Vanguard Multi Sector Income Etf Market Value
| VGMS Etf | 51.87 0.08 0.15% |
| Symbol | Vanguard |
Vanguard Multi Sector's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Multi's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Since Vanguard Multi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Vanguard Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multi'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 Multi '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 Multi'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 Multi.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Vanguard Multi on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Multi Sector Income or generate 0.0% return on investment in Vanguard Multi over 90 days. Vanguard Multi is related to or competes with MFS Active, First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, Northern Lights, and IDX Dynamic. Vanguard Multi is entity of United States More
Vanguard Multi 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 Multi'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 Multi Sector Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1368 | |||
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 0.4906 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2365 |
Vanguard Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Multi's standard deviation. In reality, there are many statistical measures that can use Vanguard Multi historical prices to predict the future Vanguard Multi's volatility.| Risk Adjusted Performance | 0.1376 | |||
| Jensen Alpha | 0.0154 | |||
| Total Risk Alpha | 0.0104 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.2797 |
Vanguard Multi February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1376 | |||
| Market Risk Adjusted Performance | 0.2897 | |||
| Mean Deviation | 0.0956 | |||
| Downside Deviation | 0.1368 | |||
| Coefficient Of Variation | 418.5 | |||
| Standard Deviation | 0.1238 | |||
| Variance | 0.0153 | |||
| Information Ratio | (0.33) | |||
| Jensen Alpha | 0.0154 | |||
| Total Risk Alpha | 0.0104 | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | 0.2797 | |||
| Maximum Drawdown | 0.4906 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.2365 | |||
| Downside Variance | 0.0187 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.11) | |||
| Skewness | (0.25) | |||
| Kurtosis | (0.08) |
Vanguard Multi Sector Backtested Returns
Currently, Vanguard Multi Sector Income is very steady. Vanguard Multi Sector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the etf had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Multi Sector Income, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multi's Downside Deviation of 0.1368, risk adjusted performance of 0.1376, and Standard Deviation of 0.1238 to confirm if the risk estimate we provide is consistent with the expected return of 0.0362%. The entity has a beta of 0.07, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Multi's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Multi is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Vanguard Multi Sector Income has very good predictability. Overlapping area represents the amount of predictability between Vanguard Multi time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 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 Multi Sector price movement. The serial correlation of 0.81 indicates that around 81.0% of current Vanguard Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Thematic Opportunities
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Check out Vanguard Multi Correlation, Vanguard Multi Volatility and Vanguard Multi Performance module to complement your research on Vanguard Multi. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Vanguard Multi 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.