Vanguard Quality Factor Etf Technical Analysis
| VFQY Etf | USD 146.67 1.19 0.80% |
As of the 31st of January, Vanguard Quality has the Coefficient Of Variation of 1112.65, semi deviation of 0.7477, and Risk Adjusted Performance of 0.0757. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Quality Factor, as well as the relationship between them.
Vanguard Quality Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard Quality 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.
Vanguard Quality Factor Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Quality Factor volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Quality Factor Trend Analysis
Use this graph to draw trend lines for Vanguard Quality Factor. You can use it to identify possible trend reversals for Vanguard Quality as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard Quality price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Quality Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Quality Factor applied against its price change over selected period. The best fit line has a slop of 0.02 , which may suggest that Vanguard Quality Factor market price will keep on failing further. It has 122 observation points and a regression sum of squares at 13.27, which is the sum of squared deviations for the predicted Vanguard Quality price change compared to its average price change.About Vanguard Quality Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Quality Factor on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Quality Factor based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Quality Factor price pattern first instead of the macroeconomic environment surrounding Vanguard Quality Factor. By analyzing Vanguard Quality's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Quality's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Quality specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Quality January 31, 2025 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0757 | |||
| Market Risk Adjusted Performance | 0.1864 | |||
| Mean Deviation | 0.623 | |||
| Semi Deviation | 0.7477 | |||
| Downside Deviation | 0.8671 | |||
| Coefficient Of Variation | 1112.65 | |||
| Standard Deviation | 0.8927 | |||
| Variance | 0.7969 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0344 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1764 | |||
| Maximum Drawdown | 6.63 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.39 | |||
| Downside Variance | 0.7519 | |||
| Semi Variance | 0.5591 | |||
| Expected Short fall | (0.68) | |||
| Skewness | 0.1354 | |||
| Kurtosis | 4.31 |
Vanguard Quality Factor One Year Return
Based on the recorded statements, Vanguard Quality Factor has an One Year Return of 16.3%. This is 92.9% higher than that of the Vanguard family and significantly higher than that of the Mid-Cap Blend category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Quality Factor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in producer price index. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
The market value of Vanguard Quality Factor 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 Quality's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Quality'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 Quality's market value can be influenced by many factors that don't directly affect Vanguard Quality'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 Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Quality'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.