Vanguard Balanced Index Fund Market Value

VBIAX Fund  USD 46.66  0.32  0.69%   
Vanguard Balanced's market value is the price at which a share of Vanguard Balanced trades on a public exchange. It measures the collective expectations of Vanguard Balanced Index investors about its performance. Vanguard Balanced is trading at 46.66 as of the 29th of March 2024; that is 0.69% increase since the beginning of the trading day. The fund's open price was 46.34.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Balanced Index and determine expected loss or profit from investing in Vanguard Balanced over a given investment horizon. Check out Vanguard Balanced Correlation, Vanguard Balanced Volatility and Vanguard Balanced Alpha and Beta module to complement your research on Vanguard Balanced.
Symbol

Please note, there is a significant difference between Vanguard Balanced's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Balanced is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Balanced'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 Balanced '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 Balanced'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 Balanced.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/29/2024
0.00
If you would invest  0.00  in Vanguard Balanced on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Balanced Index or generate 0.0% return on investment in Vanguard Balanced over 720 days. Vanguard Balanced is related to or competes with American Funds, American Funds, American Balanced, American Balanced, American Balanced, American Balanced, and American Balanced. The fund employs an indexing investment approach designed to track the performance of two benchmark indexes More

Vanguard Balanced 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 Balanced'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 Balanced Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard Balanced Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Balanced's standard deviation. In reality, there are many statistical measures that can use Vanguard Balanced historical prices to predict the future Vanguard Balanced'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 Balanced'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
46.1746.6647.15
Details
Intrinsic
Valuation
LowRealHigh
45.7746.2646.75
Details
Naive
Forecast
LowNextHigh
46.1446.6347.11
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
45.3146.0346.75
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Balanced. Your research has to be compared to or analyzed against Vanguard Balanced's peers to derive any actionable benefits. When done correctly, Vanguard Balanced's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Balanced Index.

Vanguard Balanced Index Backtested Returns

We consider Vanguard Balanced very steady. Vanguard Balanced Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Balanced Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Balanced's Coefficient Of Variation of 518.92, risk adjusted performance of 0.1054, and Semi Deviation of 0.2509 to confirm if the risk estimate we provide is consistent with the expected return of 0.1%. The entity has a beta of -0.0325, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Balanced are expected to decrease at a much lower rate. During the bear market, Vanguard Balanced is likely to outperform the market.

Auto-correlation

    
  0.15  

Insignificant predictability

Vanguard Balanced Index has insignificant predictability. Overlapping area represents the amount of predictability between Vanguard Balanced time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 Balanced Index price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Vanguard Balanced price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test-0.23
Residual Average0.0
Price Variance4.35

Vanguard Balanced Index lagged returns against current returns

Autocorrelation, which is Vanguard Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Balanced returns to help us make a trade decision. For example, suppose you find that Vanguard Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Balanced 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 Balanced mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Balanced Lagged Returns

When evaluating Vanguard Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Balanced mutual fund have on its future price. Vanguard Balanced 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 Balanced autocorrelation shows the relationship between Vanguard Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Balanced Index.
   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.
Check out Vanguard Balanced Correlation, Vanguard Balanced Volatility and Vanguard Balanced Alpha and Beta module to complement your research on Vanguard Balanced.
Note that the Vanguard Balanced Index information on this page should be used as a complementary analysis to other Vanguard Balanced's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.

Complementary Tools for Vanguard Mutual Fund analysis

When running Vanguard Balanced's price analysis, check to measure Vanguard Balanced's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard Balanced is operating at the current time. Most of Vanguard Balanced's value examination focuses on studying past and present price action to predict the probability of Vanguard Balanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vanguard Balanced's price. Additionally, you may evaluate how the addition of Vanguard Balanced to your portfolios can decrease your overall portfolio volatility.
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
CEOs Directory
Screen CEOs from public companies around the world
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Commodity Directory
Find actively traded commodities issued by global exchanges
Share Portfolio
Track or share privately all of your investments from the convenience of any device
Vanguard Balanced technical mutual fund 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, fund market cycles, or different charting patterns.
A focus of Vanguard Balanced technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Balanced trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...