Vanguard Long Term Treasury Fund Market Value
| VUSTX Fund | USD 8.31 0.06 0.73% |
| Symbol | Vanguard |
Vanguard Long-term '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 Long-term'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 Long-term.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Vanguard Long-term on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Treasury or generate 0.0% return on investment in Vanguard Long-term over 540 days. Vanguard Long-term is related to or competes with Vanguard Long-term, Us Treasury, T Rowe, and Fidelity Long. The fund invests at least 80 percent of its assets in U.S More
Vanguard Long-term 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 Long-term'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 Long Term Treasury upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 3.74 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.35 |
Vanguard Long-term Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Long-term's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Long-term's standard deviation. In reality, there are many statistical measures that can use Vanguard Long-term historical prices to predict the future Vanguard Long-term's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.2546 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Long-term'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 Long Term Backtested Returns
Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0796, which indicates the fund had a -0.0796% return per unit of risk over the last 3 months. Vanguard Long Term Treasury exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Long-term's Variance of 0.6233, coefficient of variation of (1,506), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of -0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Long-term are expected to decrease at a much lower rate. During the bear market, Vanguard Long-term is likely to outperform the market.
Auto-correlation | -0.01 |
Very weak reverse predictability
Vanguard Long Term Treasury has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Long-term time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Long Term price movement. The serial correlation of -0.01 indicates that just 1.0% of current Vanguard Long-term price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Vanguard Long Term lagged returns against current returns
Autocorrelation, which is Vanguard Long-term 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 Long-term's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Long-term returns to help us make a trade decision. For example, suppose you find that Vanguard Long-term 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 Long-term 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 Long-term mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Long-term 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 Long-term mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Long-term Lagged Returns
When evaluating Vanguard Long-term's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Long-term mutual fund have on its future price. Vanguard Long-term 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 Long-term autocorrelation shows the relationship between Vanguard Long-term mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Long Term Treasury.
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.Other Information on Investing in Vanguard Mutual Fund
Vanguard Long-term 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 Long-term security.
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