Vanguard Short Term Bond Etf Market Value
| BSV Etf | USD 77.88 0.09 0.12% |
| Symbol | Vanguard |
The market value of Vanguard Short 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 Short's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Short'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 Short's market value can be influenced by many factors that don't directly affect Vanguard Short'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 Short's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Short is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Short'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 Short '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 Short'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 Short.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vanguard Short on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Short Term Bond or generate 0.0% return on investment in Vanguard Short over 90 days. Vanguard Short is related to or competes with Vanguard Intermediate, Vanguard Long, Vanguard Short, Vanguard Total, and Vanguard Intermediate. This index includes all medium and larger issues of U.S More
Vanguard Short 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 Short'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 Short Term Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.129 | |||
| Information Ratio | 1.18 | |||
| Maximum Drawdown | 0.5734 | |||
| Value At Risk | (0.18) | |||
| Potential Upside | 0.2219 |
Vanguard Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Short's standard deviation. In reality, there are many statistical measures that can use Vanguard Short historical prices to predict the future Vanguard Short's volatility.| Risk Adjusted Performance | 0.0806 | |||
| Jensen Alpha | 0.0136 | |||
| Total Risk Alpha | 0.0326 | |||
| Sortino Ratio | 1.19 | |||
| Treynor Ratio | 0.5638 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Short'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 Short Term Backtested Returns
At this stage we consider Vanguard Etf to be very steady. Vanguard Short Term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the etf had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Short Term Bond, which you can use to evaluate the volatility of the etf. Please validate Vanguard Short's Standard Deviation of 0.1294, risk adjusted performance of 0.0806, and Downside Deviation of 0.129 to confirm if the risk estimate we provide is consistent with the expected return of 0.0242%. The entity has a beta of 0.0192, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Short's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Short is expected to be smaller as well.
Auto-correlation | 0.63 |
Good predictability
Vanguard Short Term Bond has good predictability. Overlapping area represents the amount of predictability between Vanguard Short time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Short Term price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Vanguard Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Vanguard Short Term lagged returns against current returns
Autocorrelation, which is Vanguard Short 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 Short's etf expected returns. We can calculate the autocorrelation of Vanguard Short returns to help us make a trade decision. For example, suppose you find that Vanguard Short 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 Short 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 Short etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Short etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Short etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Short Lagged Returns
When evaluating Vanguard Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Short etf have on its future price. Vanguard Short 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 Short autocorrelation shows the relationship between Vanguard Short etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Short Term Bond.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out Vanguard Short Correlation, Vanguard Short Volatility and Vanguard Short Alpha and Beta module to complement your research on Vanguard Short. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Vanguard Short 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.