Vanguard Target Retirement Fund Market Value
| VTINX Fund | USD 13.27 0.03 0.23% |
| Symbol | Vanguard |
Vanguard Target '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 Target'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 Target.
| 02/07/2024 |
| 02/01/2025 |
If you would invest 0.00 in Vanguard Target on February 7, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Target Retirement or generate 0.0% return on investment in Vanguard Target over 360 days. Vanguard Target is related to or competes with William Blair, Ab Small, Heartland Value, Queens Road, Small-cap Value, Great West, and Vanguard Small. The investment seeks to provide current income and some capital appreciation More
Vanguard Target 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 Target'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 Target Retirement upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 3.19 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.5178 |
Vanguard Target Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Target's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Target's standard deviation. In reality, there are many statistical measures that can use Vanguard Target historical prices to predict the future Vanguard Target's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.13) |
Vanguard Target Reti Backtested Returns
Vanguard Target Reti owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0379, which indicates the fund had a -0.0379 % return per unit of risk over the last 3 months. Vanguard Target Retirement exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Target's Coefficient Of Variation of (2,636), variance of 0.2165, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Target's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Target is expected to be smaller as well.
Auto-correlation | -0.31 |
Poor reverse predictability
Vanguard Target Retirement has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Target time series from 7th of February 2024 to 5th of August 2024 and 5th of August 2024 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 Target Reti price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Vanguard Target price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vanguard Target Reti lagged returns against current returns
Autocorrelation, which is Vanguard Target 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 Target's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Target returns to help us make a trade decision. For example, suppose you find that Vanguard Target 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 Target 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 Target mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Target 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 Target mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Target Lagged Returns
When evaluating Vanguard Target's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Target mutual fund have on its future price. Vanguard Target 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 Target autocorrelation shows the relationship between Vanguard Target mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Target Retirement.
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 Target 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 Target security.
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