgage-Backed Securities' 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 Mortgage-Backed Securities is operating at the current time. Most of Mortgage-Backed Securities' value examination focuses on studying past and present price action to predict the probability of Mortgage-Backed Securities' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Mortgage-Backed Securities' price. Additionally, you may evaluate how the addition of Mortgage-Backed Securities to your portfolios can decrease your overall portfolio volatility.
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The market value of Mortgage-Backed Securities is measured differently than its book value, which is the value of Mortgage-Backed that is recorded on the company's balance sheet. Investors also form their own opinion of Mortgage-Backed Securities' value that differs from its market value or its book value, called intrinsic value, which is Mortgage-Backed Securities' 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 Mortgage-Backed Securities' market value can be influenced by many factors that don't directly affect Mortgage-Backed Securities' 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 Mortgage-Backed Securities' value and its price as these two are different measures arrived at by different means. Investors typically determine Mortgage-Backed Securities value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mortgage-Backed Securities' 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.