Vanguard LifeStrategy's market value is the price at which a share of Vanguard LifeStrategy trades on a public exchange. It measures the collective expectations of Vanguard LifeStrategy 20 investors about its performance. Vanguard LifeStrategy is selling for under 22.59 as of the 23rd of November 2024; that is 0.44 percent increase since the beginning of the trading day. The etf's lowest day price was 22.5. With this module, you can estimate the performance of a buy and hold strategy of Vanguard LifeStrategy 20 and determine expected loss or profit from investing in Vanguard LifeStrategy over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vanguard
Vanguard LifeStrategy '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 LifeStrategy'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 LifeStrategy.
0.00
12/29/2023
No Change 0.00
0.0
In 10 months and 27 days
11/23/2024
0.00
If you would invest 0.00 in Vanguard LifeStrategy on December 29, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard LifeStrategy 20 or generate 0.0% return on investment in Vanguard LifeStrategy over 330 days.
Vanguard LifeStrategy 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 LifeStrategy'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 LifeStrategy 20 upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard LifeStrategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard LifeStrategy's standard deviation. In reality, there are many statistical measures that can use Vanguard LifeStrategy historical prices to predict the future Vanguard LifeStrategy's volatility.
Currently, Vanguard LifeStrategy 20 is very steady. Vanguard LifeStrategy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0993, which indicates the etf had a 0.0993% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard LifeStrategy 20, which you can use to evaluate the volatility of the etf. Please validate Vanguard LifeStrategy's Standard Deviation of 0.1574, downside deviation of 0.2924, and Risk Adjusted Performance of 0.0374 to confirm if the risk estimate we provide is consistent with the expected return of 0.0156%. The entity has a beta of -0.0042, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard LifeStrategy are expected to decrease at a much lower rate. During the bear market, Vanguard LifeStrategy is likely to outperform the market.
Auto-correlation
0.52
Modest predictability
Vanguard LifeStrategy 20 has modest predictability. Overlapping area represents the amount of predictability between Vanguard LifeStrategy time series from 29th of December 2023 to 11th of June 2024 and 11th of June 2024 to 23rd 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 LifeStrategy price movement. The serial correlation of 0.52 indicates that about 52.0% of current Vanguard LifeStrategy price fluctuation can be explain by its past prices.
Correlation Coefficient
0.52
Spearman Rank Test
0.59
Residual Average
0.0
Price Variance
0.08
Vanguard LifeStrategy lagged returns against current returns
Autocorrelation, which is Vanguard LifeStrategy 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 LifeStrategy's etf expected returns. We can calculate the autocorrelation of Vanguard LifeStrategy returns to help us make a trade decision. For example, suppose you find that Vanguard LifeStrategy 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 LifeStrategy 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 LifeStrategy etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard LifeStrategy etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard LifeStrategy etf over time.
Current vs Lagged Prices
Timeline
Vanguard LifeStrategy Lagged Returns
When evaluating Vanguard LifeStrategy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard LifeStrategy etf have on its future price. Vanguard LifeStrategy 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 LifeStrategy autocorrelation shows the relationship between Vanguard LifeStrategy etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard LifeStrategy 20.
Regressed Prices
Timeline
Thematic Opportunities
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