Vanguard Intermediate Term Bond Fund Market Value
| VBILX Fund | USD 10.29 0.09 0.88% |
| Symbol | Vanguard |
Vanguard Intermediate-ter '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 Intermediate-ter's mutual fund 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 Intermediate-ter.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Intermediate-ter on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Intermediate Term Bond or generate 0.0% return on investment in Vanguard Intermediate-ter over 90 days. Vanguard Intermediate-ter is related to or competes with Vanguard Short-term, Vanguard Total, Vanguard Total, Vanguard Short-term, and Vanguard Intermediate-ter. This index includes all medium and larger issues of U.S More
Vanguard Intermediate-ter 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 Intermediate-ter's mutual fund 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 Intermediate Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.48) | |||
| Maximum Drawdown | 1.34 | |||
| Value At Risk | (0.49) | |||
| Potential Upside | 0.4785 |
Vanguard Intermediate-ter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Intermediate-ter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Intermediate-ter's standard deviation. In reality, there are many statistical measures that can use Vanguard Intermediate-ter historical prices to predict the future Vanguard Intermediate-ter's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.4201 |
Vanguard Intermediate-ter Backtested Returns
Vanguard Intermediate-ter owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0604, which indicates the fund had a -0.0604% return per unit of risk over the last 3 months. Vanguard Intermediate Term Bond exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Intermediate-ter's Variance of 0.0973, coefficient of variation of (1,560), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of -0.0714, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Intermediate-ter are expected to decrease at a much lower rate. During the bear market, Vanguard Intermediate-ter is likely to outperform the market.
Auto-correlation | -0.34 |
Poor reverse predictability
Vanguard Intermediate Term Bond has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Intermediate-ter time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th 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 Intermediate-ter price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Vanguard Intermediate-ter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Intermediate-ter lagged returns against current returns
Autocorrelation, which is Vanguard Intermediate-ter mutual fund'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 Intermediate-ter's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Intermediate-ter returns to help us make a trade decision. For example, suppose you find that Vanguard Intermediate-ter has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Intermediate-ter 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 Intermediate-ter mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Intermediate-ter mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Intermediate-ter mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Intermediate-ter Lagged Returns
When evaluating Vanguard Intermediate-ter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Intermediate-ter mutual fund have on its future price. Vanguard Intermediate-ter 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 Intermediate-ter autocorrelation shows the relationship between Vanguard Intermediate-ter mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Intermediate Term Bond.
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 Mutual Fund
Vanguard Intermediate-ter financial ratios help investors to determine whether Vanguard Mutual Fund 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 Intermediate-ter security.
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