Vanguard Long Term Tax Exempt Fund Market Value

VWLUX Fund  USD 10.77  0.02  0.19%   
Vanguard Long-term's market value is the price at which a share of Vanguard Long-term trades on a public exchange. It measures the collective expectations of Vanguard Long Term Tax Exempt investors about its performance. Vanguard Long-term is trading at 10.77 as of the 22nd of March 2025; that is 0.19 percent up since the beginning of the trading day. The fund's open price was 10.75.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Long Term Tax Exempt and determine expected loss or profit from investing in Vanguard Long-term over a given investment horizon. Check out Vanguard Long-term Correlation, Vanguard Long-term Volatility and Vanguard Long-term Alpha and Beta module to complement your research on Vanguard Long-term.
Symbol

Please note, there is a significant difference between Vanguard Long-term's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Long-term is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Long-term'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 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.
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12/22/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/22/2025
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If you would invest  0.00  in Vanguard Long-term on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Tax Exempt or generate 0.0% return on investment in Vanguard Long-term over 90 days. Vanguard Long-term is related to or competes with Vanguard Intermediate-ter, Vanguard Limited-term, Vanguard High-yield, Vanguard Short-term, and Vanguard Long-term. The fund has no limitations on the maturity of individual securities but is expected to maintain a dollar-weighted avera... 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 Tax Exempt upside and downside potential and time the market with a certain degree of confidence.

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.
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.
Hype
Prediction
LowEstimatedHigh
10.5310.7711.01
Details
Intrinsic
Valuation
LowRealHigh
10.5310.7711.01
Details
Naive
Forecast
LowNextHigh
10.5210.7711.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7010.8210.93
Details

Vanguard Long Term Backtested Returns

At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0454, which indicates the fund had a 0.0454 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Long Term Tax Exempt, which you can use to evaluate the volatility of the fund. Please validate Vanguard Long-term's Coefficient Of Variation of 2204.96, semi deviation of 0.211, and Risk Adjusted Performance of 0.0136 to confirm if the risk estimate we provide is consistent with the expected return of 0.011%. The entity has a beta of 0.025, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Long-term's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Long-term is expected to be smaller as well.

Auto-correlation

    
  -0.71  

Almost perfect reverse predictability

Vanguard Long Term Tax Exempt has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Long-term time series from 22nd of December 2024 to 5th of February 2025 and 5th of February 2025 to 22nd 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 Long Term price movement. The serial correlation of -0.71 indicates that around 71.0% of current Vanguard Long-term price fluctuation can be explain by its past prices.
Correlation Coefficient-0.71
Spearman Rank Test0.2
Residual Average0.0
Price Variance0.0
Vanguard ReturnsVanguard Lagged ReturnsDiversified AwayVanguard ReturnsVanguard Lagged ReturnsDiversified Away100%

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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 17-1.0%-0.5%0%0.5%1.0%1.5%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 17Feb 24MarMar 10Mar 1710.7010.7210.7410.7610.7810.8010.8210.84
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression 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 Tax Exempt.
   Regressed Prices   
JavaScript chart by amCharts 3.21.152025FebMar10.6510.7010.7510.8010.8510.90
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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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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