Vanguard Explorer Value Fund Market Value
| VEVFX Fund | USD 51.95 0.25 0.48% |
| Symbol | Vanguard |
Vanguard Explorer '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 Explorer'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 Explorer.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Vanguard Explorer on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Explorer Value or generate 0.0% return on investment in Vanguard Explorer over 30 days. Vanguard Explorer is related to or competes with Vanguard Strategic, Vanguard Emerging, Vanguard Diversified, Vanguard Mid, and Vanguard Selected. The fund invests mainly in the stocks of small and mid-size U.S More
Vanguard Explorer 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 Explorer'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 Explorer Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8167 | |||
| Information Ratio | 0.0633 | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.71 |
Vanguard Explorer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Explorer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Explorer's standard deviation. In reality, there are many statistical measures that can use Vanguard Explorer historical prices to predict the future Vanguard Explorer's volatility.| Risk Adjusted Performance | 0.1288 | |||
| Jensen Alpha | 0.1662 | |||
| Total Risk Alpha | 0.0068 | |||
| Sortino Ratio | 0.0876 | |||
| Treynor Ratio | 1.08 |
Vanguard Explorer Value Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Explorer Value 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. We have found twenty-eight technical indicators for Vanguard Explorer Value, which you can use to evaluate the volatility of the fund. Please validate Vanguard Explorer's Semi Deviation of 0.514, risk adjusted performance of 0.1288, and Coefficient Of Variation of 576.94 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Explorer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Explorer is expected to be smaller as well.
Auto-correlation | -0.22 |
Weak reverse predictability
Vanguard Explorer Value has weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Explorer time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 Explorer Value price movement. The serial correlation of -0.22 indicates that over 22.0% of current Vanguard Explorer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Vanguard Explorer Value lagged returns against current returns
Autocorrelation, which is Vanguard Explorer 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 Explorer's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Explorer returns to help us make a trade decision. For example, suppose you find that Vanguard Explorer 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 Explorer 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 Explorer mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Explorer 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 Explorer mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Explorer Lagged Returns
When evaluating Vanguard Explorer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Explorer mutual fund have on its future price. Vanguard Explorer 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 Explorer autocorrelation shows the relationship between Vanguard Explorer mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Explorer Value.
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 Explorer 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 Explorer security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |