Vanguard 500 Index Fund Technical Analysis
VFIAX Fund | USD 484.83 0.55 0.11% |
As of the 28th of March, Vanguard 500 has the Coefficient Of Variation of 418.47, semi deviation of 0.3004, and Risk Adjusted Performance of 0.1344. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard 500 Index, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to analyze nineteen technical drivers for Vanguard 500 Index, which can be compared to its competition. Please validate Vanguard 500 Index variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Vanguard 500 is priced more or less accurately, providing market reflects its prevalent price of 484.83 per share.
Vanguard 500 Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard 500 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.
Vanguard 500 Index Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard 500 Index volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard 500 Index Trend Analysis
Use this graph to draw trend lines for Vanguard 500 Index. You can use it to identify possible trend reversals for Vanguard 500 as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard 500 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard 500 Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard 500 Index applied against its price change over selected period. The best fit line has a slop of 0.86 , which means Vanguard 500 Index will continue generating value for investors. It has 122 observation points and a regression sum of squares at 27987.91, which is the sum of squared deviations for the predicted Vanguard 500 price change compared to its average price change.About Vanguard 500 Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard 500 Index on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard 500 Index based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vanguard 500 Index price pattern first instead of the macroeconomic environment surrounding Vanguard 500 Index. By analyzing Vanguard 500's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard 500's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard 500 specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard 500 March 28, 2024 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1344 | |||
Market Risk Adjusted Performance | 0.1595 | |||
Mean Deviation | 0.5174 | |||
Semi Deviation | 0.3004 | |||
Downside Deviation | 0.5796 | |||
Coefficient Of Variation | 418.47 | |||
Standard Deviation | 0.6669 | |||
Variance | 0.4448 | |||
Information Ratio | 0.0367 | |||
Jensen Alpha | 0.0246 | |||
Total Risk Alpha | (0.0005) | |||
Sortino Ratio | 0.0422 | |||
Treynor Ratio | 0.1495 | |||
Maximum Drawdown | 3.13 | |||
Value At Risk | (0.80) | |||
Potential Upside | 1.24 | |||
Downside Variance | 0.3359 | |||
Semi Variance | 0.0902 | |||
Expected Short fall | (0.61) | |||
Skewness | 0.1284 | |||
Kurtosis | 0.6241 |
Vanguard 500 Index One Year Return
Based on the recorded statements, Vanguard 500 Index has an One Year Return of 35.0127%. This is much higher than that of the Vanguard family and notably higher than that of the Large Blend category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Vanguard 500 March 28, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
Accumulation Distribution | 0.00 | ||
Daily Balance Of Power | Huge | ||
Rate Of Daily Change | 1.00 | ||
Day Median Price | 484.83 | ||
Day Typical Price | 484.83 | ||
Price Action Indicator | 0.28 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard 500 Index. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Vanguard 500 Index information on this page should be used as a complementary analysis to other Vanguard 500'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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Complementary Tools for Vanguard Mutual Fund analysis
When running Vanguard 500's price analysis, check to measure Vanguard 500'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 500 is operating at the current time. Most of Vanguard 500's value examination focuses on studying past and present price action to predict the probability of Vanguard 500'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 500's price. Additionally, you may evaluate how the addition of Vanguard 500 to your portfolios can decrease your overall portfolio volatility.
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