Vanguard Short Term Federal Fund Market Value
| VSGDX Fund | USD 10.18 0.02 0.20% |
| Symbol | Vanguard |
Vanguard Short '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 Short'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 Short.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Vanguard Short on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Short Term Federal or generate 0.0% return on investment in Vanguard Short over 210 days. Vanguard Short is related to or competes with Vanguard Short-term, Vanguard Short, Vanguard Intermediate-ter, Vanguard Gnma, and Vanguard Short-term. The fund invests at least 80 percent of its assets in short-term bonds issued or guaranteed by the U.S More
Vanguard Short 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 Short'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 Short Term Federal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1601 | |||
| Information Ratio | (0.94) | |||
| Maximum Drawdown | 0.7849 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.1974 |
Vanguard Short Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Short's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Short's standard deviation. In reality, there are many statistical measures that can use Vanguard Short historical prices to predict the future Vanguard Short's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 7.0E-4 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.82) | |||
| Treynor Ratio | 0.1088 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Short'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 Short Term Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Short Term owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0119, which indicates the fund had a 0.0119% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Short Term Federal, which you can use to evaluate the volatility of the fund. Please validate Vanguard Short's Coefficient Of Variation of 2307.57, semi deviation of 0.0978, and Risk Adjusted Performance of (0.01) to confirm if the risk estimate we provide is consistent with the expected return of 0.0016%. The entity has a beta of -0.0362, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Short are expected to decrease at a much lower rate. During the bear market, Vanguard Short is likely to outperform the market.
Auto-correlation | -0.45 |
Modest reverse predictability
Vanguard Short Term Federal has modest reverse predictability. Overlapping area represents the amount of predictability between Vanguard Short time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Short Term price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Vanguard Short price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vanguard Short Term lagged returns against current returns
Autocorrelation, which is Vanguard Short 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 Short's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Short returns to help us make a trade decision. For example, suppose you find that Vanguard Short 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 Short 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 Short mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Short 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 Short mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Short Lagged Returns
When evaluating Vanguard Short's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Short mutual fund have on its future price. Vanguard Short 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 Short autocorrelation shows the relationship between Vanguard Short mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Short Term Federal.
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 Short 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 Short security.
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