Vanguard Momentum Etf Forecast - Naive Prediction
| VFMO Etf | USD 194.67 3.42 1.79% |
The Naive Prediction forecasted value of Vanguard Momentum Factor on the next trading day is expected to be 190.42 with a mean absolute deviation of 2.95 and the sum of the absolute errors of 179.65. Vanguard Etf Forecast is based on your current time horizon.
As of today the relative strength momentum indicator of Vanguard Momentum's share price is below 20 . This entails that the etf is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Vanguard Momentum hype-based prediction, you can estimate the value of Vanguard Momentum Factor from the perspective of Vanguard Momentum response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Vanguard Momentum using Vanguard Momentum's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Vanguard using crowd psychology based on the activity and movement of Vanguard Momentum's stock price.
Vanguard Momentum Implied Volatility | 0.19 |
Vanguard Momentum's implied volatility exposes the market's sentiment of Vanguard Momentum Factor stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Vanguard Momentum's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Vanguard Momentum stock will not fluctuate a lot when Vanguard Momentum's options are near their expiration.
The Naive Prediction forecasted value of Vanguard Momentum Factor on the next trading day is expected to be 190.42 with a mean absolute deviation of 2.95 and the sum of the absolute errors of 179.65. Vanguard Momentum after-hype prediction price | USD 194.64 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Vanguard | Build AI portfolio with Vanguard Etf |
Open Interest Against 2026-02-20 Vanguard Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Vanguard Momentum's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Vanguard Momentum's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Vanguard Momentum stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Vanguard Momentum's open interest, investors have to compare it to Vanguard Momentum's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Vanguard Momentum is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Vanguard. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Vanguard Momentum Additional Predictive Modules
Most predictive techniques to examine Vanguard price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Vanguard using various technical indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Vanguard Momentum Naive Prediction Price Forecast For the 5th of January
Given 90 days horizon, the Naive Prediction forecasted value of Vanguard Momentum Factor on the next trading day is expected to be 190.42 with a mean absolute deviation of 2.95, mean absolute percentage error of 12.79, and the sum of the absolute errors of 179.65.Please note that although there have been many attempts to predict Vanguard Etf prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Vanguard Momentum's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Vanguard Momentum Etf Forecast Pattern
| Backtest Vanguard Momentum | Vanguard Momentum Price Prediction | Buy or Sell Advice |
Vanguard Momentum Forecasted Value
In the context of forecasting Vanguard Momentum's Etf value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Vanguard Momentum's downside and upside margins for the forecasting period are 188.89 and 191.95, respectively. We have considered Vanguard Momentum's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Vanguard Momentum etf data series using in forecasting. Note that when a statistical model is used to represent Vanguard Momentum etf, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 120.6588 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 2.945 |
| MAPE | Mean absolute percentage error | 0.0155 |
| SAE | Sum of the absolute errors | 179.6471 |
Predictive Modules for Vanguard Momentum
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vanguard Momentum Factor. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Other Forecasting Options for Vanguard Momentum
For every potential investor in Vanguard, whether a beginner or expert, Vanguard Momentum's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Vanguard Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Vanguard. Basic forecasting techniques help filter out the noise by identifying Vanguard Momentum's price trends.Vanguard Momentum Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Vanguard Momentum etf to make a market-neutral strategy. Peer analysis of Vanguard Momentum could also be used in its relative valuation, which is a method of valuing Vanguard Momentum by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Vanguard Momentum Factor Technical and Predictive Analytics
The etf market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Vanguard Momentum's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Vanguard Momentum's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Vanguard Momentum Market Strength Events
Market strength indicators help investors to evaluate how Vanguard Momentum etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Momentum shares will generate the highest return on investment. By undertsting and applying Vanguard Momentum etf market strength indicators, traders can identify Vanguard Momentum Factor entry and exit signals to maximize returns.
Vanguard Momentum Risk Indicators
The analysis of Vanguard Momentum's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Vanguard Momentum's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting vanguard etf prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.18 | |||
| Semi Deviation | 1.63 | |||
| Standard Deviation | 1.5 | |||
| Variance | 2.25 | |||
| Downside Variance | 2.78 | |||
| Semi Variance | 2.65 | |||
| Expected Short fall | (1.15) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Pair Trading with Vanguard Momentum
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Momentum position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Momentum will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 0.85 | VO | Vanguard Mid Cap | PairCorr |
| 0.93 | VXF | Vanguard Extended Market | PairCorr |
| 0.63 | IJH | iShares Core SP | PairCorr |
| 0.78 | IWR | iShares Russell Mid | PairCorr |
| 0.64 | MDY | SPDR SP MIDCAP | PairCorr |
The ability to find closely correlated positions to Vanguard Momentum could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Momentum when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Momentum - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Momentum Factor to buy it.
The correlation of Vanguard Momentum is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Momentum moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Momentum Factor moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Momentum can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Historical Fundamental Analysis of Vanguard Momentum to cross-verify your projections. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
The market value of Vanguard Momentum Factor 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 Momentum's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Momentum'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 Momentum's market value can be influenced by many factors that don't directly affect Vanguard Momentum'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 Momentum's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Momentum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Momentum'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.