Vanguard Dividend Appreciation Etf Market Value
| VIG Etf | USD 173.33 0.65 0.37% |
| Symbol | Vanguard |
The market value of Vanguard Dividend 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 Dividend's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Dividend's 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 Dividend's market value can be influenced by many factors that don't directly affect Vanguard Dividend's 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 Dividend's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Dividend is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Dividend'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 Dividend '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 Dividend's 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 Dividend.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Vanguard Dividend on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Dividend Appreciation or generate 0.0% return on investment in Vanguard Dividend over 720 days. Vanguard Dividend is related to or competes with Dimensional Targeted, Dimensional World, and Dimensional Small. The adviser employs an indexing investment approach designed to track the performance of the index, which consists of co... More
Vanguard Dividend 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 Dividend's 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 Dividend Appreciation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6589 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.55 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 0.8539 |
Vanguard Dividend Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Dividend's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Dividend's standard deviation. In reality, there are many statistical measures that can use Vanguard Dividend historical prices to predict the future Vanguard Dividend's volatility.| Risk Adjusted Performance | 0.0403 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0434 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Dividend'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.
Vanguard Dividend Backtested Returns
We consider Vanguard Dividend very steady. Vanguard Dividend owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0266, which indicates the etf had a 0.0266% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Dividend Appreciation, which you can use to evaluate the volatility of the etf. Please validate Vanguard Dividend's Coefficient Of Variation of 1524.57, semi deviation of 0.5706, and Risk Adjusted Performance of 0.0403 to confirm if the risk estimate we provide is consistent with the expected return of 0.0159%. The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Dividend is expected to be smaller as well.
Auto-correlation | 0.57 |
Modest predictability
Vanguard Dividend Appreciation has modest predictability. Overlapping area represents the amount of predictability between Vanguard Dividend time series from 30th of April 2022 to 25th of April 2023 and 25th of April 2023 to 19th of April 2024. 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 Dividend price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Vanguard Dividend price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 87.46 |
Vanguard Dividend lagged returns against current returns
Autocorrelation, which is Vanguard Dividend 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 Dividend's etf expected returns. We can calculate the autocorrelation of Vanguard Dividend returns to help us make a trade decision. For example, suppose you find that Vanguard Dividend has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Dividend 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 Dividend etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Dividend etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Dividend etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Dividend Lagged Returns
When evaluating Vanguard Dividend's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Dividend etf have on its future price. Vanguard Dividend 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 Dividend autocorrelation shows the relationship between Vanguard Dividend etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Dividend Appreciation.
Regressed Prices |
| Timeline |
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 Dividend 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 Dividend's short interest history, or implied volatility extrapolated from Vanguard Dividend options trading.
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.When determining whether Vanguard Dividend is a strong investment it is important to analyze Vanguard Dividend's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Dividend's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:Check out Vanguard Dividend Correlation, Vanguard Dividend Volatility and Vanguard Dividend Alpha and Beta module to complement your research on Vanguard Dividend. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Vanguard Dividend 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, etf market cycles, or different charting patterns.