Vanguard Short Term Inflation Protected Etf Key Fundamental Indicators
| VTIP Etf | USD 49.63 0.04 0.08% |
As of the 4th of February, Vanguard Short has the Standard Deviation of 0.0694, risk adjusted performance of 0.0341, and Downside Deviation of 0.0685. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Short Term, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Vanguard Short's financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Vanguard Short's valuation are summarized below:Vanguard Short Term Inflation Protected 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 Short Term's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Short's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Vanguard Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Short'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 Short '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 Short'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 Short.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Vanguard Short on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Short Term Inflation Protected or generate 0.0% return on investment in Vanguard Short over 90 days. Vanguard Short is related to or competes with Vanguard Short-term, Vanguard Small, Vanguard Large-cap, Vanguard Large, Vanguard Real, Vanguard Short, and IShares Russell. The index is a market-capitalization-weighted index that includes all inflation-protected public obligations issued by t... More
Vanguard Short 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 Short'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 Short Term Inflation Protected upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0685 | |||
| Information Ratio | (0.59) | |||
| Maximum Drawdown | 0.3431 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1216 |
Vanguard Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Short's standard deviation. In reality, there are many statistical measures that can use Vanguard Short historical prices to predict the future Vanguard Short's volatility.| Risk Adjusted Performance | 0.0341 | |||
| Jensen Alpha | 0.0021 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.59) | |||
| Treynor Ratio | 0.5292 |
Vanguard Short February 4, 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 | 0.0341 | |||
| Market Risk Adjusted Performance | 0.5392 | |||
| Mean Deviation | 0.0553 | |||
| Downside Deviation | 0.0685 | |||
| Coefficient Of Variation | 565.26 | |||
| Standard Deviation | 0.0694 | |||
| Variance | 0.0048 | |||
| Information Ratio | (0.59) | |||
| Jensen Alpha | 0.0021 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.59) | |||
| Treynor Ratio | 0.5292 | |||
| Maximum Drawdown | 0.3431 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1216 | |||
| Downside Variance | 0.0047 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.07) | |||
| Skewness | (0.22) | |||
| Kurtosis | 0.157 |
Vanguard Short Term Backtested Returns
Currently, Vanguard Short Term Inflation Protected is very steady. Vanguard Short Term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Short Term Inflation Protected, which you can use to evaluate the volatility of the etf. Please validate Vanguard Short's Risk Adjusted Performance of 0.0341, standard deviation of 0.0694, and Downside Deviation of 0.0685 to confirm if the risk estimate we provide is consistent with the expected return of 0.0103%. The entity has a beta of 0.0043, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Short is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Vanguard Short Term Inflation Protected has below average predictability. Overlapping area represents the amount of predictability between Vanguard Short time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 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 Short Term price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Vanguard Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Vanguard Short Term Inflation Protected has a Beta of 0.25. This is much higher than that of the Vanguard family and significantly higher than that of the Short-Term Inflation-Protected Bond category. The beta for all United States etfs is notably lower than that of the firm.
Vanguard Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Vanguard Short's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Vanguard Short could also be used in its relative valuation, which is a method of valuing Vanguard Short by comparing valuation metrics of similar companies.Vanguard Short is currently under evaluation in beta as compared to similar ETFs.
Vanguard Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Short's current stock value. Our valuation model uses many indicators to compare Vanguard Short value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Short competition to find correlations between indicators driving Vanguard Short's intrinsic value. More Info.Vanguard Short Term Inflation Protected is rated first in beta as compared to similar ETFs. It is rated first in one year return as compared to similar ETFs reporting about 22.40 of One Year Return per Beta. Comparative valuation analysis is a catch-all technique that is used if you cannot value Vanguard Short by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, Vanguard Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Short is expected to be smaller as well.
Vanguard Fundamentals
| Number Of Employees | 227 | |||
| Beta | 0.25 | |||
| Total Asset | 56.88 B | |||
| One Year Return | 5.60 % | |||
| Three Year Return | 4.90 % | |||
| Five Year Return | 3.40 % | |||
| Ten Year Return | 3.10 % | |||
| Net Asset | 56.88 B | |||
| Last Dividend Paid | 0.87 |
About Vanguard Short Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Short Term Inflation Protected's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Short using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Short Term Inflation Protected 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.The index is a market-capitalization-weighted index that includes all inflation-protected public obligations issued by the U.S. Short-Term Infl is traded on NASDAQ Exchange in the United States.
Pair Trading with Vanguard Short
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Short position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Short will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 1.0 | STIP | iShares 0 5 | PairCorr |
| 0.97 | TDTT | FlexShares iBoxx 3 | PairCorr |
| 0.87 | TIPX | SPDR Bloomberg 1 | PairCorr |
| 0.88 | STPZ | PIMCO 1 5 | PairCorr |
| 0.99 | PBTP | Invesco PureBeta 0 | PairCorr |
Moving against Vanguard Etf
The ability to find closely correlated positions to Vanguard Short could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Short when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Short - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Short Term Inflation Protected to buy it.
The correlation of Vanguard Short is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Short moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Short Term moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Short can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Vanguard Short Term's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Short's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Vanguard Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Short'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.