Vanguard High Yield Active Etf Market Value
| VGHY Etf | 75.74 0.07 0.09% |
| Symbol | Vanguard |
The market value of Vanguard High Yield 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 High's value that differs from its market value or its book value, called intrinsic value, which is Vanguard High'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 High's market value can be influenced by many factors that don't directly affect Vanguard High'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 High's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard High is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard High'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 High '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 High'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 High.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in Vanguard High on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard High Yield Active or generate 0.0% return on investment in Vanguard High over 30 days. Vanguard High is related to or competes with BondBloxx ETF, Virtus ETF, Virtus ETF, NuShares ETF, Columbia ETF, and Morgan Stanley. Vanguard High is entity of United States More
Vanguard High 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 High'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 High Yield Active upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2594 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.47 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.3791 |
Vanguard High Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard High's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard High's standard deviation. In reality, there are many statistical measures that can use Vanguard High historical prices to predict the future Vanguard High's volatility.| Risk Adjusted Performance | 0.0755 | |||
| Jensen Alpha | 0.0284 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.33) | |||
| Treynor Ratio | (1.10) |
Vanguard High Yield Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard High Yield owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the etf had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard High Yield Active, which you can use to evaluate the volatility of the etf. Please validate Vanguard High's Semi Deviation of 0.1378, coefficient of variation of 776.49, and Risk Adjusted Performance of 0.0755 to confirm if the risk estimate we provide is consistent with the expected return of 0.0392%. The entity has a beta of -0.0235, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard High are expected to decrease at a much lower rate. During the bear market, Vanguard High is likely to outperform the market.
Auto-correlation | 0.75 |
Good predictability
Vanguard High Yield Active has good predictability. Overlapping area represents the amount of predictability between Vanguard High time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th 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 High Yield price movement. The serial correlation of 0.75 indicates that around 75.0% of current Vanguard High price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vanguard High Yield lagged returns against current returns
Autocorrelation, which is Vanguard High 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 High's etf expected returns. We can calculate the autocorrelation of Vanguard High returns to help us make a trade decision. For example, suppose you find that Vanguard High 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 High 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 High etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard High etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard High etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard High Lagged Returns
When evaluating Vanguard High's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard High etf have on its future price. Vanguard High 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 High autocorrelation shows the relationship between Vanguard High etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard High Yield Active.
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 High Yield offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard High'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 High Yield Active Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard High Yield Active Etf:Check out Vanguard High Correlation, Vanguard High Volatility and Vanguard High Alpha and Beta module to complement your research on Vanguard High. You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Vanguard High 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.