Vanguard Momentum Factor Etf Price on November 22, 2024
| VFMO Etf | USD 177.06 2.37 1.36% |
Below is the normalized historical share price chart for Vanguard Momentum Factor 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 Momentum stands at 177.06, as last reported on the 23rd of November, with the highest price reaching 177.14 and the lowest price hitting 175.29 during the day.
If you're considering investing in Vanguard Etf, it is important to understand the factors that can impact its price. As of now, Vanguard Etf is very steady. Vanguard Momentum Factor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the etf had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Momentum Factor, which you can use to evaluate the volatility of the etf. Please validate Vanguard Momentum's Coefficient Of Variation of 660.18, risk adjusted performance of 0.1189, and Semi Deviation of 0.8241 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%.
Vanguard Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 20.13 | 200 Day MA 152.9531 | 1 y Volatility 17.02 | 50 Day MA 164.1175 | Inception Date 2018-02-13 |
Vanguard |
Sharpe Ratio = 0.1666
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Estimated Market Risk
| 1.13 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Vanguard Momentum 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 Momentum by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 16.6 K |
Vanguard Momentum Valuation on November 22, 2024
It is possible to determine the worth of Vanguard Momentum on a given historical date. On November 22, 2024 Vanguard was worth 175.38 at the beginning of the trading date compared to the closed value of 177.06. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Momentum etf. Still, in general, we apply an absolute valuation method to find Vanguard Momentum'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 Momentum where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Momentum's related companies.
| Open | High | Low | Close | Volume | |
| 173.71 | 175.35 | 172.65 | 174.69 | 52,020 | |
11/22/2024 | 175.38 | 177.14 | 175.29 | 177.06 | 58,135 |
| Backtest Vanguard Momentum | | | Vanguard Momentum History | | | Vanguard Momentum Valuation | Previous |
Vanguard Momentum Trading Date Momentum on November 22, 2024
| On November 22 2024 Vanguard Momentum Factor was traded for 177.06 at the closing time. The top price for the day was 177.14 and the lowest listed price was 175.29 . The trading volume for the day was 58.1 K. The trading history from November 22, 2024 did not result in any price rise and fall. The trading price change against the current closing price is 0.95% . |
Vanguard Momentum Factor Fundamentals Correlations and Trends
By evaluating Vanguard Momentum'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 Momentum'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 Momentum Etf history
Vanguard Momentum 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 Momentum Factor 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 Momentum stock prices may prove useful in developing a viable investing in Vanguard Momentum
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 strong recent performance as determined by the advisor. US Momentum is traded on BATS Exchange in the United States.
Vanguard Momentum Etf Technical Analysis
Vanguard Momentum 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.
Price Boundaries
Vanguard Momentum Period Price Range
Low | November 23, 2024
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0.00 | 0.00 |
Vanguard Momentum Factor cannot be verified against its exchange. Please verify the symbol is currently traded on BATS 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 Momentum November 23, 2024 Market Strength
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 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Momentum's price direction in advance. Along with the technical and fundamental analysis of Vanguard Etf 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 | 0.1189 | |||
| Jensen Alpha | 0.0357 | |||
| Total Risk Alpha | 0.0141 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.1272 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Momentum Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
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.