Vanguard Bond (Mexico) Market Value
| BND Etf | MXN 1,480 4.70 0.32% |
| Symbol | Vanguard |
Vanguard Bond '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 Bond'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 Bond.
| 05/07/2023 |
| 11/27/2024 |
If you would invest 0.00 in Vanguard Bond on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Bond Index or generate 0.0% return on investment in Vanguard Bond over 570 days. Vanguard Bond is related to or competes with Vanguard Index, and Vanguard International. The investment seeks the performance of Bloomberg Barclays U.S More
Vanguard Bond 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 Bond'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 Bond Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.92 | |||
| Information Ratio | 0.0083 | |||
| Maximum Drawdown | 21.75 | |||
| Value At Risk | (2.25) | |||
| Potential Upside | 1.97 |
Vanguard Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Bond's standard deviation. In reality, there are many statistical measures that can use Vanguard Bond historical prices to predict the future Vanguard Bond's volatility.| Risk Adjusted Performance | 0.0515 | |||
| Jensen Alpha | 0.0879 | |||
| Total Risk Alpha | (0.26) | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 0.3187 |
Vanguard Bond Index Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard Bond Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.017, which indicates the etf had a 0.017% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Bond Index, which you can use to evaluate the volatility of the etf. Please validate Vanguard Bond's Coefficient Of Variation of 1717.06, semi deviation of 1.73, and Risk Adjusted Performance of 0.0515 to confirm if the risk estimate we provide is consistent with the expected return of 0.0325%. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Bond's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Bond is expected to be smaller as well.
Auto-correlation | -0.33 |
Poor reverse predictability
Vanguard Bond Index has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Bond time series from 7th of May 2023 to 16th of February 2024 and 16th of February 2024 to 27th of November 2024. 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 Bond Index price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vanguard Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 11.9 K |
Vanguard Bond Index lagged returns against current returns
Autocorrelation, which is Vanguard Bond etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Bond's etf expected returns. We can calculate the autocorrelation of Vanguard Bond returns to help us make a trade decision. For example, suppose you find that Vanguard Bond has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Bond regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Bond etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Bond etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Bond etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Bond Lagged Returns
When evaluating Vanguard Bond's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Bond etf have on its future price. Vanguard Bond autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Bond autocorrelation shows the relationship between Vanguard Bond etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Bond Index.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Etf
Vanguard Bond financial ratios help investors to determine whether Vanguard Etf 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 Bond security.