Vanguard Lifestrategy Moderate Fund Market Value

VSMGX Fund  USD 31.52  0.36  1.16%   
Vanguard Lifestrategy's market value is the price at which a share of Vanguard Lifestrategy trades on a public exchange. It measures the collective expectations of Vanguard Lifestrategy Moderate investors about its performance. Vanguard Lifestrategy is trading at 31.52 as of the 17th of March 2025; that is 1.16 percent up since the beginning of the trading day. The fund's open price was 31.16.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Lifestrategy Moderate and determine expected loss or profit from investing in Vanguard Lifestrategy over a given investment horizon. Check out Vanguard Lifestrategy Correlation, Vanguard Lifestrategy Volatility and Vanguard Lifestrategy Alpha and Beta module to complement your research on Vanguard Lifestrategy.
Symbol

Please note, there is a significant difference between Vanguard Lifestrategy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Lifestrategy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Lifestrategy'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 Lifestrategy '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 Lifestrategy'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 Lifestrategy.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in Vanguard Lifestrategy on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Lifestrategy Moderate or generate 0.0% return on investment in Vanguard Lifestrategy over 90 days. Vanguard Lifestrategy is related to or competes with Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Explorer, and Vanguard Star. The fund invests in a mix of Vanguard mutual funds according to an asset-allocation strategy that reflects an allocation... More

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

Vanguard Lifestrategy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Lifestrategy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Lifestrategy's standard deviation. In reality, there are many statistical measures that can use Vanguard Lifestrategy historical prices to predict the future Vanguard Lifestrategy's volatility.
Hype
Prediction
LowEstimatedHigh
30.7031.5232.34
Details
Intrinsic
Valuation
LowRealHigh
30.8731.6932.51
Details
Naive
Forecast
LowNextHigh
30.7131.5432.36
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
31.0131.6432.27
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard Lifestrategy. Your research has to be compared to or analyzed against Vanguard Lifestrategy's peers to derive any actionable benefits. When done correctly, Vanguard Lifestrategy's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Vanguard Lifestrategy.

Vanguard Lifestrategy Backtested Returns

Vanguard Lifestrategy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the fund had a -0.11 % return per unit of risk over the last 3 months. Vanguard Lifestrategy Moderate exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Lifestrategy's Variance of 0.6245, coefficient of variation of (801.45), and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity has a beta of 0.52, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Lifestrategy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Lifestrategy is expected to be smaller as well.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Vanguard Lifestrategy Moderate has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Lifestrategy time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Lifestrategy price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Vanguard Lifestrategy price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.12

Vanguard Lifestrategy lagged returns against current returns

Autocorrelation, which is Vanguard Lifestrategy 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 Lifestrategy's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Lifestrategy returns to help us make a trade decision. For example, suppose you find that Vanguard Lifestrategy 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 Lifestrategy 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 Lifestrategy mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Lifestrategy 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 Lifestrategy mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Lifestrategy Lagged Returns

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

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Vanguard Lifestrategy 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 Lifestrategy security.
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