Vanguard Balanced Index Fund Market Value
| VBIAX Fund | USD 51.18 0.08 0.16% |
| Symbol | Vanguard |
Vanguard Balanced '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 Balanced'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 Balanced.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Vanguard Balanced on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Balanced Index or generate 0.0% return on investment in Vanguard Balanced over 30 days. Vanguard Balanced is related to or competes with Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Lifestrategy, Vanguard Explorer, and Vanguard Star. The fund employs an indexing investment approach designed to track the performance of two benchmark indexes More
Vanguard Balanced 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 Balanced'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 Balanced Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4171 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.26 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.6753 |
Vanguard Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Balanced's standard deviation. In reality, there are many statistical measures that can use Vanguard Balanced historical prices to predict the future Vanguard Balanced's volatility.| Risk Adjusted Performance | 0.1082 | |||
| Jensen Alpha | 0.0149 | |||
| Total Risk Alpha | 0.0049 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.1204 |
Vanguard Balanced Index Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Balanced Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Balanced Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Balanced's Coefficient Of Variation of 631.49, risk adjusted performance of 0.1082, and Semi Deviation of 0.2835 to confirm if the risk estimate we provide is consistent with the expected return of 0.0594%. The entity has a beta of 0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Balanced is expected to be smaller as well.
Auto-correlation | -0.56 |
Good reverse predictability
Vanguard Balanced Index has good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Balanced time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th of December 2024. 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 Balanced Index price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Vanguard Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vanguard Balanced Index lagged returns against current returns
Autocorrelation, which is Vanguard Balanced 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 Balanced's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Balanced returns to help us make a trade decision. For example, suppose you find that Vanguard Balanced 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 Balanced 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 Balanced mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Balanced 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 Balanced mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Balanced Lagged Returns
When evaluating Vanguard Balanced's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Balanced mutual fund have on its future price. Vanguard Balanced 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 Balanced autocorrelation shows the relationship between Vanguard Balanced mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Balanced 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 Balanced 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 Balanced security.
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