Vanguard Materials Index Fund Market Value
| VMIAX Fund | USD 98.18 1.42 1.43% |
| Symbol | Vanguard |
Vanguard Materials '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 Materials' 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 Materials.
| 03/17/2025 |
| 06/15/2025 |
If you would invest 0.00 in Vanguard Materials on March 17, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Materials Index or generate 0.0% return on investment in Vanguard Materials over 90 days. Vanguard Materials is related to or competes with Vanguard Emerging, Vanguard Total, Vanguard Reit, Vanguard Industrials, and Vanguard Mid-cap. The fund employs an indexing investment approach designed to track the performance of the index, an index made up of sto... More
Vanguard Materials 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 Materials' 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 Materials Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.0088 | |||
| Maximum Drawdown | 12.22 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 2.26 |
Vanguard Materials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Materials' standard deviation. In reality, there are many statistical measures that can use Vanguard Materials historical prices to predict the future Vanguard Materials' volatility.| Risk Adjusted Performance | 0.0551 | |||
| Jensen Alpha | 0.0146 | |||
| Total Risk Alpha | 0.0123 | |||
| Sortino Ratio | 0.0085 | |||
| Treynor Ratio | 0.048 |
Vanguard Materials Index Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Materials Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0145, which indicates the fund had a 0.0145 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Materials Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Materials' Risk Adjusted Performance of 0.0551, semi deviation of 1.75, and Coefficient Of Variation of 3071.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.0272%. The entity has a beta of 1.05, which indicates a somewhat significant risk relative to the market. Vanguard Materials returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Materials is expected to follow.
Auto-correlation | -0.33 |
Poor reverse predictability
Vanguard Materials Index has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Materials time series from 17th of March 2025 to 1st of May 2025 and 1st of May 2025 to 15th of June 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 Materials Index price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vanguard Materials price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.53 |
Vanguard Materials Index lagged returns against current returns
Autocorrelation, which is Vanguard Materials 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 Materials' mutual fund expected returns. We can calculate the autocorrelation of Vanguard Materials returns to help us make a trade decision. For example, suppose you find that Vanguard Materials 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 Materials 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 Materials mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Materials 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 Materials mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Materials Lagged Returns
When evaluating Vanguard Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Materials mutual fund have on its future price. Vanguard Materials 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 Materials autocorrelation shows the relationship between Vanguard Materials mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Materials Index.
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 Materials 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 Materials security.
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