Vanguard Multi Sector Income Etf Net Income
| VGMS Etf | 51.84 0.07 0.14% |
As of the 29th of January, Vanguard Multi has the Standard Deviation of 0.1293, risk adjusted performance of 0.1047, and Downside Deviation of 0.1385. Our technical analysis interface makes it possible for you to check existing technical drivers of Vanguard Multi Sector, as well as the relationship between them. Please validate Vanguard Multi Sector information ratio and downside variance to decide if Vanguard Multi is priced more or less accurately, providing market reflects its prevalent price of 51.84 per share.
Vanguard Multi's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Vanguard Multi's valuation are provided below:Vanguard Multi Sector Income does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Vanguard | Build AI portfolio with Vanguard Etf |
Vanguard Multi Sector's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Multi's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Vanguard Multi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Vanguard Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multi'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.
Vanguard Multi 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Multi's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Multi.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Vanguard Multi on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Multi Sector Income or generate 0.0% return on investment in Vanguard Multi over 90 days. Vanguard Multi is related to or competes with Hartford Total, RBB Fund, Columbia Diversified, MFS Active, Doubleline Etf, Northern Lights, and Virtus Newfleet. More
Vanguard Multi Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Multi's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Multi Sector Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1385 | |||
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 0.4851 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2159 |
Vanguard Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Multi's standard deviation. In reality, there are many statistical measures that can use Vanguard Multi historical prices to predict the future Vanguard Multi's volatility.| Risk Adjusted Performance | 0.1047 | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.1838 |
Vanguard Multi January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1047 | |||
| Market Risk Adjusted Performance | 0.1938 | |||
| Mean Deviation | 0.102 | |||
| Downside Deviation | 0.1385 | |||
| Coefficient Of Variation | 481.36 | |||
| Standard Deviation | 0.1293 | |||
| Variance | 0.0167 | |||
| Information Ratio | (0.27) | |||
| Jensen Alpha | 0.0122 | |||
| Total Risk Alpha | 0.0077 | |||
| Sortino Ratio | (0.25) | |||
| Treynor Ratio | 0.1838 | |||
| Maximum Drawdown | 0.4851 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2159 | |||
| Downside Variance | 0.0192 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.18) | |||
| Kurtosis | (0.41) |
Vanguard Multi Sector Backtested Returns
Currently, Vanguard Multi Sector Income is very steady. Vanguard Multi Sector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Multi Sector Income, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multi's Risk Adjusted Performance of 0.1047, standard deviation of 0.1293, and Downside Deviation of 0.1385 to confirm if the risk estimate we provide is consistent with the expected return of 0.0269%. The entity has a beta of 0.0918, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Multi is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Vanguard Multi Sector Income has good predictability. Overlapping area represents the amount of predictability between Vanguard Multi time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Multi Sector price movement. The serial correlation of 0.72 indicates that around 72.0% of current Vanguard Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
Based on the recorded statements, Vanguard Multi Sector Income reported net income of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Net Income (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
Did you try this?
Run Technical Analysis Now
Technical AnalysisCheck basic technical indicators and analysis based on most latest market data |
| All Next | Launch Module |
About Vanguard Multi Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Multi Sector Income's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Multi using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Multi Sector Income based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Thematic Opportunities
Explore Investment Opportunities
Check out You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Vanguard Multi Sector's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Multi's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Vanguard Multi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Vanguard Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multi'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.