Vanguard New York Etf Market Value
| MUNY Etf | 103.41 0.18 0.17% |
| Symbol | Vanguard |
The market value of Vanguard New York 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 New's value that differs from its market value or its book value, called intrinsic value, which is Vanguard New'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 New's market value can be influenced by many factors that don't directly affect Vanguard New'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 New's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard New is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard New'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 New '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 New'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 New.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Vanguard New on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard New York or generate 0.0% return on investment in Vanguard New over 30 days. Vanguard New is related to or competes with Xtrackers California, VCRM, IQ MacKay, IQ MacKay, New York, and ALPS Intermediate. More
Vanguard New 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 New'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 New York upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0925 | |||
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 0.429 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.1744 |
Vanguard New Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard New's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard New's standard deviation. In reality, there are many statistical measures that can use Vanguard New historical prices to predict the future Vanguard New's volatility.| Risk Adjusted Performance | 0.1023 | |||
| Jensen Alpha | 0.0124 | |||
| Total Risk Alpha | 0.0047 | |||
| Sortino Ratio | (0.48) | |||
| Treynor Ratio | (1.76) |
Vanguard New York Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard New York owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the etf had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard New York, which you can use to evaluate the volatility of the etf. Please validate Vanguard New's Risk Adjusted Performance of 0.1023, standard deviation of 0.0921, and Downside Deviation of 0.0925 to confirm if the risk estimate we provide is consistent with the expected return of 0.022%. The entity has a beta of -0.0068, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard New are expected to decrease at a much lower rate. During the bear market, Vanguard New is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Vanguard New York has modest predictability. Overlapping area represents the amount of predictability between Vanguard New time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th 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 New York price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Vanguard New price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vanguard New York lagged returns against current returns
Autocorrelation, which is Vanguard New 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 New's etf expected returns. We can calculate the autocorrelation of Vanguard New returns to help us make a trade decision. For example, suppose you find that Vanguard New 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 New 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 New etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard New etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard New etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard New Lagged Returns
When evaluating Vanguard New's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard New etf have on its future price. Vanguard New 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 New autocorrelation shows the relationship between Vanguard New etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard New York.
Regressed Prices |
| Timeline |
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Check out Vanguard New Correlation, Vanguard New Volatility and Vanguard New Alpha and Beta module to complement your research on Vanguard New. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Vanguard New 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.