Vanguard Equity Income Fund Market Value
| VEIPX Fund | USD 47.42 0.24 0.51% |
| Symbol | Vanguard |
Vanguard Equity '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 Equity'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 Equity.
| 01/31/2024 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Equity on January 31, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Equity Income or generate 0.0% return on investment in Vanguard Equity over 300 days. Vanguard Equity is related to or competes with Vanguard Dividend, Vanguard Wellesley, Vanguard Wellington, Vanguard Growth, and Vanguard Selected. The fund invests mainly in common stocks of mid-size and large companies whose stocks typically pay above-average levels... More
Vanguard Equity 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 Equity'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 Equity Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5863 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 3.73 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 1.03 |
Vanguard Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Equity's standard deviation. In reality, there are many statistical measures that can use Vanguard Equity historical prices to predict the future Vanguard Equity's volatility.| Risk Adjusted Performance | 0.1154 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1163 |
Vanguard Equity Income Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Equity Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Equity Income, which you can use to evaluate the volatility of the fund. Please validate Vanguard Equity's Semi Deviation of 0.3963, coefficient of variation of 654.91, and Risk Adjusted Performance of 0.1154 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Equity is expected to be smaller as well.
Auto-correlation | 0.73 |
Good predictability
Vanguard Equity Income has good predictability. Overlapping area represents the amount of predictability between Vanguard Equity time series from 31st of January 2024 to 29th of June 2024 and 29th of June 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 Equity Income price movement. The serial correlation of 0.73 indicates that around 73.0% of current Vanguard Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 2.13 |
Vanguard Equity Income lagged returns against current returns
Autocorrelation, which is Vanguard Equity 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 Equity's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Equity returns to help us make a trade decision. For example, suppose you find that Vanguard Equity 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 Equity 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 Equity mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Equity 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 Equity mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Equity Lagged Returns
When evaluating Vanguard Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Equity mutual fund have on its future price. Vanguard Equity 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 Equity autocorrelation shows the relationship between Vanguard Equity mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Equity Income.
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 Equity 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 Equity security.
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