Vanguard Wellesley Income Etf Market Value
| VUSV Etf | 63.22 0.22 0.35% |
| Symbol | Vanguard |
The market value of Vanguard Wellesley Income is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Wellesley's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Wellesley's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Wellesley's market value can be influenced by many factors that don't directly affect Vanguard Wellesley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Wellesley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Wellesley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Wellesley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vanguard Wellesley '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 Wellesley's etf 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 Wellesley.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Vanguard Wellesley on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Wellesley Income or generate 0.0% return on investment in Vanguard Wellesley over 180 days. Vanguard Wellesley is related to or competes with FT Vest, Northern Lights, Diamond Hill, Dimensional International, Tidal Trust, First Trust, and ProShares Trust. Vanguard Wellesley is entity of United States More
Vanguard Wellesley 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 Wellesley's etf 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 Wellesley Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.584 | |||
| Information Ratio | 0.2279 | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (0.80) | |||
| Potential Upside | 1.46 |
Vanguard Wellesley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Wellesley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Wellesley's standard deviation. In reality, there are many statistical measures that can use Vanguard Wellesley historical prices to predict the future Vanguard Wellesley's volatility.| Risk Adjusted Performance | 0.2256 | |||
| Jensen Alpha | 0.2248 | |||
| Total Risk Alpha | 0.1645 | |||
| Sortino Ratio | 0.2862 | |||
| Treynor Ratio | 20.5 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Wellesley'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 Wellesley Income Backtested Returns
Vanguard Wellesley appears to be very steady, given 3 months investment horizon. Vanguard Wellesley Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the etf had a 0.32 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Wellesley Income, which you can use to evaluate the volatility of the etf. Please review Vanguard Wellesley's Semi Deviation of 0.0572, coefficient of variation of 311.53, and Risk Adjusted Performance of 0.2256 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.011, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Wellesley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Wellesley is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Vanguard Wellesley Income has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard Wellesley time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Wellesley Income price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanguard Wellesley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Wellesley Income lagged returns against current returns
Autocorrelation, which is Vanguard Wellesley etf'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 Wellesley's etf expected returns. We can calculate the autocorrelation of Vanguard Wellesley returns to help us make a trade decision. For example, suppose you find that Vanguard Wellesley has exhibited high autocorrelation historically, and you observe that the etf 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 Wellesley 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 Wellesley etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Wellesley etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Wellesley etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Wellesley Lagged Returns
When evaluating Vanguard Wellesley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Wellesley etf have on its future price. Vanguard Wellesley 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 Wellesley autocorrelation shows the relationship between Vanguard Wellesley etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Wellesley Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Vanguard Wellesley Correlation, Vanguard Wellesley Volatility and Vanguard Wellesley Alpha and Beta module to complement your research on Vanguard Wellesley. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Vanguard Wellesley technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.