Vanguard's market value is the price at which a share of Vanguard trades on a public exchange. It measures the collective expectations of Vanguard UK Gilt investors about its performance. Vanguard is trading at 20.09 as of the 22nd of December 2024, a 0.60% increase since the beginning of the trading day. The etf's lowest day price was 19.95. With this module, you can estimate the performance of a buy and hold strategy of Vanguard UK Gilt and determine expected loss or profit from investing in Vanguard over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Vanguard
Vanguard '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'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.
0.00
01/02/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
12/22/2024
0.00
If you would invest 0.00 in Vanguard on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard UK Gilt or generate 0.0% return on investment in Vanguard over 720 days.
Vanguard 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'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 UK Gilt upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.
Vanguard UK Gilt owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.17, which indicates the etf had a -0.17% return per unit of risk over the last 3 months. Vanguard UK Gilt exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard's Risk Adjusted Performance of (0.15), coefficient of variation of (577.61), and Variance of 0.1501 to confirm the risk estimate we provide. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard is expected to be smaller as well.
Auto-correlation
-0.31
Poor reverse predictability
Vanguard UK Gilt has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd 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 UK Gilt price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Vanguard price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.31
Spearman Rank Test
-0.03
Residual Average
0.0
Price Variance
0.09
Vanguard UK Gilt lagged returns against current returns
Autocorrelation, which is Vanguard 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's etf expected returns. We can calculate the autocorrelation of Vanguard returns to help us make a trade decision. For example, suppose you find that Vanguard 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 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 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard etf over time.
Current vs Lagged Prices
Timeline
Vanguard Lagged Returns
When evaluating Vanguard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard etf have on its future price. Vanguard 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 autocorrelation shows the relationship between Vanguard etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard UK Gilt.
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.