Vanguard Small ETF Forward View - 8 Period Moving Average

VB ETF

USD 284.33 5.10 1.83%

The 8 Period Moving Average output for Vanguard Small Cap Index is derived from daily price data across the evaluation window. The error pattern reveals whether the model tracked prices consistently or diverged during volatile sessions. Parameters are re-estimated as new trading sessions are recorded, keeping the forecast current. The 8 Period Moving Average model projects Vanguard Small at 282.86 for the next trading day, below the most recent closing price. Vanguard Small's 8 Period Moving Average forecast is intended for short-term analytical reference.

The eight-period moving average forecast for Vanguard Small replaces each daily closing price with the mean of that value and the eight preceding observations. This wider window produces a smoother series that filters out short-term volatility.

8 Period Moving Average Price Forecast For the 1st of May

Over a 90-day horizon, the 8 Period Moving Average model forecasts Vanguard Small at 282.86 for the next trading day, with a mean absolute deviation of 4.33 , mean absolute percentage error of 0.02 , and sum of absolute errors of 229.43 .

This represents a very tight forecast — the model closely tracks Vanguard Small's recent price behavior. This output is intended for short-term analytical reference.

ETF Forecast Pattern

Backtest Vanguard Small

Vanguard Small Price Prediction

Research Analysis

Forecasted Value

The next-day forecast range for Vanguard Small defines statistically derived downside and upside boundaries based on model performance. The forecast band spans 281.66 to 284.06. The narrow range indicates limited short-term dispersion.

Market Value

284.33

281.66

Downside

282.86

Expected Value

284.06

Upside

Target Odds

Above Odds

Below Odds

Model Predictive Factors

The table below summarizes the 8 Period Moving Average model's error metrics for Vanguard Small ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.

AIC	Akaike Information Criteria	106.7771
Bias	Arithmetic mean of the errors	-0.648
MAD	Mean absolute deviation	4.3289
MAPE	Mean absolute percentage error	0.016
SAE	Sum of the absolute errors	229.4337

The eight-period window effectively dampens daily peaks and troughs in Vanguard Small Cap Index price data, making the underlying trend more visible. However, the model can only be used reliably for one or two periods ahead. A flat forecast line in a trending market indicates the smoothing window is too wide for the current price dynamics.

Other Forecasting Options for Vanguard Small

Relative Strength Index values for Vanguard measure the speed and magnitude of recent price changes. Recognizing these clusters in Vanguard Small's returns informs position size and stop-loss calibration. Candlestick pattern analysis of Vanguard ETF daily data reveals short-term reversal or continuation signals.

Vanguard Small Related Equities

These stocks within the Small Blend space are often compared to Vanguard Small by analysts and fund managers in the sector. Revenue and margin checks across this group help investors set expectations for Vanguard Small's results. Peer review is most informative when paired with absolute pricing and trend checks. Combining quantitative ratios with qualitative context such as management quality and market position sharpens peer comparisons.

Vanguard Small Cap Index Vanguard Mid Cap Index Vanguard Mid Cap Index Vanguard Mid Cap Index Vanguard Mid Cap Index Vanguard Value Index iShares Core MSCI Vanguard Dividend Appreciation Vanguard Information Technology Vanguard Dividend Appreciation American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

Risk & Return

Correlation

Vanguard Small Market Strength Events

Accumulation/Distribution and Balance of Power for Vanguard Small reveal whether buying or selling pressure dominates recent sessions. Balance of Power trending positive indicates that buyers are consistently closing Vanguard Small near session highs. These signals help explain whether price direction and session structure are moving together for Vanguard Small.

	Accumulation Distribution	9970.07
	Daily Balance Of Power	0.9497
	Rate Of Daily Change	1.02
	Day Median Price	281.92
	Day Typical Price	282.72
	Price Action Indicator	4.96
	Period Momentum Indicator	5.1

Vanguard Small Risk Indicators

Risk indicator analysis for Vanguard Small quantifies how much price variability the ETF has exhibited over the measurement window. Downside variance exceeding total variance indicates that negative moves in Vanguard Small have been larger or more frequent than positive ones. Mean deviation provides a more intuitive measure of typical price fluctuation than variance because it stays in the same units as Vanguard Small's price.

	Mean Deviation	0.8398
	Semi Deviation	1.1
	Standard Deviation	1.16
	Variance	1.35
	Downside Variance	1.47
	Semi Variance	1.2
	Expected Short fall	-0.79

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

	Naive Prediction
	Simple Exponential Smoothing
	Double Exponential Smoothing
	Triple Exponential Smoothing
	Simple Regression
	Polynomial Regression
	Simple Moving Average
	4 Period Moving Average
	8 Period Moving Average
	20 Period Moving Average