Vanguard Institutional Total Fund Market Value
| VITNX Fund | USD 104.62 0.86 0.83% |
| Symbol | Vanguard |
Vanguard Institutional '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 Institutional'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 Institutional.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Vanguard Institutional on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Institutional Total or generate 0.0% return on investment in Vanguard Institutional over 360 days. Vanguard Institutional is related to or competes with Vanguard Institutional, Vanguard Developed, Vanguard Tax, Vanguard Intermediate, and Virtus Kar. The fund employs an indexing investment approach designed to track the performance of the CRSP US Total Market Index, wh... More
Vanguard Institutional 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 Institutional'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 Institutional Total upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6524 | |||
| Information Ratio | 0.0944 | |||
| Maximum Drawdown | 4.11 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.11 |
Vanguard Institutional Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Institutional's standard deviation. In reality, there are many statistical measures that can use Vanguard Institutional historical prices to predict the future Vanguard Institutional's volatility.| Risk Adjusted Performance | 0.1973 | |||
| Jensen Alpha | 0.1711 | |||
| Total Risk Alpha | 0.07 | |||
| Sortino Ratio | 0.1005 | |||
| Treynor Ratio | 2.33 |
Vanguard Institutional Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Institutional owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Institutional Total, which you can use to evaluate the volatility of the fund. Please validate Vanguard Institutional's Risk Adjusted Performance of 0.1973, semi deviation of 0.3638, and Coefficient Of Variation of 365.42 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 0.0773, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Institutional's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Institutional is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Vanguard Institutional Total has good predictability. Overlapping area represents the amount of predictability between Vanguard Institutional time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th of December 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 Institutional price movement. The serial correlation of 0.72 indicates that around 72.0% of current Vanguard Institutional price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 15.99 |
Vanguard Institutional lagged returns against current returns
Autocorrelation, which is Vanguard Institutional 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 Institutional's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Institutional returns to help us make a trade decision. For example, suppose you find that Vanguard Institutional 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 Institutional 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 Institutional mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Institutional 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 Institutional mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Institutional Lagged Returns
When evaluating Vanguard Institutional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Institutional mutual fund have on its future price. Vanguard Institutional 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 Institutional autocorrelation shows the relationship between Vanguard Institutional mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Institutional Total.
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 Institutional 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 Institutional security.
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