Vanguard Reit Ii Fund Market Value
| VRTPX Fund | USD 23.13 0.19 0.83% |
| Symbol | Vanguard |
Vanguard Reit '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 Reit'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 Reit.
| 11/30/2023 |
| 11/24/2024 |
If you would invest 0.00 in Vanguard Reit on November 30, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Reit Ii or generate 0.0% return on investment in Vanguard Reit over 360 days. Vanguard Reit is related to or competes with Vanguard Emerging, Vanguard Small-cap, Vanguard Total, Vanguard Total, and Vanguard Mid-cap. The advisor attempts to track the index by investing all, or substantially all, of its assets in the stocks that make up... More
Vanguard Reit 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 Reit'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 Reit Ii upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9132 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.35) | |||
| Potential Upside | 1.37 |
Vanguard Reit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Reit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Reit's standard deviation. In reality, there are many statistical measures that can use Vanguard Reit historical prices to predict the future Vanguard Reit's volatility.| Risk Adjusted Performance | 0.0652 | |||
| Jensen Alpha | 0.0432 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.399 |
Vanguard Reit Ii Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Reit Ii owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0495, which indicates the fund had a 0.0495% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Reit Ii, which you can use to evaluate the volatility of the fund. Please validate Vanguard Reit's Coefficient Of Variation of 1195.85, risk adjusted performance of 0.0652, and Semi Deviation of 0.7935 to confirm if the risk estimate we provide is consistent with the expected return of 0.0411%. The entity has a beta of 0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Reit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Reit is expected to be smaller as well.
Auto-correlation | -0.34 |
Poor reverse predictability
Vanguard Reit Ii has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Reit time series from 30th of November 2023 to 28th of May 2024 and 28th of May 2024 to 24th 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 Reit Ii price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Vanguard Reit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.89 |
Vanguard Reit Ii lagged returns against current returns
Autocorrelation, which is Vanguard Reit 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 Reit's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Reit returns to help us make a trade decision. For example, suppose you find that Vanguard Reit 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 Reit 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 Reit mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Reit 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 Reit mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Reit Lagged Returns
When evaluating Vanguard Reit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Reit mutual fund have on its future price. Vanguard Reit 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 Reit autocorrelation shows the relationship between Vanguard Reit mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Reit Ii.
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 Reit 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 Reit security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
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| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities |