Vanguard Multifactor Fund Price on September 12, 2024
| VFMFX Fund | USD 45.60 0.08 0.18% |
Below is the normalized historical share price chart for Vanguard Multifactor extending back to February 15, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Vanguard Multifactor stands at 45.60, as last reported on the 2nd of December, with the highest price reaching 45.60 and the lowest price hitting 45.60 during the day.
If you're considering investing in Vanguard Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Multifactor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the fund had a 0.18% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Multifactor, which you can use to evaluate the volatility of the fund. Please validate Vanguard Multifactor's Semi Deviation of 0.596, coefficient of variation of 694.97, and Risk Adjusted Performance of 0.1123 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%.
Vanguard Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Vanguard |
Sharpe Ratio = 0.1758
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 13 87% of assets perform better |
Based on monthly moving average Vanguard Multifactor is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Multifactor by adding it to a well-diversified portfolio.
Vanguard Multifactor Valuation on September 12, 2024
It is possible to determine the worth of Vanguard Multifactor on a given historical date. On September 12, 2024 Vanguard was worth 40.41 at the beginning of the trading date compared to the closed value of 40.41. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Multifactor mutual fund. Still, in general, we apply an absolute valuation method to find Vanguard Multifactor's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Vanguard Multifactor where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Multifactor's related companies.
| Open | High | Low | Close | Volume | |
| 39.99 | 39.99 | 39.99 | 39.99 | 1.00 | |
09/12/2024 | 40.41 | 40.41 | 40.41 | 40.41 | 1.00 |
| 41.07 | 41.07 | 41.07 | 41.07 | 1.00 |
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Vanguard Multifactor Trading Date Momentum on September 12, 2024
| On September 13 2024 Vanguard Multifactor was traded for 41.07 at the closing time. The highest daily price throughout the period was 41.07 and the lowest price was 41.07 . There was no trading activity during the period 1.0. Lack of trading volume on 09/13/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 1.63% . The trading price change to current closing price is 4.23% . |
Vanguard Multifactor Fundamentals Correlations and Trends
By evaluating Vanguard Multifactor's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Vanguard Multifactor's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Vanguard financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Vanguard Multifactor Mutual Fund history
Vanguard Multifactor investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Vanguard is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Vanguard Multifactor will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Vanguard Multifactor stock prices may prove useful in developing a viable investing in Vanguard Multifactor
The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with relatively strong recent performance, strong fundamentals, and low prices relative to fundamentals as determined by the advisor. Under normal circumstances, at least 80 percent of the funds assets will be invested in securities issued by U.S. companies.
Vanguard Multifactor Mutual Fund Technical Analysis
Vanguard Multifactor 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.
Price Boundaries
Vanguard Multifactor Period Price Range
Low | December 2, 2024
| High |
0.00 | 0.00 |
Vanguard Multifactor cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Vanguard Multifactor December 2, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Multifactor mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Multifactor shares will generate the highest return on investment. By undertsting and applying Vanguard Multifactor mutual fund market strength indicators, traders can identify Vanguard Multifactor entry and exit signals to maximize returns
Vanguard Multifactor Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Multifactor's price direction in advance. Along with the technical and fundamental analysis of Vanguard Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vanguard to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1123 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.006 | |||
| Treynor Ratio | 0.1122 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Multifactor 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 Multifactor security.
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