Vanguard Malvern Funds Etf Market Value
| VGVT Etf | 75.84 0.13 0.17% |
| Symbol | Vanguard |
The market value of Vanguard Malvern Funds 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 Malvern's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Malvern'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 Malvern's market value can be influenced by many factors that don't directly affect Vanguard Malvern'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 Malvern's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Malvern is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Malvern'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 Malvern '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 Malvern'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 Malvern.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Vanguard Malvern on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Malvern Funds or generate 0.0% return on investment in Vanguard Malvern over 90 days. Vanguard Malvern is related to or competes with First Trust, Vanguard Intermediate, Vanguard Long, Vanguard Short, IShares Commodity, FT Vest, and Zillow Group. More
Vanguard Malvern 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 Malvern'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 Malvern Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1666 | |||
| Information Ratio | 0.218 | |||
| Maximum Drawdown | 1000.31 | |||
| Value At Risk | (0.31) | |||
| Potential Upside | 0.7714 |
Vanguard Malvern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Malvern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Malvern's standard deviation. In reality, there are many statistical measures that can use Vanguard Malvern historical prices to predict the future Vanguard Malvern's volatility.| Risk Adjusted Performance | 0.1818 | |||
| Jensen Alpha | 46.88 | |||
| Total Risk Alpha | 21.29 | |||
| Sortino Ratio | 285.46 | |||
| Treynor Ratio | 5.82 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Malvern'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 Malvern Funds Backtested Returns
Vanguard Malvern is out of control given 3 months investment horizon. Vanguard Malvern Funds 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 were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 47.67% are justified by taking the suggested risk. Use Vanguard Malvern Funds Downside Deviation of 0.1666, standard deviation of 218.21, and Risk Adjusted Performance of 0.1818 to evaluate company specific risk that cannot be diversified away. The entity has a beta of 8.19, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Malvern will likely underperform.
Auto-correlation | 0.00 |
No correlation between past and present
Vanguard Malvern Funds has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard Malvern time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Malvern Funds price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanguard Malvern price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Malvern Funds lagged returns against current returns
Autocorrelation, which is Vanguard Malvern 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 Malvern's etf expected returns. We can calculate the autocorrelation of Vanguard Malvern returns to help us make a trade decision. For example, suppose you find that Vanguard Malvern 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 Malvern 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 Malvern etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Malvern etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Malvern etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Malvern Lagged Returns
When evaluating Vanguard Malvern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Malvern etf have on its future price. Vanguard Malvern 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 Malvern autocorrelation shows the relationship between Vanguard Malvern etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Malvern Funds.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Vanguard Malvern Correlation, Vanguard Malvern Volatility and Vanguard Malvern Alpha and Beta module to complement your research on Vanguard Malvern. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Vanguard Malvern 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.