Vanguard Developed Markets Fund Probability of Future Mutual Fund Price Finishing Over 19.09
| VTMGX Fund | USD 15.78 0.06 0.38% |
Vanguard |
Vanguard Developed Target Price Odds to finish over 19.09
The tendency of Vanguard Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over $ 19.09 or more in 90 days |
| 15.78 | 90 days | 19.09 | near 1 |
Based on a normal probability distribution, the odds of Vanguard Developed to move over $ 19.09 or more in 90 days from now is near 1 (This Vanguard Developed Markets probability density function shows the probability of Vanguard Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Vanguard Developed price to stay between its current price of $ 15.78 and $ 19.09 at the end of the 90-day period is about 98.0 .
Assuming the 90 days horizon Vanguard Developed Markets has a beta of -0.079. This entails as returns on the benchmark increase, returns on holding Vanguard Developed are expected to decrease at a much lower rate. During a bear market, however, Vanguard Developed Markets is likely to outperform the market. Additionally Vanguard Developed Markets has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Vanguard Developed Price Density |
| Price |
Predictive Modules for Vanguard Developed
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 Developed. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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.Vanguard Developed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vanguard Developed is not an exception. The market had few large corrections towards the Vanguard Developed's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Vanguard Developed Markets, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vanguard Developed within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | -0.08 | |
σ | Overall volatility | 0.33 | |
Ir | Information ratio | -0.2 |
Vanguard Developed Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Vanguard Developed for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vanguard Developed can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Vanguard Developed generated a negative expected return over the last 90 days | |
| The fund keeps 97.06% of its net assets in stocks |
Vanguard Developed Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vanguard Mutual Fund often depends not only on the future outlook of the current and potential Vanguard Developed's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vanguard Developed's indicators that are reflective of the short sentiment are summarized in the table below.
Vanguard Developed Technical Analysis
Vanguard Developed's future price can be derived by breaking down and analyzing its technical indicators over time. Vanguard Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vanguard Developed Markets. In general, you should focus on analyzing Vanguard Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Vanguard Developed Predictive Forecast Models
Vanguard Developed's time-series forecasting models is one of many Vanguard Developed's mutual fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Vanguard Developed's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the mutual fund market movement and maximize returns from investment trading.
Things to note about Vanguard Developed
Checking the ongoing alerts about Vanguard Developed for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vanguard Developed help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Vanguard Developed generated a negative expected return over the last 90 days | |
| The fund keeps 97.06% of its net assets in stocks |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Developed financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Developed security.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |