Vanguard 500 Index Fund Market Value

VFIAX Fund  USD 561.86  1.02  0.18%   
Vanguard 500's market value is the price at which a share of Vanguard 500 trades on a public exchange. It measures the collective expectations of Vanguard 500 Index investors about its performance. Vanguard 500 is trading at 561.86 as of the 7th of December 2024; that is 0.18 percent down since the beginning of the trading day. The fund's open price was 562.88.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard 500 Index and determine expected loss or profit from investing in Vanguard 500 over a given investment horizon. Check out Vanguard 500 Correlation, Vanguard 500 Volatility and Vanguard 500 Alpha and Beta module to complement your research on Vanguard 500.
Symbol

Please note, there is a significant difference between Vanguard 500's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard 500 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard 500'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 500 '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 500'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 500.
0.00
12/18/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/07/2024
0.00
If you would invest  0.00  in Vanguard 500 on December 18, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard 500 Index or generate 0.0% return on investment in Vanguard 500 over 720 days. Vanguard 500 is related to or competes with Vanguard Total, Vanguard Mid-cap, Vanguard Small-cap, Vanguard Total, and Vanguard Total. The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a wi... More

Vanguard 500 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 500'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 500 Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard 500 Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard 500's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard 500's standard deviation. In reality, there are many statistical measures that can use Vanguard 500 historical prices to predict the future Vanguard 500's volatility.
Hype
Prediction
LowEstimatedHigh
561.20561.86562.52
Details
Intrinsic
Valuation
LowRealHigh
505.67605.81606.47
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard 500. Your research has to be compared to or analyzed against Vanguard 500's peers to derive any actionable benefits. When done correctly, Vanguard 500'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 500 Index.

Vanguard 500 Index Backtested Returns

At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard 500 Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the fund had a 0.26% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard 500 Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard 500's Coefficient Of Variation of 462.38, semi deviation of 0.4941, and Risk Adjusted Performance of 0.1597 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.0059, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard 500's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard 500 is expected to be smaller as well.

Auto-correlation

    
  0.83  

Very good predictability

Vanguard 500 Index has very good predictability. Overlapping area represents the amount of predictability between Vanguard 500 time series from 18th of December 2022 to 13th of December 2023 and 13th of December 2023 to 7th of December 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 500 Index price movement. The serial correlation of 0.83 indicates that around 83.0% of current Vanguard 500 price fluctuation can be explain by its past prices.
Correlation Coefficient0.83
Spearman Rank Test0.83
Residual Average0.0
Price Variance1254.99

Vanguard 500 Index lagged returns against current returns

Autocorrelation, which is Vanguard 500 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 500's mutual fund expected returns. We can calculate the autocorrelation of Vanguard 500 returns to help us make a trade decision. For example, suppose you find that Vanguard 500 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 500 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 500 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard 500 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 500 mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard 500 Lagged Returns

When evaluating Vanguard 500's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard 500 mutual fund have on its future price. Vanguard 500 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 500 autocorrelation shows the relationship between Vanguard 500 mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard 500 Index.
   Regressed Prices   
       Timeline  

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.

Other Information on Investing in Vanguard Mutual Fund

Vanguard 500 financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard 500 security.
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Odds Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance