Vanguard Trustees Equity Fund Market Value
| VEOIX Fund | 23.34 0.39 1.64% |
| Symbol | Vanguard |
Vanguard Trustees '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 Trustees' 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 Trustees.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in Vanguard Trustees on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Trustees Equity or generate 0.0% return on investment in Vanguard Trustees over 30 days. Vanguard Trustees is related to or competes with Invesco Global, IShares MSCI, Global X, NuShares ETF, WisdomTree Emerging, AdvisorShares Dorsey, and AltShares Trust. More
Vanguard Trustees 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 Trustees' 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 Trustees Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7924 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 3.6 | |||
| Value At Risk | (1.21) | |||
| Potential Upside | 1.13 |
Vanguard Trustees Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Trustees' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Trustees' standard deviation. In reality, there are many statistical measures that can use Vanguard Trustees historical prices to predict the future Vanguard Trustees' volatility.| Risk Adjusted Performance | 0.0034 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | (0.01) |
Vanguard Trustees Equity Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Trustees Equity owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Trustees Equity, which you can use to evaluate the volatility of the fund. Please validate Vanguard Trustees' Semi Deviation of 0.7623, coefficient of variation of 21768.0, and Risk Adjusted Performance of 0.0034 to confirm if the risk estimate we provide is consistent with the expected return of 0.0034%. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Trustees' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Trustees is expected to be smaller as well.
Auto-correlation | -0.47 |
Modest reverse predictability
Vanguard Trustees Equity has modest reverse predictability. Overlapping area represents the amount of predictability between Vanguard Trustees time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st of January 2026. 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 Trustees Equity price movement. The serial correlation of -0.47 indicates that about 47.0% of current Vanguard Trustees price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Vanguard Trustees Equity lagged returns against current returns
Autocorrelation, which is Vanguard Trustees 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 Trustees' mutual fund expected returns. We can calculate the autocorrelation of Vanguard Trustees returns to help us make a trade decision. For example, suppose you find that Vanguard Trustees 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 Trustees 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 Trustees mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Trustees 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 Trustees mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Trustees Lagged Returns
When evaluating Vanguard Trustees' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Trustees mutual fund have on its future price. Vanguard Trustees 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 Trustees autocorrelation shows the relationship between Vanguard Trustees mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Trustees Equity.
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 Trustees 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 Trustees security.
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