Vanguard Windsor Fund Market Value
| VWNEX Fund | USD 72.74 0.12 0.17% |
| Symbol | Vanguard |
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.
| 10/22/2023 |
| 04/19/2024 |
If you would invest 0.00 in Vanguard Windsor on October 22, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Windsor Fund or generate 0.0% return on investment in Vanguard Windsor over 180 days. Vanguard Windsor is related to or competes with Vanguard Small, Vanguard Growth, Vanguard Mid, Vanguard Small, 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 Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7523 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 0.7635 |
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.| Risk Adjusted Performance | 0.0349 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0274 |
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.
Vanguard Windsor Backtested Returns
We consider Vanguard Windsor very steady. Vanguard Windsor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0399, which indicates the fund had a 0.0399% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Windsor Fund, which you can use to evaluate the volatility of the fund. Please validate Vanguard Windsor's Risk Adjusted Performance of 0.0349, coefficient of variation of 1788.21, and Semi Deviation of 0.7127 to confirm if the risk estimate we provide is consistent with the expected return of 0.0253%. The entity has a beta of 0.94, 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 | 0.77 |
Good predictability
Vanguard Windsor Fund has good predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from 22nd of October 2023 to 20th of January 2024 and 20th of January 2024 to 19th of April 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 0.77 indicates that around 77.0% of current Vanguard Windsor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 2.77 |
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 Fund.
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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.