Vanguard Mortgage Backed Securities Etf Price on November 18, 2024
| VMBS Etf | USD 45.77 0.11 0.24% |
Below is the normalized historical share price chart for Vanguard Mortgage Backed Securities extending back to November 23, 2009. 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 Mortgage stands at 45.77, as last reported on the 25th of November, with the highest price reaching 45.77 and the lowest price hitting 45.65 during the day.
If you're considering investing in Vanguard Etf, it is important to understand the factors that can impact its price. Vanguard Mortgage owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0909, which indicates the etf had a -0.0909% return per unit of risk over the last 3 months. Vanguard Mortgage Backed Securities exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Mortgage's Risk Adjusted Performance of (0.07), coefficient of variation of (1,491), and Variance of 0.0885 to confirm the risk estimate we provide.
Vanguard Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 8.45 | 200 Day MA 45.7853 | 1 y Volatility 8.76 | 50 Day MA 46.3502 | Inception Date 2009-11-19 |
Vanguard |
Sharpe Ratio = -0.0909
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VMBS |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Mortgage is not performing at its full potential. However, 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 Mortgage by adding Vanguard Mortgage to a well-diversified portfolio.
Vanguard Mortgage Valuation on November 18, 2024
It is possible to determine the worth of Vanguard Mortgage on a given historical date. On November 18, 2024 Vanguard was worth 45.39 at the beginning of the trading date compared to the closed value of 45.58. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Mortgage etf. Still, in general, we apply an absolute valuation method to find Vanguard Mortgage'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 Mortgage where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Mortgage's related companies.
| Open | High | Low | Close | Volume | |
| 45.45 | 45.69 | 45.36 | 45.55 | 2,032,700 | |
11/18/2024 | 45.39 | 45.62 | 45.39 | 45.58 | 1,083,475 |
| 45.70 | 45.75 | 45.64 | 45.65 | 1,530,462 |
| Backtest Vanguard Mortgage | | | Vanguard Mortgage History | | | Vanguard Mortgage Valuation | Previous | Next |
Vanguard Mortgage Trading Date Momentum on November 18, 2024
| On November 19 2024 Vanguard Mortgage Backed Securities was traded for 45.65 at the closing time. The top price for the day was 45.75 and the lowest listed price was 45.64 . The trading volume for the day was 1.5 M. The trading history from November 19, 2024 was a factor to the next trading day price appreciation. The trading price change against the next closing price was 0.15% . The trading price change against the current closing price is 0.37% . |
Vanguard Mortgage Fundamentals Correlations and Trends
By evaluating Vanguard Mortgage'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 Mortgage'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 Mortgage Etf history
Vanguard Mortgage 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 Mortgage 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 Mortgage stock prices may prove useful in developing a viable investing in Vanguard Mortgage
Vanguard Mortgage Etf Technical Analysis
Vanguard Mortgage 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 Mortgage Period Price Range
Low | November 25, 2024
| High |
0.00 | 0.00 |
Vanguard Mortgage Backed Securities cannot be verified against its exchange. Please verify the symbol is currently traded on NASDAQ 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 Mortgage November 25, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Mortgage 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 Mortgage shares will generate the highest return on investment. By undertsting and applying Vanguard Mortgage etf market strength indicators, traders can identify Vanguard Mortgage Backed Securities entry and exit signals to maximize returns
Vanguard Mortgage Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Mortgage'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 | (0.07) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.6372 |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Mortgage Backed Securities. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
The market value of Vanguard Mortgage 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 Mortgage's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Mortgage'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 Mortgage's market value can be influenced by many factors that don't directly affect Vanguard Mortgage'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 Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Mortgage'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.