Vanguard Quality Factor Etf Market Value
| VFQY Etf | USD 144.69 0.27 0.19% |
| Symbol | Vanguard |
The market value of Vanguard Quality Factor is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Quality's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Quality's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Quality's market value can be influenced by many factors that don't directly affect Vanguard Quality's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Quality'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 Quality '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 Quality's etf 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 Quality.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Vanguard Quality on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Quality Factor or generate 0.0% return on investment in Vanguard Quality over 90 days. Vanguard Quality is related to or competes with Vanguard Momentum, Vanguard Multifactor, Vanguard Value, Vanguard Minimum, and Vanguard. The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S More
Vanguard Quality 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 Quality's etf 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 Quality Factor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8503 | |||
| Information Ratio | 0.0652 | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.87 |
Vanguard Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Quality's standard deviation. In reality, there are many statistical measures that can use Vanguard Quality historical prices to predict the future Vanguard Quality's volatility.| Risk Adjusted Performance | 0.2017 | |||
| Jensen Alpha | 0.2057 | |||
| Total Risk Alpha | 0.0579 | |||
| Sortino Ratio | 0.0742 | |||
| Treynor Ratio | (4.06) |
Vanguard Quality Factor Backtested Returns
Vanguard Quality appears to be very steady, given 3 months investment horizon. Vanguard Quality Factor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Quality Factor, which you can use to evaluate the volatility of the etf. Please review Vanguard Quality's Risk Adjusted Performance of 0.2017, semi deviation of 0.5392, and Coefficient Of Variation of 462.78 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.049, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Quality are expected to decrease at a much lower rate. During the bear market, Vanguard Quality is likely to outperform the market.
Auto-correlation | 0.83 |
Very good predictability
Vanguard Quality Factor has very good predictability. Overlapping area represents the amount of predictability between Vanguard Quality time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. 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 Quality Factor price movement. The serial correlation of 0.83 indicates that around 83.0% of current Vanguard Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 7.81 |
Vanguard Quality Factor lagged returns against current returns
Autocorrelation, which is Vanguard Quality etf'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 Quality's etf expected returns. We can calculate the autocorrelation of Vanguard Quality returns to help us make a trade decision. For example, suppose you find that Vanguard Quality has exhibited high autocorrelation historically, and you observe that the etf 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 Quality 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 Quality etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Quality etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Quality etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Quality Lagged Returns
When evaluating Vanguard Quality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Quality etf have on its future price. Vanguard Quality 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 Quality autocorrelation shows the relationship between Vanguard Quality etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Quality Factor.
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.When determining whether Vanguard Quality Factor offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Quality's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Quality Factor Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Quality Factor Etf:Check out Vanguard Quality Correlation, Vanguard Quality Volatility and Vanguard Quality Alpha and Beta module to complement your research on Vanguard Quality. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Vanguard Quality technical etf 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, etf market cycles, or different charting patterns.