Vanguard Multi Sector Income Fund Market Value
| VMSIX Fund | USD 9.07 0.02 0.22% |
| Symbol | Vanguard |
Vanguard Multi-sector '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-sector'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 Multi-sector.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Vanguard Multi-sector on October 23, 2024 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-sector over 30 days. Vanguard Multi-sector is related to or competes with Applied Finance, Heartland Value, Fpa Queens, Boston Partners, Pace Small/medium, and Small Cap. The fund invests in a variety of fixed income securities that are high-quality, medium-quality, and lower quality bonds ... More
Vanguard Multi-sector 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-sector'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 Multi Sector Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2011 | |||
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 0.9941 | |||
| Value At Risk | (0.33) | |||
| Potential Upside | 0.223 |
Vanguard Multi-sector Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multi-sector's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Multi-sector's standard deviation. In reality, there are many statistical measures that can use Vanguard Multi-sector historical prices to predict the future Vanguard Multi-sector's volatility.| Risk Adjusted Performance | 0.0476 | |||
| Jensen Alpha | 0.0059 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | 0.2699 |
Vanguard Multi Sector Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Multi Sector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0719, which indicates the fund had a 0.0719% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Multi Sector Income, which you can use to evaluate the volatility of the fund. Please validate Vanguard Multi-sector's Risk Adjusted Performance of 0.0476, standard deviation of 0.1729, and Downside Deviation of 0.2011 to confirm if the risk estimate we provide is consistent with the expected return of 0.0124%. The entity has a beta of 0.032, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Multi-sector's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Multi-sector is expected to be smaller as well.
Auto-correlation | -0.51 |
Good reverse predictability
Vanguard Multi Sector Income has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Multi-sector time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Multi Sector price movement. The serial correlation of -0.51 indicates that about 51.0% of current Vanguard Multi-sector price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Multi Sector lagged returns against current returns
Autocorrelation, which is Vanguard Multi-sector 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 Multi-sector's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Multi-sector returns to help us make a trade decision. For example, suppose you find that Vanguard Multi-sector 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 Multi-sector 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 Multi-sector mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Multi-sector 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 Multi-sector mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Multi-sector Lagged Returns
When evaluating Vanguard Multi-sector's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Multi-sector mutual fund have on its future price. Vanguard Multi-sector 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 Multi-sector autocorrelation shows the relationship between Vanguard Multi-sector mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Multi Sector Income.
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 Multi-sector 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 Multi-sector security.
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