Vanguard Market Neutral Fund Market Value
| VMNIX Fund | USD 14.21 0.05 0.35% |
| Symbol | Vanguard |
Vanguard Market '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 Market'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 Market.
| 12/24/2023 |
| 12/13/2025 |
If you would invest 0.00 in Vanguard Market on December 24, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Market Neutral or generate 0.0% return on investment in Vanguard Market over 720 days. Vanguard Market is related to or competes with Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Value, Vanguard Emerging, and Vanguard Market. The fund follows a market neutral strategy, which the managers define as a strategy designed to produce a portfolio that... More
Vanguard Market 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 Market'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 Market Neutral upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5099 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 0.731 |
Vanguard Market Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Market's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Market's standard deviation. In reality, there are many statistical measures that can use Vanguard Market historical prices to predict the future Vanguard Market's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0098 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (0.18) |
Vanguard Market Neutral Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Market Neutral owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0353, which indicates the fund had a 0.0353 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Market Neutral, which you can use to evaluate the volatility of the fund. Please validate Vanguard Market's Semi Deviation of 0.4417, coefficient of variation of 2720.13, and Risk Adjusted Performance of 0.0207 to confirm if the risk estimate we provide is consistent with the expected return of 0.0166%. The entity has a beta of -0.0398, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Market are expected to decrease at a much lower rate. During the bear market, Vanguard Market is likely to outperform the market.
Auto-correlation | 0.56 |
Modest predictability
Vanguard Market Neutral has modest predictability. Overlapping area represents the amount of predictability between Vanguard Market time series from 24th of December 2023 to 18th of December 2024 and 18th of December 2024 to 13th of December 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 Market Neutral price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Vanguard Market price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Vanguard Market Neutral lagged returns against current returns
Autocorrelation, which is Vanguard Market 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 Market's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Market returns to help us make a trade decision. For example, suppose you find that Vanguard Market 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 Market 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 Market mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Market 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 Market mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Market Lagged Returns
When evaluating Vanguard Market's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Market mutual fund have on its future price. Vanguard Market 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 Market autocorrelation shows the relationship between Vanguard Market mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Market Neutral.
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.| PRNEX | T Rowe Price | |
| RPBAX | T Rowe Price | |
| PRDGX | T Rowe Price |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Market 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 Market security.
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