Vanguard Windsor Ii Fund Market Value

VWNAX Fund  USD 82.61  0.91  1.11%   
Vanguard Windsor's market value is the price at which a share of Vanguard Windsor trades on a public exchange. It measures the collective expectations of Vanguard Windsor Ii investors about its performance. Vanguard Windsor is trading at 82.61 as of the 28th of March 2024; that is 1.11 percent up since the beginning of the trading day. The fund's open price was 81.7.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Windsor Ii and determine expected loss or profit from investing in Vanguard Windsor over a given investment horizon. Check out Vanguard Windsor Correlation, Vanguard Windsor Volatility and Vanguard Windsor Alpha and Beta module to complement your research on Vanguard Windsor.
Symbol

Please note, there is a significant difference between Vanguard Windsor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Windsor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Windsor'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 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.
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 Windsor on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Ii or generate 0.0% return on investment in Vanguard Windsor over 30 days. Vanguard Windsor is related to or competes with State Farm, Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, and Vanguard Emerging. 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 Ii upside and downside potential and time the market with a certain degree of confidence.

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.
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.
Hype
Prediction
LowEstimatedHigh
81.1681.7382.30
Details
Intrinsic
Valuation
LowRealHigh
80.3480.9189.87
Details
Naive
Forecast
LowNextHigh
81.2781.8482.41
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
81.6981.7181.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Windsor. Your research has to be compared to or analyzed against Vanguard Windsor's peers to derive any actionable benefits. When done correctly, Vanguard Windsor'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 Windsor.

Vanguard Windsor Backtested Returns

We consider Vanguard Windsor very steady. Vanguard Windsor 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-eight technical indicators for Vanguard Windsor Ii, which you can use to evaluate the volatility of the fund. Please validate Vanguard Windsor's Semi Deviation of 0.3795, risk adjusted performance of 0.137, and Coefficient Of Variation of 406.13 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.95, which indicates possible diversification benefits within a given portfolio. Vanguard Windsor returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Windsor is expected to follow.

Auto-correlation

    
  0.67  

Good predictability

Vanguard Windsor Ii has good predictability. Overlapping area represents the amount of predictability between Vanguard Windsor 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 Windsor price movement. The serial correlation of 0.67 indicates that around 67.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
Correlation Coefficient0.67
Spearman Rank Test0.66
Residual Average0.0
Price Variance0.55

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 Ii.
   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 Windsor 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 Windsor's short interest history, or implied volatility extrapolated from Vanguard Windsor options trading.

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 Windsor Correlation, Vanguard Windsor Volatility and Vanguard Windsor Alpha and Beta module to complement your research on Vanguard Windsor.
Note that the Vanguard Windsor information on this page should be used as a complementary analysis to other Vanguard Windsor'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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.

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