Vanguard Money Market Fund Market Value
| VMRXX Fund | USD 1.00 0.00 0.00% |
| Symbol | Vanguard |
Vanguard Money '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 Money's money market 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 Money.
| 06/29/2024 |
| 12/26/2024 |
If you would invest 0.00 in Vanguard Money on June 29, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Money Market or generate 0.0% return on investment in Vanguard Money over 180 days. Vanguard Money is related to or competes with Vanguard Total, Vanguard 500, Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Total, and Vanguard 500. Vanguard Money is entity of United States More
Vanguard Money 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 Money's money market 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 Money Market upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 1.01 |
Vanguard Money Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Money's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Money's standard deviation. In reality, there are many statistical measures that can use Vanguard Money historical prices to predict the future Vanguard Money's volatility.| Risk Adjusted Performance | 0.0441 | |||
| Total Risk Alpha | (0.000097) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Money'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 Money Market Backtested Returns
At this stage we consider Vanguard Money Market Fund to be not too volatile. Vanguard Money Market owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13% return per unit of risk over the last 3 months. We have found thirteen technical indicators for Vanguard Money Market, which you can use to evaluate the volatility of the fund. Please validate Vanguard Money's Standard Deviation of 0.1243, risk adjusted performance of 0.0441, and Information Ratio of (0.24) to confirm if the risk estimate we provide is consistent with the expected return of 0.0158%. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Vanguard Money are completely uncorrelated.
Auto-correlation | 0.18 |
Very weak predictability
Vanguard Money Market has very weak predictability. Overlapping area represents the amount of predictability between Vanguard Money time series from 29th of June 2024 to 27th of September 2024 and 27th of September 2024 to 26th 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 Money Market price movement. The serial correlation of 0.18 indicates that over 18.0% of current Vanguard Money price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Money Market lagged returns against current returns
Autocorrelation, which is Vanguard Money money market 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 Money's money market fund expected returns. We can calculate the autocorrelation of Vanguard Money returns to help us make a trade decision. For example, suppose you find that Vanguard Money has exhibited high autocorrelation historically, and you observe that the money market 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 Money 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 Money money market fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Money money market fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Money money market fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Money Lagged Returns
When evaluating Vanguard Money's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Money money market fund have on its future price. Vanguard Money 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 Money autocorrelation shows the relationship between Vanguard Money money market fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Money Market.
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 Money Market Fund
Vanguard Money financial ratios help investors to determine whether Vanguard Money Market 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 Money security.
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