Vanguard Sp Mid Cap Etf Market Value
| IVOO Etf | USD 119.54 1.71 1.41% |
| Symbol | Vanguard |
Investors evaluate Vanguard SP Mid using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Vanguard's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Vanguard's market price signifies the transaction level at which participants voluntarily complete trades.
Vanguard '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's etf 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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Vanguard on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard SP Mid Cap or generate 0.0% return on investment in Vanguard over 90 days. Vanguard is related to or competes with Vanguard, Vanguard Russell, Vanguard Materials, BNY Mellon, Vanguard Materials, Dimensional International, and Putnam Focused. The fund employs an indexing investment approach designed to track the performance of the SP MidCap 400 Index More
Vanguard 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's etf 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 SP Mid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8681 | |||
| Information Ratio | 0.0604 | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.86 |
Vanguard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.| Risk Adjusted Performance | 0.1184 | |||
| Jensen Alpha | 0.0577 | |||
| Total Risk Alpha | 0.0449 | |||
| Sortino Ratio | 0.0674 | |||
| Treynor Ratio | 0.1279 |
Vanguard February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1184 | |||
| Market Risk Adjusted Performance | 0.1379 | |||
| Mean Deviation | 0.7172 | |||
| Semi Deviation | 0.6551 | |||
| Downside Deviation | 0.8681 | |||
| Coefficient Of Variation | 695.5 | |||
| Standard Deviation | 0.9686 | |||
| Variance | 0.9383 | |||
| Information Ratio | 0.0604 | |||
| Jensen Alpha | 0.0577 | |||
| Total Risk Alpha | 0.0449 | |||
| Sortino Ratio | 0.0674 | |||
| Treynor Ratio | 0.1279 | |||
| Maximum Drawdown | 3.77 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.86 | |||
| Downside Variance | 0.7536 | |||
| Semi Variance | 0.4291 | |||
| Expected Short fall | (0.78) | |||
| Skewness | 0.4505 | |||
| Kurtosis | 0.913 |
Vanguard SP Mid Backtested Returns
Vanguard appears to be very steady, given 3 months investment horizon. Vanguard SP Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.22, which indicates the etf had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard SP Mid Cap, which you can use to evaluate the volatility of the etf. Please review Vanguard's Semi Deviation of 0.6551, risk adjusted performance of 0.1184, and Coefficient Of Variation of 695.5 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Vanguard returns are very sensitive to returns on the market. As the market goes up or down, Vanguard is expected to follow.
Auto-correlation | 0.78 |
Good predictability
Vanguard SP Mid Cap has good predictability. Overlapping area represents the amount of predictability between Vanguard time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 2026. 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 SP Mid price movement. The serial correlation of 0.78 indicates that around 78.0% of current Vanguard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 5.34 |
Pair Trading with Vanguard
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 0.96 | VO | Vanguard Mid Cap | PairCorr |
| 0.92 | VXF | Vanguard Extended Market | PairCorr |
| 1.0 | IJH | iShares Core SP | PairCorr |
| 0.99 | IWR | iShares Russell Mid | PairCorr |
| 1.0 | MDY | SPDR SP MIDCAP | PairCorr |
Moving against Vanguard Etf
The ability to find closely correlated positions to Vanguard could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard SP Mid Cap to buy it.
The correlation of Vanguard is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard SP Mid moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Vanguard Correlation, Vanguard Volatility and Vanguard Performance module to complement your research on Vanguard. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Vanguard technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.