Vanguard Sp Mid Cap Fund Market Value

VMFVX Fund  USD 354.37  7.69  2.12%   
Vanguard's market value is the price at which a share of Vanguard trades on a public exchange. It measures the collective expectations of Vanguard Sp Mid Cap investors about its performance. Vanguard is trading at 354.37 as of the 28th of March 2024; that is -2.12 percent decrease since the beginning of the trading day. The fund's open price was 362.06.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Sp Mid Cap and determine expected loss or profit from investing in Vanguard over a given investment horizon. Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard.
Symbol

Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard'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 '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'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.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Sp Mid Cap or generate 0.0% return on investment in Vanguard over 30 days. Vanguard is related to or competes with USCF Gold, Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, and Vanguard Emerging. The fund employs an indexing investment approach designed to track the performance of the index, which represents the va... More

Vanguard 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'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 Sp Mid Cap upside and downside potential and time the market with a certain degree of confidence.

Vanguard Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard'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.
Hype
Prediction
LowEstimatedHigh
353.41354.37355.33
Details
Intrinsic
Valuation
LowRealHigh
323.82324.78389.81
Details
Naive
Forecast
LowNextHigh
355.83356.78357.74
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
349.68356.93364.18
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard. Your research has to be compared to or analyzed against Vanguard's peers to derive any actionable benefits. When done correctly, Vanguard's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Sp Mid-cap.

Vanguard Sp Mid-cap Backtested Returns

We consider Vanguard very steady. Vanguard Sp Mid-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0273, which indicates the fund had a 0.0273% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Sp Mid Cap, which you can use to evaluate the volatility of the fund. Please validate Vanguard's Coefficient Of Variation of 1823.77, risk adjusted performance of 0.0341, and Semi Deviation of 0.9743 to confirm if the risk estimate we provide is consistent with the expected return of 0.0262%. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard are expected to decrease at a much lower rate. During the bear market, Vanguard is likely to outperform the market.

Auto-correlation

    
  0.69  

Good predictability

Vanguard Sp Mid Cap has good predictability. Overlapping area represents the amount of predictability between Vanguard time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 Sp Mid-cap price movement. The serial correlation of 0.69 indicates that around 69.0% of current Vanguard price fluctuation can be explain by its past prices.
Correlation Coefficient0.69
Spearman Rank Test0.69
Residual Average0.0
Price Variance18.72

Vanguard Sp Mid-cap lagged returns against current returns

Autocorrelation, which is Vanguard 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's mutual fund expected returns. We can calculate the autocorrelation of Vanguard returns to help us make a trade decision. For example, suppose you find that Vanguard has exhibited high autocorrelation historically, and you observe that the mutual fund 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard 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 mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Lagged Returns

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

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.
Check out Vanguard Correlation, Vanguard Volatility and Vanguard Alpha and Beta module to complement your research on Vanguard.
You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

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