Vanguard Mutual Fund Market Value

VMCIX
 Fund
  

USD 54.32  0.33  0.60%   

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 Hype Analysis, Vanguard Index Correlation, Portfolio Optimization, Vanguard Index Volatility, as well as analyze Vanguard Index Alpha and Beta and Vanguard Index Performance.
Symbol
Backtest

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
07/10/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
06/30/2022
0.00
If you would invest  0.00  in Vanguard Index on July 10, 2020 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 720 days. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Index, a broad...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
52.4054.2756.14
Details
Intrinsic
Valuation
LowReal ValueHigh
53.5555.4257.29
Details
Naive
Forecast
LowNext ValueHigh
53.8755.7457.61
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
51.7256.4961.26
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 -0.15, which indicates the fund had -0.15% 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-one 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 (737.10), and Risk Adjusted Performance of (0.19) to confirm the risk estimate we provide.
The entity has a beta of 1.2201, 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-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  -0.61  

Very good reverse predictability

Vanguard Index Trust has very good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Index time series from 10th of July 2020 to 5th of July 2021 and 5th of July 2021 to 30th of June 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 -0.61 indicates that roughly 61.0% of current Vanguard Index price fluctuation can be explain by its past prices.
Correlation Coefficient-0.61
Spearman Rank Test-0.6
Residual Average0.0
Price Variance15.94

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 
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      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 
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      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 
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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 Index 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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Portfolio Volatility

Check portfolio volatility and analyze historical return density to properly model market risk
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Also, please take a look at Vanguard Index Hype Analysis, Vanguard Index Correlation, Portfolio Optimization, Vanguard Index Volatility, as well as analyze Vanguard Index Alpha and Beta and Vanguard Index Performance. Note that the Vanguard Index Trust information on this page should be used as a complementary analysis to other Vanguard Index'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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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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, stock 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...