Vanguard Intermediate Term Investment Grade Fund Market Value
| VFICX Fund | USD 8.64 0.01 0.12% |
| Symbol | Vanguard |
Vanguard Intermediate '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 Intermediate'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 Intermediate.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Vanguard Intermediate on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Intermediate Term Investment Grade or generate 0.0% return on investment in Vanguard Intermediate over 90 days. Vanguard Intermediate is related to or competes with Vanguard Short-term, Vanguard High-yield, Vanguard Long-term, Vanguard Gnma, and Vanguard Intermediate. The fund invests in a variety of high-quality and, medium-quality fixed income securities, at least 80 percent of which ... More
Vanguard Intermediate 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 Intermediate'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 Intermediate Term Investment Grade upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2989 | |||
| Maximum Drawdown | 1.42 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5767 |
Vanguard Intermediate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Intermediate's standard deviation. In reality, there are many statistical measures that can use Vanguard Intermediate historical prices to predict the future Vanguard Intermediate's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0272 | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Intermediate'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 Intermediate Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Intermediate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0484, which indicates the fund had a 0.0484 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Vanguard Intermediate Term Investment Grade, which you can use to evaluate the volatility of the fund. Please validate Vanguard Intermediate's Coefficient Of Variation of (10,728), risk adjusted performance of (0.03), and Variance of 0.1032 to confirm if the risk estimate we provide is consistent with the expected return of 0.0158%. The entity has a beta of 0.0646, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Intermediate is expected to be smaller as well.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Vanguard Intermediate Term Investment Grade has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Intermediate time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Intermediate price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Vanguard Intermediate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Intermediate lagged returns against current returns
Autocorrelation, which is Vanguard Intermediate 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 Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Intermediate returns to help us make a trade decision. For example, suppose you find that Vanguard Intermediate 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 Intermediate 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 Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Intermediate 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 Intermediate mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Intermediate Lagged Returns
When evaluating Vanguard Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Intermediate mutual fund have on its future price. Vanguard Intermediate 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 Intermediate autocorrelation shows the relationship between Vanguard Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Intermediate Term Investment Grade.
Regressed Prices |
| Timeline |
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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 Intermediate 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 Intermediate security.
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