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VMNIX Vanguard Market Neutral I Forecast, Technical & Fundamental Analysis

Category LongShort
A.I.Advisor
published Highlights

Industry description

The investment seeks to provide long-term capital appreciation while limiting exposure to general stock market risk. The fund follows a market neutral strategy, which the managers define as a strategy designed to produce a portfolio that is neutral with respect to general stock market risk (sometimes referred to as beta neutrality). Beta is a measure of a portfolio's volatility relative to the volatility of the general stock market. The fund, as a whole, does not seek to adhere to any other definition of market neutrality.

Market Cap

The average market capitalization across the Vanguard Market Neutral I MF is 4.54B. The market cap for tickers in the group ranges from 1.21B to 7.85B. COKE holds the highest valuation in this group at 7.85B. The lowest valued company is MXL at 1.21B.

Volume

The average weekly volume growth across all stocks in the Vanguard Market Neutral I MF was -36%. For the same stocks of the MF, the average monthly volume growth was -23% and the average quarterly volume growth was -13%

Fundamental Analysis Ratings

The average fundamental analysis ratings, where 1 is best and 100 is worst, are as follows

Valuation Rating: 76
P/E Growth Rating: 63
Price Growth Rating: 44
SMR Rating: 70
Profit Risk Rating: 54
Seasonality Score: 14 (-100 ... +100)
View a ticker or compare two or three
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A.I. Advisor
published General Information

General Information

Category LongShort

Profile
Fundamentals
Details
Category
Equity Market Neutral
Address
VANGUARD MONTGOMERY FUNDSP.O. Box 2600Valley Forge
Phone
(610) 669-1000
Web
www.vanguard.com
Interesting Tickers
1D
1W
1M
1Q
6M
1Y
5Y
1 Day
MFs / NAMEPrice $Chg $Chg %
ANPRX30.14-0.08
-0.26%
Virtus NFJ Mid-Cap Value R6
SHDYX11.30-0.07
-0.62%
American Beacon Shapiro SMID Cap Eq Y
JFGIX12.34-0.15
-1.20%
JHancock Fundamental Global Fran I
NRGSX70.60-0.89
-1.24%
Neuberger Berman Genesis R6
FSCIX37.83-0.53
-1.38%
Fidelity Advisor Small Cap I

VMNIX and MutualFunds

Correlation & Price change

A.I.dvisor indicates that over the last year, VMNIX has been closely correlated with VMNFX. These tickers have moved in lockstep 99% of the time. This A.I.-generated data suggests there is a high statistical probability that if VMNIX jumps, then VMNFX could also see price increases.

1D
1W
1M
1Q
6M
1Y
5Y
Ticker /
NAME
Correlation
To VMNIX
1D Price
Change %
VMNIX100%
-0.56%
VMNFX - VMNIX
99%
Closely correlated
-0.56%
PFATX - VMNIX
49%
Loosely correlated
-0.13%
QMNNX - VMNIX
47%
Loosely correlated
+0.49%
QMNIX - VMNIX
47%
Loosely correlated
+0.48%
SMNIX - VMNIX
47%
Loosely correlated
+0.45%
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