Vanguard Mutual Fund Market Value

VFINX
 Fund
  

USD 348.10  5.99  1.75%   

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

Please note, there is a significant difference between Vanguard Index's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard Index value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Index'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 Index '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 Index'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 Index.
0.00
08/26/2022
No Change 0.00  0.0 
In 31 days
09/25/2022
0.00
If you would invest  0.00  in Vanguard Index on August 26, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Index Trust or generate 0.0% return on investment in Vanguard Index over 30 days. Vanguard Index is related to or competes with Caterpillar. The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a wi... More

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

Vanguard Index Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Index's standard deviation. In reality, there are many statistical measures that can use Vanguard Index historical prices to predict the future Vanguard Index'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 Index'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 Index in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
346.54347.86349.18
Details
Intrinsic
Valuation
LowReal ValueHigh
313.29353.57354.89
Details
Naive
Forecast
LowNext ValueHigh
339.95341.27342.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
338.58355.14371.69
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Index. Your research has to be compared to or analyzed against Vanguard Index's peers to derive any actionable benefits. When done correctly, Vanguard Index'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 Index Trust.

Vanguard Index Trust Backtested Returns

Vanguard Index Trust owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0582, which indicates the fund had -0.0582% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Vanguard Index Trust exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Index coefficient of variation of (7,588), and Risk Adjusted Performance of (0.013491) to confirm the risk estimate we provide.
The entity has a beta of 1.1547, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vanguard's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Index will likely underperform. Even though it is essential to pay attention to Vanguard Index Trust current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard Index Trust exposes twenty-six different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.26  

Weak reverse predictability

Vanguard Index Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Index time series from 26th of August 2022 to 10th of September 2022 and 10th of September 2022 to 25th of September 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 Index Trust price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Vanguard Index price fluctuation can be explain by its past prices.
Correlation Coefficient-0.26
Spearman Rank Test-0.07
Residual Average0.0
Price Variance115.68

Vanguard Index Trust lagged returns against current returns

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

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

Vanguard Index Lagged Returns

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vanguard Index 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.

Did you try this?

Run Performance Analysis Now

   

Performance Analysis

Check effects of mean-variance optimization against your current asset allocation
All  Next Launch Module

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Also, please take a look at Vanguard Index Correlation, Vanguard Index Volatility and Vanguard Index Alpha and Beta module to complement your research on Vanguard Index. You can also try Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for analysis

When running Vanguard Index Trust price analysis, check to measure Vanguard Index'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 Index is operating at the current time. Most of Vanguard Index's value examination focuses on studying past and present price action to predict the probability of Vanguard Index's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard Index's price. Additionally, you may evaluate how the addition of Vanguard Index to your portfolios can decrease your overall portfolio volatility.
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Optimization
Compute new portfolio that will generate highest expected return given your specified tolerance for risk
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Vanguard Index 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 Index technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Index 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...