Vanguard Long Term Tax Exempt Fund Market Value

VWLTX Fund  USD 10.91  0.01  0.09%   
Vanguard Long's market value is the price at which a share of Vanguard Long trades on a public exchange. It measures the collective expectations of Vanguard Long Term Tax Exempt investors about its performance. Vanguard Long is trading at 10.91 as of the 3rd of March 2025; that is 0.09 percent up since the beginning of the trading day. The fund's open price was 10.9.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Long Term Tax Exempt and determine expected loss or profit from investing in Vanguard Long over a given investment horizon. Check out Vanguard Long Correlation, Vanguard Long Volatility and Vanguard Long Alpha and Beta module to complement your research on Vanguard Long.
Symbol

Please note, there is a significant difference between Vanguard Long's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Long is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Long'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 Long '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 Long'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 Long.
0.00
02/01/2025
No Change 0.00  0.0 
In 30 days
03/03/2025
0.00
If you would invest  0.00  in Vanguard Long on February 1, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Tax Exempt or generate 0.0% return on investment in Vanguard Long over 30 days. Vanguard Long is related to or competes with Vanguard High-yield, Vanguard Intermediate-ter, Vanguard Limited, Vanguard Short, and Vanguard Long-term. The fund has no limitations on the maturity of individual securities but is expected to maintain a dollar-weighted avera... More

Vanguard Long 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 Long'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 Long Term Tax Exempt upside and downside potential and time the market with a certain degree of confidence.

Vanguard Long Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Long's standard deviation. In reality, there are many statistical measures that can use Vanguard Long historical prices to predict the future Vanguard Long's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Long'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.
Hype
Prediction
LowEstimatedHigh
10.6410.9111.18
Details
Intrinsic
Valuation
LowRealHigh
10.6210.8911.16
Details
Naive
Forecast
LowNextHigh
10.7010.9611.23
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7210.8310.94
Details

Vanguard Long Term Backtested Returns

Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0554, which indicates the fund had a -0.0554 % return per unit of risk over the last 3 months. Vanguard Long Term Tax Exempt exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Long's Coefficient Of Variation of 2676.19, risk adjusted performance of 0.0103, and Semi Deviation of 0.2618 to confirm the risk estimate we provide. The entity has a beta of 0.0493, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Long's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Long is expected to be smaller as well.

Auto-correlation

    
  -0.46  

Modest reverse predictability

Vanguard Long Term Tax Exempt has modest reverse predictability. Overlapping area represents the amount of predictability between Vanguard Long time series from 1st of February 2025 to 16th of February 2025 and 16th of February 2025 to 3rd of March 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 Long Term price movement. The serial correlation of -0.46 indicates that about 46.0% of current Vanguard Long price fluctuation can be explain by its past prices.
Correlation Coefficient-0.46
Spearman Rank Test-0.49
Residual Average0.0
Price Variance0.0
Vanguard ReturnsVanguard Lagged ReturnsDiversified AwayVanguard ReturnsVanguard Lagged ReturnsDiversified Away100%

Vanguard Long Term lagged returns against current returns

Autocorrelation, which is Vanguard Long 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 Long's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Long returns to help us make a trade decision. For example, suppose you find that Vanguard Long 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   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar-0.6%-0.4%-0.2%0%0.2%0.4%0.6%0.8%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       Timeline  

Vanguard Long 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 Long mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Long 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 Long mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 18Feb 20Feb 22Feb 24Feb 26Feb 28Mar10.8210.8410.8610.8810.9010.92
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
       Timeline  

Vanguard Long Lagged Returns

When evaluating Vanguard Long's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Long mutual fund have on its future price. Vanguard Long 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 Long autocorrelation shows the relationship between Vanguard Long mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Long Term Tax Exempt.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15FebFeb 07Feb 11Feb 15Feb 19Feb 23Feb 27Mar10.7810.8010.8210.8410.8610.8810.90
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Vanguard Long 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 Long security.
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