Vanguard Market Neutral Fund Price on April 21, 2023
| VMNFX Fund | USD 14.09 0.04 0.28% |
Below is the normalized historical share price chart for Vanguard Market Neutral extending back to November 16, 1998. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Vanguard Market stands at 14.09, as last reported on the 15th of December 2024, with the highest price reaching 14.09 and the lowest price hitting 14.09 during the day.
If you're considering investing in Vanguard Mutual Fund, it is important to understand the factors that can impact its price. Vanguard Market Neutral owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0382, which indicates the fund had a -0.0382% return per unit of risk over the last 3 months. Vanguard Market Neutral exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Market's Variance of 0.1679, coefficient of variation of (7,303), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide.
Vanguard Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Vanguard |
Sharpe Ratio = -0.0382
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| Negative Returns | VMNFX |
Estimated Market Risk
| 0.41 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Market is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Market by adding Vanguard Market to a well-diversified portfolio.
Vanguard Market Valuation on April 21, 2023
It is possible to determine the worth of Vanguard Market on a given historical date. On April 21, 2023 Vanguard was worth 11.49 at the beginning of the trading date compared to the closed value of 11.49. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Market mutual fund. Still, in general, we apply an absolute valuation method to find Vanguard Market's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Vanguard Market where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Market's related companies.
| Open | High | Low | Close | Volume | |
| 11.58 | 11.58 | 11.58 | 11.58 | 1.00 | |
04/21/2023 | 11.49 | 11.49 | 11.49 | 11.49 | 1.00 |
| 11.50 | 11.50 | 11.50 | 11.50 | 1.00 |
| Backtest Vanguard Market | | | Vanguard Market History | | | Vanguard Market Valuation | Previous | Next |
Vanguard Market Trading Date Momentum on April 21, 2023
| On April 24 2023 Vanguard Market Neutral was traded for 11.50 at the closing time. The highest daily price throughout the period was 11.50 and the lowest price was 11.50 . There was no trading activity during the period 1.0. Lack of trading volume on 04/24/2023 added to the next day price jump. The trading price change to closing price of the next trading day was 0.09% . The trading price change to current closing price is 0.26% . |
Vanguard Market Neutral Fundamentals Correlations and Trends
By evaluating Vanguard Market's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Vanguard Market's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Vanguard financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Vanguard Market Mutual Fund history
Vanguard Market investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Vanguard is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Vanguard Market Neutral will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Vanguard Market stock prices may prove useful in developing a viable investing in Vanguard Market
The fund follows a market neutral strategy, which the managers define as a strategy designed to produce a portfolio that is neutral with respect to general stock market risk . Beta is a measure of a portfolios volatility relative to the volatility of the general stock market. The fund, as a whole, does not seek to adhere to any other definition of market neutrality.
Vanguard Market Mutual Fund Technical Analysis
Vanguard Market technical mutual fund 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, fund market cycles, or different charting patterns.
Price Boundaries
Vanguard Market Period Price Range
Low | December 15, 2024
| High |
0.00 | 0.00 |
Vanguard Market Neutral cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Vanguard Market December 15, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Market mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Market shares will generate the highest return on investment. By undertsting and applying Vanguard Market mutual fund market strength indicators, traders can identify Vanguard Market Neutral entry and exit signals to maximize returns
Vanguard Market Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Market's price direction in advance. Along with the technical and fundamental analysis of Vanguard Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vanguard to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.1) |
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| Overlap Studies | ||
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| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
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.
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |