Vanguard Intermediate Term Investment Grade Fund Market Value
| VFIDX Fund | USD 8.74 0.05 0.58% |
| Symbol | Vanguard |
Vanguard Intermediate-ter '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 Intermediate-ter'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 Intermediate-ter.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Vanguard Intermediate-ter on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Vanguard Intermediate Term Investment Grade or generate 0.0% return on investment in Vanguard Intermediate-ter over 360 days. Vanguard Intermediate-ter is related to or competes with Vanguard Short-term, Vanguard High-yield, Vanguard Long-term, Vanguard Gnma, and Vanguard Intermediate-ter. The fund invests in a variety of high-quality and, medium-quality fixed income securities, at least 80 percent of which ... More
Vanguard Intermediate-ter 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 Intermediate-ter'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 Intermediate Term Investment Grade upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3218 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 1.39 | |||
| Value At Risk | (0.56) | |||
| Potential Upside | 0.4577 |
Vanguard Intermediate-ter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Intermediate-ter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Intermediate-ter's standard deviation. In reality, there are many statistical measures that can use Vanguard Intermediate-ter historical prices to predict the future Vanguard Intermediate-ter's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.42) | |||
| Treynor Ratio | 0.2233 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Intermediate-ter's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Intermediate-ter Backtested Returns
Vanguard Intermediate-ter owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0103, which indicates the fund had a -0.0103% return per unit of risk over the last 3 months. Vanguard Intermediate Term Investment Grade exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Intermediate-ter's Risk Adjusted Performance of (0.01), coefficient of variation of 13836.26, and Semi Deviation of 0.2708 to confirm the risk estimate we provide. The entity has a beta of -0.035, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Intermediate-ter are expected to decrease at a much lower rate. During the bear market, Vanguard Intermediate-ter is likely to outperform the market.
Auto-correlation | -0.08 |
Very weak reverse predictability
Vanguard Intermediate Term Investment Grade has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Intermediate-ter time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Intermediate-ter price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Vanguard Intermediate-ter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Vanguard Intermediate-ter lagged returns against current returns
Autocorrelation, which is Vanguard Intermediate-ter 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 Intermediate-ter's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Intermediate-ter returns to help us make a trade decision. For example, suppose you find that Vanguard Intermediate-ter 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 Intermediate-ter 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 Intermediate-ter mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Intermediate-ter 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 Intermediate-ter mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Intermediate-ter Lagged Returns
When evaluating Vanguard Intermediate-ter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Intermediate-ter mutual fund have on its future price. Vanguard Intermediate-ter 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 Intermediate-ter autocorrelation shows the relationship between Vanguard Intermediate-ter mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Intermediate Term Investment Grade.
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 Intermediate-ter 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 Intermediate-ter security.
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
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