Vanguard Long Term Bond Fund Market Value

VBLIX Fund  USD 10.93  0.04  0.36%   
Vanguard Long's market value is the price at which a share of Vanguard Long trades on a public exchange. It measures the collective expectations of Vanguard Long Term Bond investors about its performance. Vanguard Long is trading at 10.93 as of the 11th of December 2024; that is 0.36 percent down since the beginning of the trading day. The fund's open price was 10.97.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Long Term Bond and determine expected loss or profit from investing in Vanguard Long over a given investment horizon. Check out Vanguard Long Correlation, Vanguard Long Volatility and Vanguard Long Alpha and Beta module to complement your research on Vanguard Long.
Symbol

Please note, there is a significant difference between Vanguard Long's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Long is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Long'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 Long '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 Long'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 Long.
0.00
08/19/2023
No Change 0.00  0.0 
In 1 year 3 months and 26 days
12/11/2024
0.00
If you would invest  0.00  in Vanguard Long on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Long Term Bond or generate 0.0% return on investment in Vanguard Long over 480 days. Vanguard Long is related to or competes with Ab Global, Metropolitan West, Lgm Risk, Franklin High, Ab High, and Intal High. This index includes all medium and larger issues of U.S More

Vanguard Long 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 Long'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 Long Term Bond upside and downside potential and time the market with a certain degree of confidence.

Vanguard Long Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Long's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Long's standard deviation. In reality, there are many statistical measures that can use Vanguard Long historical prices to predict the future Vanguard Long's volatility.
Hype
Prediction
LowEstimatedHigh
10.1810.8911.60
Details
Intrinsic
Valuation
LowRealHigh
9.6510.3611.07
Details
Naive
Forecast
LowNextHigh
10.2811.0011.71
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.8810.9811.08
Details

Vanguard Long Term Backtested Returns

Vanguard Long Term owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0905, which indicates the fund had a -0.0905% return per unit of risk over the last 3 months. Vanguard Long Term Bond exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Long's Variance of 0.4882, risk adjusted performance of (0.06), and Coefficient Of Variation of (1,190) to confirm the risk estimate we provide. The entity has a beta of -0.0794, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Long are expected to decrease at a much lower rate. During the bear market, Vanguard Long is likely to outperform the market.

Auto-correlation

    
  0.61  

Good predictability

Vanguard Long Term Bond has good predictability. Overlapping area represents the amount of predictability between Vanguard Long time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th 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 Long Term price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Vanguard Long price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.51
Residual Average0.0
Price Variance0.14

Vanguard Long Term lagged returns against current returns

Autocorrelation, which is Vanguard Long 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 Long's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Long returns to help us make a trade decision. For example, suppose you find that Vanguard Long 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 Long 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 Long mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Long 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 Long mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Long Lagged Returns

When evaluating Vanguard Long's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Long mutual fund have on its future price. Vanguard Long 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 Long autocorrelation shows the relationship between Vanguard Long mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Long Term Bond.
   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 Long 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 Long security.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.