Vanguard Multi Sector Income Etf Market Value
| VGMS Etf | 51.03 0.03 0.06% |
| Symbol | Vanguard |
The market value of Vanguard Multi Sector 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 Multi's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Multi'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 Multi's market value can be influenced by many factors that don't directly affect Vanguard Multi'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 Multi's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multi is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multi'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 Multi '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 Multi'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 Multi.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Vanguard Multi on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Multi Sector Income or generate 0.0% return on investment in Vanguard Multi over 90 days. Vanguard Multi is related to or competes with First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, and IDX Dynamic. More
Vanguard Multi 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 Multi'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 Multi Sector Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1525 | |||
| Information Ratio | (1.01) | |||
| Maximum Drawdown | 0.5716 | |||
| Value At Risk | (0.24) | |||
| Potential Upside | 0.3353 |
Vanguard Multi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Multi's standard deviation. In reality, there are many statistical measures that can use Vanguard Multi historical prices to predict the future Vanguard Multi's volatility.| Risk Adjusted Performance | 0.1467 | |||
| Jensen Alpha | 0.0337 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (1.11) | |||
| Treynor Ratio | (1.42) |
Vanguard Multi Sector Backtested Returns
Currently, Vanguard Multi Sector Income is very steady. Vanguard Multi Sector owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the etf had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Multi Sector Income, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multi's Downside Deviation of 0.1525, standard deviation of 0.1679, and Risk Adjusted Performance of 0.1467 to confirm if the risk estimate we provide is consistent with the expected return of 0.0396%. The entity has a beta of -0.0209, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Multi are expected to decrease at a much lower rate. During the bear market, Vanguard Multi is likely to outperform the market.
Auto-correlation | -1 |
Near perfect reversele predictability
Vanguard Multi Sector Income has near perfect reversele predictability. Overlapping area represents the amount of predictability between Vanguard Multi time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Multi Sector price movement. The serial correlation of -1.0 indicates that 100.0% of current Vanguard Multi price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Multi Sector lagged returns against current returns
Autocorrelation, which is Vanguard Multi 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 Multi's etf expected returns. We can calculate the autocorrelation of Vanguard Multi returns to help us make a trade decision. For example, suppose you find that Vanguard Multi 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 Multi 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 Multi etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Multi etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Multi etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Multi Lagged Returns
When evaluating Vanguard Multi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Multi etf have on its future price. Vanguard Multi 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 Multi autocorrelation shows the relationship between Vanguard Multi etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Multi Sector Income.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Vanguard Multi Correlation, Vanguard Multi Volatility and Vanguard Multi Alpha and Beta module to complement your research on Vanguard Multi. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Vanguard Multi 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.