Vanguard 0 3 Month Etf Market Value
| VBIL Etf | 75.29 0.02 0.03% |
| Symbol | Vanguard |
The market value of Vanguard 0 3 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 0's value that differs from its market value or its book value, called intrinsic value, which is Vanguard 0'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 0's market value can be influenced by many factors that don't directly affect Vanguard 0'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 0's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard 0 is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard 0'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 0 '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 0'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 0.
| 02/03/2025 |
| 05/04/2025 |
If you would invest 0.00 in Vanguard 0 on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard 0 3 Month or generate 0.0% return on investment in Vanguard 0 over 90 days. Vanguard 0 is related to or competes with Texas Capital, US Treasury, Tidal Trust, and Franklin Liberty. Vanguard 0 is entity of United States. It is traded as Etf on NASDAQ exchange. More
Vanguard 0 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 0'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 0 3 Month upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 5.48 | |||
| Maximum Drawdown | 0.173 | |||
| Value At Risk | (0.01) | |||
| Potential Upside | 0.0401 |
Vanguard 0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard 0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard 0's standard deviation. In reality, there are many statistical measures that can use Vanguard 0 historical prices to predict the future Vanguard 0's volatility.| Risk Adjusted Performance | 0.465 | |||
| Total Risk Alpha | 0.0077 |
Vanguard 0 3 Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard 0 3 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.71, which indicates the etf had a 0.71 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Vanguard 0 3 Month, which you can use to evaluate the volatility of the etf. Please validate Vanguard 0's Standard Deviation of 0.0223, information ratio of 5.48, and Risk Adjusted Performance of 0.465 to confirm if the risk estimate we provide is consistent with the expected return of 0.0159%. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Vanguard 0 are completely uncorrelated.
Auto-correlation | 0.99 |
Perfect predictability
Vanguard 0 3 Month has perfect predictability. Overlapping area represents the amount of predictability between Vanguard 0 time series from 3rd of February 2025 to 20th of March 2025 and 20th of March 2025 to 4th of May 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 0 3 price movement. The serial correlation of 0.99 indicates that 99.0% of current Vanguard 0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.99 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vanguard 0 3 lagged returns against current returns
Autocorrelation, which is Vanguard 0 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 0's etf expected returns. We can calculate the autocorrelation of Vanguard 0 returns to help us make a trade decision. For example, suppose you find that Vanguard 0 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 0 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 0 etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard 0 etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard 0 etf over time.
Current vs Lagged Prices |
| Timeline |
Vanguard 0 Lagged Returns
When evaluating Vanguard 0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard 0 etf have on its future price. Vanguard 0 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 0 autocorrelation shows the relationship between Vanguard 0 etf current value and its past values and can show if there is a momentum factor associated with investing in Vanguard 0 3 Month.
Regressed Prices |
| Timeline |
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Vanguard 0 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.