Vanguard Long Term Bond Etf Market Value

BLV Etf  USD 70.97  0.68  0.95%   
Vanguard Long's market value is the price at which a share of Vanguard Long trades on a public exchange. It measures the collective expectations of Vanguard Long Term Bond investors about its performance. Vanguard Long is selling for under 70.97 as of the 12th of December 2024; that is 0.95 percent down since the beginning of the trading day. The etf's lowest day price was 70.91.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Long Term Bond and determine expected loss or profit from investing in Vanguard Long over a given investment horizon. Check out Vanguard Long Correlation, Vanguard Long Volatility and Vanguard Long Alpha and Beta module to complement your research on Vanguard Long.
Symbol

The market value of Vanguard Long Term 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 Long's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Long'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 Long's market value can be influenced by many factors that don't directly affect Vanguard Long'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 Long's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Long is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Long'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 Long '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 Long'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 Long.
0.00
11/12/2024
No Change 0.00  0.0 
In 31 days
12/12/2024
0.00
If you would invest  0.00  in Vanguard Long on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Bond or generate 0.0% return on investment in Vanguard Long over 30 days. Vanguard Long is related to or competes with Vanguard Intermediate, Vanguard Short, Vanguard Long, Vanguard Long, and Vanguard Extended. This index includes all medium and larger issues of U.S More

Vanguard Long 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 Long'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 Long Term Bond upside and downside potential and time the market with a certain degree of confidence.

Vanguard Long Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Long's standard deviation. In reality, there are many statistical measures that can use Vanguard Long historical prices to predict the future Vanguard Long's volatility.
Hype
Prediction
LowEstimatedHigh
70.2070.9171.62
Details
Intrinsic
Valuation
LowRealHigh
65.9466.6578.05
Details
Naive
Forecast
LowNextHigh
70.7271.4372.14
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
69.2871.1973.10
Details

Vanguard Long Term Backtested Returns

Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the etf had a -0.12% return per unit of risk over the last 3 months. Vanguard Long Term Bond exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Long's Variance of 0.4965, risk adjusted performance of (0.09), and Coefficient Of Variation of (824.71) to confirm the risk estimate we provide. The entity has a beta of -0.0271, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Long are expected to decrease at a much lower rate. During the bear market, Vanguard Long is likely to outperform the market.

Auto-correlation

    
  -0.71  

Almost perfect reverse predictability

Vanguard Long Term Bond has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Long time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 2024. 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 Long Term price movement. The serial correlation of -0.71 indicates that around 71.0% of current Vanguard Long price fluctuation can be explain by its past prices.
Correlation Coefficient-0.71
Spearman Rank Test-0.24
Residual Average0.0
Price Variance0.28

Vanguard Long Term lagged returns against current returns

Autocorrelation, which is Vanguard Long 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 Long's etf expected returns. We can calculate the autocorrelation of Vanguard Long returns to help us make a trade decision. For example, suppose you find that Vanguard Long 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 Long 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 Long etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Long etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Long etf over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Long Lagged Returns

When evaluating Vanguard Long's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Long etf have on its future price. Vanguard Long 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 Long autocorrelation shows the relationship between Vanguard Long etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Long Term Bond.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  
When determining whether Vanguard Long Term is a strong investment it is important to analyze Vanguard Long's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Long's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
Check out Vanguard Long Correlation, Vanguard Long Volatility and Vanguard Long Alpha and Beta module to complement your research on Vanguard Long.
You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Vanguard Long 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.
A focus of Vanguard Long technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Long trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...