Vanguard Multifactor Etf Price on November 18, 2024
| VFMF Etf | USD 136.53 0.50 0.36% |
Below is the normalized historical share price chart for Vanguard Multifactor extending back to February 15, 2018. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Vanguard Multifactor stands at 136.53, as last reported on the 14th of December 2024, with the highest price reaching 136.99 and the lowest price hitting 136.08 during the day.
If you're considering investing in Vanguard Etf, it is important to understand the factors that can impact its price. At this point, Vanguard Multifactor is very steady. Vanguard Multifactor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the etf had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Multifactor, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multifactor's Semi Deviation of 0.4203, coefficient of variation of 655.04, and Risk Adjusted Performance of 0.1131 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Vanguard Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
3 y Volatility 19.4 | 200 Day MA 127.232 | 1 y Volatility 15.33 | 50 Day MA 134.9943 | Inception Date 2018-02-13 |
Vanguard |
Sharpe Ratio = 0.1157
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Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Vanguard Multifactor is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Multifactor by adding it to a well-diversified portfolio.
Average Mkt Cap Mil 16.5 K |
Vanguard Multifactor Valuation on November 18, 2024
It is possible to determine the worth of Vanguard Multifactor on a given historical date. On November 18, 2024 Vanguard was worth 136.26 at the beginning of the trading date compared to the closed value of 136.07. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Vanguard Multifactor etf. Still, in general, we apply an absolute valuation method to find Vanguard Multifactor's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Vanguard Multifactor where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Vanguard Multifactor's related companies.
| Open | High | Low | Close | Volume | |
| 136.51 | 136.51 | 135.54 | 135.60 | 7,565 | |
11/18/2024 | 136.26 | 136.62 | 135.93 | 136.07 | 20,790 |
| 135.00 | 136.05 | 133.28 | 135.88 | 11,781 |
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Vanguard Multifactor Trading Date Momentum on November 18, 2024
| On November 19 2024 Vanguard Multifactor was traded for 135.88 at the closing time. The top price for the day was 136.05 and the lowest listed price was 133.28 . The trading volume for the day was 11.8 K. The trading history from November 19, 2024 was a factor to the next trading day price decrease. The trading price change against the next closing price was 0.14% . The trading price change against the current closing price is 3.76% . |
Vanguard Multifactor Fundamentals Correlations and Trends
By evaluating Vanguard Multifactor's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Vanguard Multifactor's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Vanguard financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Vanguard Multifactor Etf history
Vanguard Multifactor investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Vanguard is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Vanguard Multifactor will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Vanguard Multifactor stock prices may prove useful in developing a viable investing in Vanguard Multifactor
The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with relatively strong recent performance, strong fundamentals, and low prices relative to fundamentals as determined by the advisor. US Multifactor is traded on BATS Exchange in the United States.
Vanguard Multifactor Etf Technical Analysis
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.
Price Boundaries
Vanguard Multifactor Period Price Range
Low | December 14, 2024
| High |
0.00 | 0.00 |
Vanguard Multifactor cannot be verified against its exchange. Please verify the symbol is currently traded on BATS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Vanguard Multifactor December 14, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Multifactor etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Multifactor shares will generate the highest return on investment. By undertsting and applying Vanguard Multifactor etf market strength indicators, traders can identify Vanguard Multifactor entry and exit signals to maximize returns
Vanguard Multifactor Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Multifactor's price direction in advance. Along with the technical and fundamental analysis of Vanguard Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vanguard to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1131 | |||
| Jensen Alpha | 0.0287 | |||
| Total Risk Alpha | 0.0171 | |||
| Sortino Ratio | 0.0743 | |||
| Treynor Ratio | 0.1143 |
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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 population. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
The market value of Vanguard Multifactor 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 Multifactor's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Multifactor'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 Multifactor's market value can be influenced by many factors that don't directly affect Vanguard Multifactor'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 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.