Vanguard Mortgage Backed Securities Fund Price on November 22, 2024
| VMBSX Fund | USD 18.45 0.05 0.27% |
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-backed stands at 18.45, as last reported on the 29th of November, with the highest price reaching 18.45 and the lowest price hitting 18.45 during the day.
If you're considering investing in Vanguard Mutual Fund, it is important to understand the factors that can impact its price. Vanguard Mortgage-backed owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0313, which indicates the fund had a -0.0313% return per unit of risk over the last 3 months. Vanguard Mortgage Backed Securities exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Mortgage-backed's Risk Adjusted Performance of (0.04), variance of 0.0989, and Coefficient Of Variation of (3,098) to confirm the risk estimate we provide.
Vanguard Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Vanguard |
Sharpe Ratio = -0.0313
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VMBSX |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Mortgage-backed 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-backed by adding Vanguard Mortgage-backed to a well-diversified portfolio.
Vanguard Mortgage-backed Valuation on November 22, 2024
It is possible to determine the worth of Vanguard Mortgage-backed on a given historical date. On November 22, 2024 Vanguard was worth 18.28 at the beginning of the trading date compared to the closed value of 18.28. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Mortgage-backed mutual fund. Still, in general, we apply an absolute valuation method to find Vanguard Mortgage-backed'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-backed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Mortgage-backed's related companies.
| Open | High | Low | Close | Volume | |
| 18.25 | 18.25 | 18.25 | 18.25 | 1.00 | |
11/22/2024 | 18.28 | 18.28 | 18.28 | 18.28 | 1.00 |
| 18.43 | 18.43 | 18.43 | 18.43 | 1.00 |
| Backtest Vanguard Mortgage-backed | | | Vanguard Mortgage-backed History | | | Vanguard Mortgage-backed Valuation | Previous | Next |
Vanguard Mortgage-backed Trading Date Momentum on November 22, 2024
| On November 25 2024 Vanguard Mortgage Backed Securities was traded for 18.43 at the closing time. The highest daily price throughout the period was 18.43 and the lowest price was 18.43 . There was no trading activity during the period 1.0. Lack of trading volume on 11/25/2024 added to the next day price jump. The trading price change to closing price of the next trading day was 0.82% . The trading price change to current closing price is 0.93% . |
Vanguard Mortgage-backed Fundamentals Correlations and Trends
By evaluating Vanguard Mortgage-backed'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-backed'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-backed Mutual Fund history
Vanguard Mortgage-backed 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-backed 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-backed stock prices may prove useful in developing a viable investing in Vanguard Mortgage-backed
The fund employs an indexing investment approach designed to track the performance of the Bloomberg U.S. MBS Float Adjusted Index. This index covers U.S. agency mortgage-backed pass-through securities issued by the GNMA, the FNMA, and the FHLMC. To be included in the index, pool aggregates must have at least 1 billion currently outstanding and a weighted average maturity of at least 1 year. All of the funds investments will be selected through the sampling process, and at least 80 percent of the funds assets will be invested in bonds included in the index.
Vanguard Mortgage-backed Mutual Fund Technical Analysis
Vanguard Mortgage-backed 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 Mortgage-backed Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
Vanguard Mortgage Backed Securities 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 Mortgage-backed November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Mortgage-backed 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 Mortgage-backed shares will generate the highest return on investment. By undertsting and applying Vanguard Mortgage-backed mutual fund market strength indicators, traders can identify Vanguard Mortgage Backed Securities entry and exit signals to maximize returns
Vanguard Mortgage-backed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Mortgage-backed'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 | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 0.3214 |
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Other Information on Investing in Vanguard Mutual Fund
Vanguard Mortgage-backed 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 Mortgage-backed security.
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