Vanguard Windsor Fund Market Value
| VWNEX Fund | USD 83.71 0.39 0.46% |
| Symbol | Vanguard |
Vanguard Windsor '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 Windsor'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 Windsor.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Vanguard Windsor on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Fund or generate 0.0% return on investment in Vanguard Windsor over 720 days. Vanguard Windsor is related to or competes with Prudential High, Gmo High, Fidelity Capital, Dunham High, Blackrock High, and Pace High. The fund invests mainly in large- and mid-capitalization companies whose stocks are considered by an advisor to be under... More
Vanguard Windsor 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 Windsor'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 Windsor Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5696 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.76 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.07 |
Vanguard Windsor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Windsor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Windsor's standard deviation. In reality, there are many statistical measures that can use Vanguard Windsor historical prices to predict the future Vanguard Windsor's volatility.| Risk Adjusted Performance | 0.095 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (2.47) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Windsor'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 Windsor Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Windsor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Windsor Fund, which you can use to evaluate the volatility of the fund. Please validate Vanguard Windsor's Risk Adjusted Performance of 0.095, coefficient of variation of 802.4, and Semi Deviation of 0.4417 to confirm if the risk estimate we provide is consistent with the expected return of 0.087%. The entity has a beta of -0.0327, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Windsor are expected to decrease at a much lower rate. During the bear market, Vanguard Windsor is likely to outperform the market.
Auto-correlation | 0.06 |
Virtually no predictability
Vanguard Windsor Fund has virtually no predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Windsor price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 11.27 |
Vanguard Windsor lagged returns against current returns
Autocorrelation, which is Vanguard Windsor 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 Windsor's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Windsor returns to help us make a trade decision. For example, suppose you find that Vanguard Windsor 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 Windsor 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 Windsor mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Windsor 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 Windsor mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Windsor Lagged Returns
When evaluating Vanguard Windsor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Windsor mutual fund have on its future price. Vanguard Windsor 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 Windsor autocorrelation shows the relationship between Vanguard Windsor mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Windsor Fund.
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 Windsor 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 Windsor security.
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