Vanguard Multifactor Etf Technical Analysis
| VFMF Etf | USD 157.46 0.31 0.20% |
As of the 29th of January, Vanguard Multifactor has the Risk Adjusted Performance of 0.1447, semi deviation of 0.6074, and Coefficient Of Variation of 506.19. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Multifactor, as well as the relationship between them. Please validate Vanguard Multifactor variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Vanguard Multifactor is priced more or less accurately, providing market reflects its prevalent price of 157.46 per share.
Vanguard Multifactor Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard | Build AI portfolio with Vanguard Etf |
Vanguard Multifactor's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Multifactor's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Vanguard Multifactor's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Vanguard Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multifactor'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 Multifactor '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 Multifactor'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 Multifactor.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Vanguard Multifactor on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Multifactor or generate 0.0% return on investment in Vanguard Multifactor over 90 days. Vanguard Multifactor is related to or competes with Vanguard Quality, American Century, Invesco KBW, Vident International, IShares MSCI, Invesco SP, and IShares MSCI. The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S More
Vanguard Multifactor 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 Multifactor'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 Multifactor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8315 | |||
| Information Ratio | 0.1238 | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.75 |
Vanguard Multifactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multifactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Multifactor's standard deviation. In reality, there are many statistical measures that can use Vanguard Multifactor historical prices to predict the future Vanguard Multifactor's volatility.| Risk Adjusted Performance | 0.1447 | |||
| Jensen Alpha | 0.1078 | |||
| Total Risk Alpha | 0.0955 | |||
| Sortino Ratio | 0.1239 | |||
| Treynor Ratio | 0.1703 |
Vanguard Multifactor January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1447 | |||
| Market Risk Adjusted Performance | 0.1803 | |||
| Mean Deviation | 0.6273 | |||
| Semi Deviation | 0.6074 | |||
| Downside Deviation | 0.8315 | |||
| Coefficient Of Variation | 506.19 | |||
| Standard Deviation | 0.8316 | |||
| Variance | 0.6916 | |||
| Information Ratio | 0.1238 | |||
| Jensen Alpha | 0.1078 | |||
| Total Risk Alpha | 0.0955 | |||
| Sortino Ratio | 0.1239 | |||
| Treynor Ratio | 0.1703 | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.6915 | |||
| Semi Variance | 0.3689 | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.1874 | |||
| Kurtosis | 0.3914 |
Vanguard Multifactor Backtested Returns
At this point, Vanguard Multifactor is very steady. Vanguard Multifactor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the etf had a 0.2 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard Multifactor, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multifactor's Coefficient Of Variation of 506.19, semi deviation of 0.6074, and Risk Adjusted Performance of 0.1447 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Vanguard Multifactor returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Multifactor is expected to follow.
Auto-correlation | 0.80 |
Very good predictability
Vanguard Multifactor has very good predictability. Overlapping area represents the amount of predictability between Vanguard Multifactor time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. 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 Multifactor price movement. The serial correlation of 0.8 indicates that around 80.0% of current Vanguard Multifactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 5.44 |
Vanguard Multifactor 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.
Vanguard Multifactor Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Multifactor volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Vanguard Multifactor Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Multifactor on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Multifactor based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Multifactor price pattern first instead of the macroeconomic environment surrounding Vanguard Multifactor. By analyzing Vanguard Multifactor's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Multifactor's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Multifactor specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Multifactor January 29, 2026 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1447 | |||
| Market Risk Adjusted Performance | 0.1803 | |||
| Mean Deviation | 0.6273 | |||
| Semi Deviation | 0.6074 | |||
| Downside Deviation | 0.8315 | |||
| Coefficient Of Variation | 506.19 | |||
| Standard Deviation | 0.8316 | |||
| Variance | 0.6916 | |||
| Information Ratio | 0.1238 | |||
| Jensen Alpha | 0.1078 | |||
| Total Risk Alpha | 0.0955 | |||
| Sortino Ratio | 0.1239 | |||
| Treynor Ratio | 0.1703 | |||
| Maximum Drawdown | 3.51 | |||
| Value At Risk | (1.17) | |||
| Potential Upside | 1.75 | |||
| Downside Variance | 0.6915 | |||
| Semi Variance | 0.3689 | |||
| Expected Short fall | (0.69) | |||
| Skewness | 0.1874 | |||
| Kurtosis | 0.3914 |
Vanguard Multifactor One Year Return
Based on the recorded statements, Vanguard Multifactor has an One Year Return of 16.8%. This is 98.82% higher than that of the Vanguard family and 238.73% lower than that of the Mid-Cap Value category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Vanguard Multifactor January 29, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.01 | ||
| Daily Balance Of Power | (0.31) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 157.49 | ||
| Day Typical Price | 157.48 | ||
| Price Action Indicator | (0.18) | ||
| Market Facilitation Index | 0.99 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Multifactor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Vanguard Multifactor's market price often diverges from its book value, the accounting figure shown on Vanguard's balance sheet. Smart investors calculate Vanguard Multifactor's intrinsic value—its true economic worth—which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Vanguard Multifactor's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Vanguard Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multifactor'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.