Vanguard Institutional Total Fund Market Value

VITPX Fund  USD 90.15  0.13  0.14%   
Vanguard Institutional's market value is the price at which a share of Vanguard Institutional trades on a public exchange. It measures the collective expectations of Vanguard Institutional Total investors about its performance. Vanguard Institutional is trading at 90.15 as of the 29th of March 2024; that is 0.14% increase since the beginning of the trading day. The fund's open price was 90.02.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Institutional Total and determine expected loss or profit from investing in Vanguard Institutional over a given investment horizon. Check out Vanguard Institutional Correlation, Vanguard Institutional Volatility and Vanguard Institutional Alpha and Beta module to complement your research on Vanguard Institutional.
Symbol

Please note, there is a significant difference between Vanguard Institutional's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Institutional is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Institutional'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 Institutional '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 Institutional'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 Institutional.
0.00
02/28/2024
No Change 0.00  0.0 
In 30 days
03/29/2024
0.00
If you would invest  0.00  in Vanguard Institutional on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Institutional Total or generate 0.0% return on investment in Vanguard Institutional over 30 days. Vanguard Institutional is related to or competes with Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard 500, and Vanguard 500. The fund employs an indexing investment approach designed to track the performance of the CRSP US Total Market Index, wh... More

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

Vanguard Institutional Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Institutional's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Institutional's standard deviation. In reality, there are many statistical measures that can use Vanguard Institutional historical prices to predict the future Vanguard Institutional'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 Institutional'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
0.000.000.72
Details
Intrinsic
Valuation
LowRealHigh
0.000.000.72
Details
Naive
Forecast
LowNextHigh
89.5390.2590.97
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
86.2688.3390.40
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Institutional. Your research has to be compared to or analyzed against Vanguard Institutional's peers to derive any actionable benefits. When done correctly, Vanguard Institutional'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 Institutional.

Vanguard Institutional Backtested Returns

We consider Vanguard Institutional out of control. Vanguard Institutional owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Institutional Total, which you can use to evaluate the volatility of the fund. Please validate Vanguard Institutional's Semi Deviation of 0.3896, coefficient of variation of 463.69, and Risk Adjusted Performance of 0.1219 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 1.09, which indicates a somewhat significant risk relative to the market. Vanguard Institutional returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Institutional is expected to follow.

Auto-correlation

    
  0.43  

Average predictability

Vanguard Institutional Total has average predictability. Overlapping area represents the amount of predictability between Vanguard Institutional time series from 28th of February 2024 to 14th of March 2024 and 14th of March 2024 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 Institutional price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Vanguard Institutional price fluctuation can be explain by its past prices.
Correlation Coefficient0.43
Spearman Rank Test0.85
Residual Average0.0
Price Variance0.73

Vanguard Institutional lagged returns against current returns

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

Vanguard Institutional Lagged Returns

When evaluating Vanguard Institutional's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Institutional mutual fund have on its future price. Vanguard Institutional 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 Institutional autocorrelation shows the relationship between Vanguard Institutional mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Institutional Total.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard Institutional in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard Institutional's short interest history, or implied volatility extrapolated from Vanguard Institutional options trading.

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Check out Vanguard Institutional Correlation, Vanguard Institutional Volatility and Vanguard Institutional Alpha and Beta module to complement your research on Vanguard Institutional.
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Vanguard Institutional 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 Institutional technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Institutional 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...