Vanguard Diversified Equity Fund Market Value
| VDEQX Fund | USD 48.34 1.09 2.31% |
| Symbol | Vanguard |
Vanguard Diversified '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 Diversified'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 Diversified.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Vanguard Diversified on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Diversified Equity or generate 0.0% return on investment in Vanguard Diversified over 90 days. Vanguard Diversified is related to or competes with Vanguard Strategic, Vanguard Mid, Vanguard Explorer, Vanguard Large-cap, and Vanguard Emerging. The fund, as a fund of funds, invests in a diversified group of other Vanguard equity mutual funds, rather than in indiv... More
Vanguard Diversified 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 Diversified'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 Diversified Equity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.29 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 1.37 |
Vanguard Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Diversified's standard deviation. In reality, there are many statistical measures that can use Vanguard Diversified historical prices to predict the future Vanguard Diversified's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.26) |
Vanguard Diversified Backtested Returns
Vanguard Diversified owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the fund had a -0.16 % return per unit of risk over the last 3 months. Vanguard Diversified Equity exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Diversified's Variance of 1.33, risk adjusted performance of (0.16), and Coefficient Of Variation of (529.61) to confirm the risk estimate we provide. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Vanguard Diversified returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Diversified is expected to follow.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Vanguard Diversified Equity has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Diversified 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 Diversified price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Vanguard Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 2.83 |
Vanguard Diversified lagged returns against current returns
Autocorrelation, which is Vanguard Diversified 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 Diversified's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Diversified returns to help us make a trade decision. For example, suppose you find that Vanguard Diversified 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 Diversified 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 Diversified mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Diversified 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 Diversified mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Diversified Lagged Returns
When evaluating Vanguard Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Diversified mutual fund have on its future price. Vanguard Diversified 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 Diversified autocorrelation shows the relationship between Vanguard Diversified mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Diversified Equity.
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 Diversified 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 Diversified security.
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