Vanguard Financials Index Fund Market Value
| VFAIX Fund | USD 65.51 0.87 1.35% |
| Symbol | Vanguard |
Vanguard Financials '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 Financials' 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 Financials.
| 09/05/2025 |
| 12/04/2025 |
If you would invest 0.00 in Vanguard Financials on September 5, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Financials Index or generate 0.0% return on investment in Vanguard Financials over 90 days. Vanguard Financials is related to or competes with Rationalrgn Hedged, Semiconductor Ultrasector, Nationwide Investor, Qs Us, Rbc Emerging, Pro-blend(r) Conservative, and T Rowe. The fund employs an indexing investment approach designed to track the performance of the index, an index made up of sto... More
Vanguard Financials 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 Financials' 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 Financials Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.31 |
Vanguard Financials Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Financials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Financials' standard deviation. In reality, there are many statistical measures that can use Vanguard Financials historical prices to predict the future Vanguard Financials' volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | (0) |
Vanguard Financials Index Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Financials Index owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0207, which indicates the fund had a 0.0207 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Financials Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Financials' Risk Adjusted Performance of 0.0069, coefficient of variation of 15287.7, and Semi Deviation of 1.0 to confirm if the risk estimate we provide is consistent with the expected return of 0.0186%. The entity has a beta of 1.05, which indicates a somewhat significant risk relative to the market. Vanguard Financials returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Financials is expected to follow.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Vanguard Financials Index has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Financials time series from 5th of September 2025 to 20th of October 2025 and 20th of October 2025 to 4th of December 2025. 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 Financials Index price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Vanguard Financials price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Vanguard Financials Index lagged returns against current returns
Autocorrelation, which is Vanguard Financials 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 Financials' mutual fund expected returns. We can calculate the autocorrelation of Vanguard Financials returns to help us make a trade decision. For example, suppose you find that Vanguard Financials 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 Financials 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 Financials mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Financials 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 Financials mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Financials Lagged Returns
When evaluating Vanguard Financials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Financials mutual fund have on its future price. Vanguard Financials 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 Financials autocorrelation shows the relationship between Vanguard Financials mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Financials Index.
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 Financials 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 Financials security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |