Vanguard Wellesley Income Fund Market Value
| VWINX Fund | USD 25.30 0.09 0.36% |
| Symbol | Vanguard |
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 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 Wellesley.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Vanguard Wellesley on September 3, 2024 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 150 days. Vanguard Wellesley is related to or competes with Vanguard Wellington, Vanguard Dividend, Vanguard Gnma, Vanguard Equity, and Vanguard Short-term. The fund invests approximately 60 percent to 65 percent of its assets in investment-grade fixed income securities, inclu... 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 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 Wellesley Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4082 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.40) | |||
| Potential Upside | 0.5287 |
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 | 0.0067 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.22) | |||
| Treynor Ratio | (0.01) |
Vanguard Wellesley Income Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Wellesley Income owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0644, which indicates the fund had a 0.0644 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Wellesley Income, which you can use to evaluate the volatility of the fund. Please validate Vanguard Wellesley's Risk Adjusted Performance of 0.0067, semi deviation of 0.3844, and Coefficient Of Variation of 4457.74 to confirm if the risk estimate we provide is consistent with the expected return of 0.025%. The entity has a beta of 0.17, 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 | -0.05 |
Very weak reverse predictability
Vanguard Wellesley Income has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Wellesley time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st of January 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 -0.05 indicates that only as little as 5.0% of current Vanguard Wellesley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Vanguard Wellesley Income lagged returns against current returns
Autocorrelation, which is Vanguard Wellesley 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 Wellesley's mutual fund 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 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Wellesley 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 Wellesley mutual fund 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 mutual fund 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 mutual fund 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 |
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 Wellesley 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 Wellesley security.
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites |