Vanguard Etf Market Value

VIS
 Etf
  

USD 164.94  1.60  0.98%   

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

The market value of Vanguard Industrials 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 Industrials' value that differs from its market value or its book value, called intrinsic value, which is Vanguard Industrials' 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 Industrials' market value can be influenced by many factors that don't directly affect Vanguard Industrials' 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 Industrials' value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard Industrials value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Industrials' 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 Industrials '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 Industrials' 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 Industrials.
0.00
06/03/2022
No Change 0.00  0.0 
In 31 days
07/03/2022
0.00
If you would invest  0.00  in Vanguard Industrials on June 3, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Industrials ETF or generate 0.0% return on investment in Vanguard Industrials over 30 days. Vanguard Industrials is related to or competes with Coca Cola. The fund employs an indexing investment approach designed to track the performance of the MSCI US Investable Market Inde...More

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

Vanguard Industrials Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Industrials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Industrials' standard deviation. In reality, there are many statistical measures that can use Vanguard Industrials historical prices to predict the future Vanguard Industrials' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vanguard Industrials' 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 Industrials in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
163.33164.94166.55
Details
Intrinsic
Valuation
LowReal ValueHigh
141.06142.67181.43
Details
Naive
Forecast
LowNext ValueHigh
168.34169.95171.56
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
157.69172.46187.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Industrials. Your research has to be compared to or analyzed against Vanguard Industrials' peers to derive any actionable benefits. When done correctly, Vanguard Industrials' 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 Industrials ETF.

Vanguard Industrials ETF Backtested Returns

Vanguard Industrials ETF owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the etf had -0.15% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any etf is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Vanguard Industrials ETF exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Industrials risk adjusted performance of (0.23), and Coefficient Of Variation of (604.15) to confirm the risk estimate we provide.
The entity has a beta of 1.0464, 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 Industrials returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Industrials is expected to follow. Even though it is essential to pay attention to Vanguard Industrials ETF current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any etf'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 Industrials ETF exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.35  

Poor reverse predictability

Vanguard Industrials ETF has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Industrials time series from 3rd of June 2022 to 18th of June 2022 and 18th of June 2022 to 3rd of July 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 Industrials ETF price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Vanguard Industrials price fluctuation can be explain by its past prices.
Correlation Coefficient-0.35
Spearman Rank Test-0.48
Residual Average0.0
Price Variance3.67

Vanguard Industrials ETF lagged returns against current returns

Autocorrelation, which is Vanguard Industrials 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 Industrials' etf expected returns. We can calculate the autocorrelation of Vanguard Industrials returns to help us make a trade decision. For example, suppose you find that Vanguard Industrials 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 Industrials 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 Industrials etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Industrials etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Industrials etf over time.
 Current vs Lagged Prices 
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      Timeline 

Vanguard Industrials Lagged Returns

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

Vanguard Industrials Investors Sentiment

The influence of Vanguard Industrials' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vanguard. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard Industrials in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard Industrials' short interest history, or implied volatility extrapolated from Vanguard Industrials options trading.

Current Sentiment - VIS

Vanguard Industrials ETF Investor Sentiment

Greater number of Macroaxis users are at this time bullish on Vanguard Industrials ETF. What is your outlook on investing in Vanguard Industrials ETF? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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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 Industrials Hype Analysis, Vanguard Industrials Correlation, Portfolio Optimization, Vanguard Industrials Volatility, as well as analyze Vanguard Industrials Alpha and Beta and Vanguard Industrials Performance. Note that the Vanguard Industrials ETF information on this page should be used as a complementary analysis to other Vanguard Industrials' 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 Price Transformation module to use Price Transformation models to analyze depth of different equity instruments across global markets.

Complementary Tools for Vanguard Etf analysis

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