Vanguard E Bond Fund Market Value
| VCORX Fund | USD 8.98 0.02 0.22% |
| Symbol | Vanguard |
Vanguard Core '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 Core'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 Core.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vanguard Core on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard E Bond or generate 0.0% return on investment in Vanguard Core over 90 days. Vanguard Core is related to or competes with Vanguard Emerging, Vanguard Ultra-short-term, Vanguard Core, Vanguard Global, and Vanguard Global. The fund invests in fixed income securities of various maturities, yields, and qualities More
Vanguard Core 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 Core'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 E Bond upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.296 | |||
| Information Ratio | 0.3889 | |||
| Maximum Drawdown | 1.37 | |||
| Value At Risk | (0.34) | |||
| Potential Upside | 0.5669 |
Vanguard Core Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Core's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Core's standard deviation. In reality, there are many statistical measures that can use Vanguard Core historical prices to predict the future Vanguard Core's volatility.| Risk Adjusted Performance | 0.0458 | |||
| Jensen Alpha | 0.0182 | |||
| Total Risk Alpha | 0.0522 | |||
| Sortino Ratio | 0.412 | |||
| Treynor Ratio | 0.2678 |
Vanguard E Bond Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard E Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0731, which indicates the fund had a 0.0731 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard E Bond, which you can use to evaluate the volatility of the fund. Please validate Vanguard Core's Semi Deviation of 0.2117, coefficient of variation of 1368.88, and Risk Adjusted Performance of 0.0458 to confirm if the risk estimate we provide is consistent with the expected return of 0.0229%. The entity has a beta of 0.0482, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Core's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Core is expected to be smaller as well.
Auto-correlation | 0.09 |
Virtually no predictability
Vanguard E Bond has virtually no predictability. Overlapping area represents the amount of predictability between Vanguard Core 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 E Bond price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Vanguard Core price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vanguard E Bond lagged returns against current returns
Autocorrelation, which is Vanguard Core 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 Core's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Core returns to help us make a trade decision. For example, suppose you find that Vanguard Core 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 Core 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 Core mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Core 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 Core mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Core Lagged Returns
When evaluating Vanguard Core's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Core mutual fund have on its future price. Vanguard Core 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 Core autocorrelation shows the relationship between Vanguard Core mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard E Bond.
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.Other Information on Investing in Vanguard Mutual Fund
Vanguard Core 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 Core security.
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