Vanguard Extended Duration Fund Market Value
| VEDTX Fund | USD 22.57 0.28 1.26% |
| Symbol | Vanguard |
Vanguard Extended '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 Extended'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 Extended.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Vanguard Extended on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Extended Duration or generate 0.0% return on investment in Vanguard Extended over 30 days. Vanguard Extended is related to or competes with Vanguard Materials, Vanguard Limited-term, Vanguard Limited-term, Vanguard Global, Vanguard Emerging, Vanguard Market, and Vanguard Market. The advisor employs an indexing investment approach designed to track the performance of the Bloomberg U.S More
Vanguard Extended 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 Extended'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 Extended Duration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.22 |
Vanguard Extended Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Extended's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Extended's standard deviation. In reality, there are many statistical measures that can use Vanguard Extended historical prices to predict the future Vanguard Extended's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | 0.1816 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Extended's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Extended Backtested Returns
Vanguard Extended owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0506, which indicates the fund had a -0.0506% return per unit of risk over the last 3 months. Vanguard Extended Duration exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Extended's Risk Adjusted Performance of (0.03), coefficient of variation of (2,332), and Variance of 1.67 to confirm the risk estimate we provide. The entity has a beta of -0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vanguard Extended are expected to decrease at a much lower rate. During the bear market, Vanguard Extended is likely to outperform the market.
Auto-correlation | -0.35 |
Poor reverse predictability
Vanguard Extended Duration has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Extended time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Extended price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Vanguard Extended price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Vanguard Extended lagged returns against current returns
Autocorrelation, which is Vanguard Extended 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 Extended's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Extended returns to help us make a trade decision. For example, suppose you find that Vanguard Extended 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 Extended 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 Extended mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Extended 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 Extended mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Extended Lagged Returns
When evaluating Vanguard Extended's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Extended mutual fund have on its future price. Vanguard Extended 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 Extended autocorrelation shows the relationship between Vanguard Extended mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Extended Duration.
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 Extended 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 Extended security.
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