Vanguard Extended Market Fund Market Value

VSEMX Fund  USD 213.14  3.09  1.47%   
Vanguard Extended's market value is the price at which a share of Vanguard Extended trades on a public exchange. It measures the collective expectations of Vanguard Extended Market investors about its performance. Vanguard Extended is trading at 213.14 as of the 28th of March 2024; that is 1.47 percent increase since the beginning of the trading day. The fund's open price was 210.05.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Extended Market and determine expected loss or profit from investing in Vanguard Extended over a given investment horizon. Check out Vanguard Extended Correlation, Vanguard Extended Volatility and Vanguard Extended Alpha and Beta module to complement your research on Vanguard Extended.
Symbol

Please note, there is a significant difference between Vanguard Extended's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Extended is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Extended'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 Extended '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 Extended'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 Extended.
0.00
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Vanguard Extended on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Extended Market or generate 0.0% return on investment in Vanguard Extended over 30 days. Vanguard Extended is related to or competes with USCF Gold, Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, and Vanguard Emerging. The fund employs an indexing investment approach designed to track the performance of SP Completion Index, a broadly div... More

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

Vanguard Extended Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Extended's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Extended's standard deviation. In reality, there are many statistical measures that can use Vanguard Extended historical prices to predict the future Vanguard Extended'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 Extended'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
212.06213.14214.22
Details
Intrinsic
Valuation
LowRealHigh
193.94195.02234.45
Details
Naive
Forecast
LowNextHigh
212.89213.97215.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
208.16211.08213.99
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Extended. Your research has to be compared to or analyzed against Vanguard Extended's peers to derive any actionable benefits. When done correctly, Vanguard Extended'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 Extended Market.

Vanguard Extended Market Backtested Returns

We consider Vanguard Extended very steady. Vanguard Extended Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the fund had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Extended Market, which you can use to evaluate the volatility of the fund. Please validate Vanguard Extended's Semi Deviation of 0.9849, risk adjusted performance of 0.0633, and Coefficient Of Variation of 949.25 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 1.66, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Extended will likely underperform.

Auto-correlation

    
  0.21  

Weak predictability

Vanguard Extended Market has weak predictability. Overlapping area represents the amount of predictability between Vanguard Extended time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th 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 Extended Market price movement. The serial correlation of 0.21 indicates that over 21.0% of current Vanguard Extended price fluctuation can be explain by its past prices.
Correlation Coefficient0.21
Spearman Rank Test0.3
Residual Average0.0
Price Variance7.44

Vanguard Extended Market lagged returns against current returns

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

Vanguard Extended Lagged Returns

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

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Check out Vanguard Extended Correlation, Vanguard Extended Volatility and Vanguard Extended Alpha and Beta module to complement your research on Vanguard Extended.
You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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When running Vanguard Extended's price analysis, check to measure Vanguard Extended'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 Extended is operating at the current time. Most of Vanguard Extended's value examination focuses on studying past and present price action to predict the probability of Vanguard Extended'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 Extended's price. Additionally, you may evaluate how the addition of Vanguard Extended to your portfolios can decrease your overall portfolio volatility.
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Vanguard Extended 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 Extended technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Extended 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...