Vanguard Wellington Fund Market Value
| VWENX Fund | USD 81.01 0.63 0.78% |
| Symbol | Vanguard |
Vanguard Wellington '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 Wellington'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 Wellington.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Vanguard Wellington on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Wellington Fund or generate 0.0% return on investment in Vanguard Wellington over 720 days. Vanguard Wellington is related to or competes with Vanguard Wellesley, Vanguard Extended, Vanguard Value, Vanguard Total, and Vanguard Mid. The fund invests 60 percent to 70 percent of its assets in dividend-paying and, to a lesser extent, non-dividend-paying ... More
Vanguard Wellington 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 Wellington'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 Wellington Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5974 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (0.82) | |||
| Potential Upside | 0.7333 |
Vanguard Wellington Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Wellington's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Wellington's standard deviation. In reality, there are many statistical measures that can use Vanguard Wellington historical prices to predict the future Vanguard Wellington's volatility.| Risk Adjusted Performance | 0.0361 | |||
| Jensen Alpha | 0.0052 | |||
| Total Risk Alpha | 0.0026 | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0319 |
Vanguard Wellington Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Wellington owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0463, which indicates the fund had a 0.0463% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Wellington Fund, which you can use to evaluate the volatility of the fund. Please validate Vanguard Wellington's Semi Deviation of 0.5522, coefficient of variation of 1921.08, and Risk Adjusted Performance of 0.0361 to confirm if the risk estimate we provide is consistent with the expected return of 0.0245%. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Wellington's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Wellington is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
Vanguard Wellington Fund has good predictability. Overlapping area represents the amount of predictability between Vanguard Wellington time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd 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 Wellington price movement. The serial correlation of 0.71 indicates that around 71.0% of current Vanguard Wellington price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 13.64 |
Vanguard Wellington lagged returns against current returns
Autocorrelation, which is Vanguard Wellington 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 Wellington's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Wellington returns to help us make a trade decision. For example, suppose you find that Vanguard Wellington 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 Wellington 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 Wellington mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Wellington 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 Wellington mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Wellington Lagged Returns
When evaluating Vanguard Wellington's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Wellington mutual fund have on its future price. Vanguard Wellington 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 Wellington autocorrelation shows the relationship between Vanguard Wellington mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Wellington Fund.
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 Mutual Fund
Vanguard Wellington 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 Wellington security.
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