Vanguard Inflation Protected Securities Fund Market Value
| VIPSX Fund | USD 11.61 0.01 0.09% |
| Symbol | Vanguard |
Vanguard Inflation '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 Inflation'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 Inflation.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Vanguard Inflation on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Inflation Protected Securities or generate 0.0% return on investment in Vanguard Inflation over 30 days. Vanguard Inflation is related to or competes with Vanguard Short-term, Vanguard High-yield, Vanguard Gnma, Vanguard Reit, and Vanguard Emerging. The fund invests at least 80 percent of its assets in inflation-indexed bonds issued by the U.S More
Vanguard Inflation 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 Inflation'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 Inflation Protected Securities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2974 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.3 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4325 |
Vanguard Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Inflation's standard deviation. In reality, there are many statistical measures that can use Vanguard Inflation historical prices to predict the future Vanguard Inflation's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Inflation'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 Inflation Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.018, which indicates the fund had a 0.018 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Inflation Protected Securities, which you can use to evaluate the volatility of the fund. Please validate Vanguard Inflation's Risk Adjusted Performance of (0.02), coefficient of variation of 15779.66, and Semi Deviation of 0.241 to confirm if the risk estimate we provide is consistent with the expected return of 0.0046%. The entity has a beta of 0.0452, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Inflation is expected to be smaller as well.
Auto-correlation | 0.31 |
Below average predictability
Vanguard Inflation Protected Securities has below average predictability. Overlapping area represents the amount of predictability between Vanguard Inflation time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. 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 Inflation price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Vanguard Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Inflation lagged returns against current returns
Autocorrelation, which is Vanguard Inflation 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 Inflation's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Inflation returns to help us make a trade decision. For example, suppose you find that Vanguard Inflation 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 Inflation 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 Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Inflation 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 Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Inflation Lagged Returns
When evaluating Vanguard Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Inflation mutual fund have on its future price. Vanguard Inflation 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 Inflation autocorrelation shows the relationship between Vanguard Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Inflation Protected Securities.
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 Inflation 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 Inflation security.
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