Vanguard Federal Money Fund Market Value
| VMFXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Vanguard |
Vanguard Federal '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 Federal's money market 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 Federal.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Vanguard Federal on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Federal Money or generate 0.0% return on investment in Vanguard Federal over 540 days. Vanguard Federal is related to or competes with Vanguard Municipal, Goldman Sachs, Ab Small, Eaton Vance, Vanguard Global, Fidelity Capital, and Victory Rs. Vanguard Federal Money Market Funds investment objective is to seek to provide current income while maintaining liquidit... More
Vanguard Federal 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 Federal's money market 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 Federal Money upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.93) | |||
| Maximum Drawdown | 1.01 |
Vanguard Federal Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Federal's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Federal's standard deviation. In reality, there are many statistical measures that can use Vanguard Federal historical prices to predict the future Vanguard Federal's volatility.| Risk Adjusted Performance | 0.0427 | |||
| Jensen Alpha | 0.0056 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (2.21) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Federal'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 Federal Money Backtested Returns
At this stage we consider Vanguard Money Market Fund to be not too volatile. Vanguard Federal Money owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Vanguard Federal Money, which you can use to evaluate the volatility of the fund. Please validate Vanguard Federal's Variance of 0.0155, risk adjusted performance of 0.0427, and Coefficient Of Variation of 812.4 to confirm if the risk estimate we provide is consistent with the expected return of 0.0158%. The entity has a beta of -0.0024, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Federal are expected to decrease at a much lower rate. During the bear market, Vanguard Federal is likely to outperform the market.
Auto-correlation | 0.85 |
Very good predictability
Vanguard Federal Money has very good predictability. Overlapping area represents the amount of predictability between Vanguard Federal time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th of November 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 Federal Money price movement. The serial correlation of 0.85 indicates that around 85.0% of current Vanguard Federal price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Federal Money lagged returns against current returns
Autocorrelation, which is Vanguard Federal money market 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 Federal's money market fund expected returns. We can calculate the autocorrelation of Vanguard Federal returns to help us make a trade decision. For example, suppose you find that Vanguard Federal has exhibited high autocorrelation historically, and you observe that the money market 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 Federal 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 Federal money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Federal money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Federal money market fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Federal Lagged Returns
When evaluating Vanguard Federal's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Federal money market fund have on its future price. Vanguard Federal 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 Federal autocorrelation shows the relationship between Vanguard Federal money market fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Federal Money.
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 Money Market Fund
Vanguard Federal financial ratios help investors to determine whether Vanguard Money Market 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 Federal security.
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