Vanguard Mid Cap Growth Etf Market Value
| VOT Etf | USD 258.11 1.85 0.71% |
| Symbol | Vanguard |
The market value of Vanguard Mid Cap is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Mid's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Mid's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Mid's market value can be influenced by many factors that don't directly affect Vanguard Mid's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Mid's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Mid is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Mid'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 Mid '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 Mid'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 Mid.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Vanguard Mid on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Mid Cap Growth or generate 0.0% return on investment in Vanguard Mid over 30 days. Vanguard Mid is related to or competes with Vanguard Small, Vanguard Mid, Vanguard Small, Vanguard Mid, and Vanguard Large. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Growth Index, ... More
Vanguard Mid 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 Mid'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 Mid Cap Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.13 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.53 |
Vanguard Mid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Mid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Mid's standard deviation. In reality, there are many statistical measures that can use Vanguard Mid historical prices to predict the future Vanguard Mid's volatility.| Risk Adjusted Performance | 0.0057 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.01) |
Vanguard Mid Cap Backtested Returns
Vanguard Mid Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0702, which indicates the etf had a -0.0702 % return per unit of risk over the last 3 months. Vanguard Mid Cap Growth exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Mid's Semi Deviation of 1.15, coefficient of variation of 26101.1, and Risk Adjusted Performance of 0.0057 to confirm the risk estimate we provide. The entity has a beta of 0.64, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Mid's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Mid is expected to be smaller as well.
Auto-correlation | -0.83 |
Excellent reverse predictability
Vanguard Mid Cap Growth has excellent reverse predictability. Overlapping area represents the amount of predictability between Vanguard Mid time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Mid Cap price movement. The serial correlation of -0.83 indicates that around 83.0% of current Vanguard Mid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 38.16 |
Vanguard Mid Cap lagged returns against current returns
Autocorrelation, which is Vanguard Mid 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 Mid's etf expected returns. We can calculate the autocorrelation of Vanguard Mid returns to help us make a trade decision. For example, suppose you find that Vanguard Mid 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 Mid 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 Mid etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Mid etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Mid etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Mid Lagged Returns
When evaluating Vanguard Mid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Mid etf have on its future price. Vanguard Mid 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 Mid autocorrelation shows the relationship between Vanguard Mid etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Mid Cap Growth.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Check out Vanguard Mid Correlation, Vanguard Mid Volatility and Vanguard Mid Alpha and Beta module to complement your research on Vanguard Mid. You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
Vanguard Mid technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.