Vanguard Inflation Protected Securities Fund Market Value
| VIPIX Fund | USD 9.45 0.03 0.32% |
| Symbol | Vanguard |
Vanguard Inflation '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 Inflation'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 Inflation.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Vanguard Inflation on November 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Inflation Protected Securities or generate 0.0% return on investment in Vanguard Inflation over 30 days. Vanguard Inflation is related to or competes with Vanguard Materials, Vanguard Limited, Vanguard Limited, Vanguard Global, Vanguard Emerging, Vanguard Market, and Vanguard Market. The fund invests at least 80 percent of its assets in inflation-indexed bonds issued by the U.S More
Vanguard Inflation 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 Inflation'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 Inflation Protected Securities upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.05 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.3188 |
Vanguard Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Inflation's standard deviation. In reality, there are many statistical measures that can use Vanguard Inflation historical prices to predict the future Vanguard Inflation's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.57) |
Vanguard Inflation Backtested Returns
Vanguard Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.086, which indicates the fund had a -0.086% return per unit of risk over the last 3 months. Vanguard Inflation Protected Securities exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Inflation's Variance of 0.0696, coefficient of variation of (1,697), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The entity has a beta of 0.0449, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Inflation is expected to be smaller as well.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Vanguard Inflation Protected Securities has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Inflation time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th 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 Inflation price movement. The serial correlation of -0.17 indicates that over 17.0% of current Vanguard Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Inflation lagged returns against current returns
Autocorrelation, which is Vanguard Inflation 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 Inflation's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Inflation returns to help us make a trade decision. For example, suppose you find that Vanguard Inflation 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 Inflation 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 Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Inflation 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 Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Inflation Lagged Returns
When evaluating Vanguard Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Inflation mutual fund have on its future price. Vanguard Inflation 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 Inflation autocorrelation shows the relationship between Vanguard Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Inflation Protected Securities.
Regressed Prices |
| Timeline |
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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 Inflation 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 Inflation security.
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