Vanguard Specialized (Mexico) Market Value

VNQ Etf  MXN 1,771  23.96  1.33%   
Vanguard Specialized's market value is the price at which a share of Vanguard Specialized trades on a public exchange. It measures the collective expectations of Vanguard Specialized Funds investors about its performance. Vanguard Specialized is trading at 1771.00 as of the 15th of March 2025; that is 1.33 percent decrease since the beginning of the trading day. The etf's open price was 1794.96.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Specialized Funds and determine expected loss or profit from investing in Vanguard Specialized over a given investment horizon. Check out Vanguard Specialized Correlation, Vanguard Specialized Volatility and Vanguard Specialized Alpha and Beta module to complement your research on Vanguard Specialized.
Symbol

Please note, there is a significant difference between Vanguard Specialized's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Specialized is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Specialized's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vanguard Specialized '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 Specialized'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 Specialized.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Vanguard Specialized on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Specialized Funds or generate 0.0% return on investment in Vanguard Specialized over 90 days. Vanguard Specialized is related to or competes with Vanguard World, Vanguard Index, Vanguard Industrials, Vanguard Scottsdale, Vanguard Bond, and Vanguard Index. The advisor attempts to track the index by investing all, or substantially all, of its assets-either directly or indirec... More

Vanguard Specialized 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 Specialized'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 Specialized Funds upside and downside potential and time the market with a certain degree of confidence.

Vanguard Specialized Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Specialized's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Specialized's standard deviation. In reality, there are many statistical measures that can use Vanguard Specialized historical prices to predict the future Vanguard Specialized's volatility.
Hype
Prediction
LowEstimatedHigh
1,7701,7711,772
Details
Intrinsic
Valuation
LowRealHigh
1,5941,7941,795
Details
Naive
Forecast
LowNextHigh
1,7161,7171,719
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,7581,8491,940
Details

Vanguard Specialized Backtested Returns

Vanguard Specialized owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0612, which indicates the etf had a -0.0612 % return per unit of risk over the last 3 months. Vanguard Specialized Funds exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Specialized's Coefficient Of Variation of (1,293), variance of 1.77, and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.47, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Specialized's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Specialized is expected to be smaller as well.

Auto-correlation

    
  -0.04  

Very weak reverse predictability

Vanguard Specialized Funds has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Specialized 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 Specialized price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Vanguard Specialized price fluctuation can be explain by its past prices.
Correlation Coefficient-0.04
Spearman Rank Test0.17
Residual Average0.0
Price Variance1012.85

Vanguard Specialized lagged returns against current returns

Autocorrelation, which is Vanguard Specialized 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 Specialized's etf expected returns. We can calculate the autocorrelation of Vanguard Specialized returns to help us make a trade decision. For example, suppose you find that Vanguard Specialized 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 Specialized 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 Specialized etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Specialized etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Specialized etf over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Specialized Lagged Returns

When evaluating Vanguard Specialized's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Specialized etf have on its future price. Vanguard Specialized 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 Specialized autocorrelation shows the relationship between Vanguard Specialized etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Specialized Funds.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Vanguard Etf

Vanguard Specialized financial ratios help investors to determine whether Vanguard Etf 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 Specialized security.