Vanguard Energy Fund Market Value

VGENX Fund  USD 51.14  0.65  1.26%   
Vanguard Energy's market value is the price at which a share of Vanguard Energy trades on a public exchange. It measures the collective expectations of Vanguard Energy Fund investors about its performance. Vanguard Energy is trading at 51.14 as of the 8th of December 2024; that is 1.26 percent down since the beginning of the trading day. The fund's open price was 51.79.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Energy Fund and determine expected loss or profit from investing in Vanguard Energy over a given investment horizon. Check out Vanguard Energy Correlation, Vanguard Energy Volatility and Vanguard Energy Alpha and Beta module to complement your research on Vanguard Energy.
Symbol

Please note, there is a significant difference between Vanguard Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Energy'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 Energy '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 Energy'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 Energy.
0.00
11/08/2024
No Change 0.00  0.0 
In 31 days
12/08/2024
0.00
If you would invest  0.00  in Vanguard Energy on November 8, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Energy Fund or generate 0.0% return on investment in Vanguard Energy over 30 days. Vanguard Energy is related to or competes with Vanguard Global, Vanguard Health, Vanguard Reit, Vanguard Emerging, and Vanguard Inflation-protec. Under normal circumstances, the fund invests at least 80 percent of its assets in the common stocks of companies princip... More

Vanguard Energy 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 Energy'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 Energy Fund upside and downside potential and time the market with a certain degree of confidence.

Vanguard Energy Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Energy's standard deviation. In reality, there are many statistical measures that can use Vanguard Energy historical prices to predict the future Vanguard Energy's volatility.
Hype
Prediction
LowEstimatedHigh
50.4951.1451.79
Details
Intrinsic
Valuation
LowRealHigh
48.8049.4556.25
Details
Naive
Forecast
LowNextHigh
49.2049.8550.50
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
50.8551.9953.12
Details

Vanguard Energy Backtested Returns

At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0466, which indicates the fund had a 0.0466% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Energy Fund, which you can use to evaluate the volatility of the fund. Please validate Vanguard Energy's Risk Adjusted Performance of 0.0331, coefficient of variation of 2146.66, and Semi Deviation of 0.7109 to confirm if the risk estimate we provide is consistent with the expected return of 0.0303%. The entity has a beta of 0.0513, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Energy is expected to be smaller as well.

Auto-correlation

    
  -0.89  

Excellent reverse predictability

Vanguard Energy Fund has excellent reverse predictability. Overlapping area represents the amount of predictability between Vanguard Energy time series from 8th of November 2024 to 23rd of November 2024 and 23rd of November 2024 to 8th 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 Energy price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Vanguard Energy price fluctuation can be explain by its past prices.
Correlation Coefficient-0.89
Spearman Rank Test-0.68
Residual Average0.0
Price Variance0.33

Vanguard Energy lagged returns against current returns

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

Vanguard Energy Lagged Returns

When evaluating Vanguard Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Energy mutual fund have on its future price. Vanguard Energy 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 Energy autocorrelation shows the relationship between Vanguard Energy mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Energy Fund.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Vanguard Mutual Fund

Vanguard Energy 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 Energy security.
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