Vanguard Core Bond Etf Market Value
| VCRB Etf | 76.65 0.21 0.27% |
| Symbol | Vanguard |
The market value of Vanguard Core Bond 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 Core's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Core'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 Core's market value can be influenced by many factors that don't directly affect Vanguard Core'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 Core's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Core is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Core'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 Core '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 Core'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 Core.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Vanguard Core on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Core Bond or generate 0.0% return on investment in Vanguard Core over 720 days. Vanguard Core is related to or competes with IShares MSCI, IShares IBoxx, IShares TIPS, IShares 1, and IShares 7. Vanguard Core is entity of United States More
Vanguard Core 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 Core'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 Core Bond upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.52) | |||
| Maximum Drawdown | 1.31 | |||
| Value At Risk | (0.53) | |||
| Potential Upside | 0.4178 |
Vanguard Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Core's standard deviation. In reality, there are many statistical measures that can use Vanguard Core historical prices to predict the future Vanguard Core's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | 0.4015 |
Vanguard Core Bond Backtested Returns
Vanguard Core Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.093, which indicates the etf had a -0.093% return per unit of risk over the last 3 months. Vanguard Core Bond exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Core's Variance of 0.0851, risk adjusted performance of (0.07), and Coefficient Of Variation of (1,354) to confirm the risk estimate we provide. The entity has a beta of -0.0786, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Core are expected to decrease at a much lower rate. During the bear market, Vanguard Core is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Vanguard Core Bond has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard Core time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th 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 Core Bond price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanguard Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Core Bond lagged returns against current returns
Autocorrelation, which is Vanguard Core 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 Core's etf expected returns. We can calculate the autocorrelation of Vanguard Core returns to help us make a trade decision. For example, suppose you find that Vanguard Core 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 Core 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 Core etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Core etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Core etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Core Lagged Returns
When evaluating Vanguard Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Core etf have on its future price. Vanguard Core 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 Core autocorrelation shows the relationship between Vanguard Core etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Core 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.When determining whether Vanguard Core Bond offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Core's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Core Bond Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Core Bond Etf:Check out Vanguard Core Correlation, Vanguard Core Volatility and Vanguard Core Alpha and Beta module to complement your research on Vanguard Core. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Vanguard Core 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.