Vanguard Mega Cap Etf Market Value
| MGC Etf | USD 248.23 3.92 1.55% |
| Symbol | Vanguard |
Investors evaluate Vanguard Mega Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard Mega'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 Mega's market price to deviate significantly from intrinsic value.
Understanding that Vanguard Mega's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Vanguard Mega represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Vanguard Mega's market price signifies the transaction level at which participants voluntarily complete trades.
Vanguard Mega '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 Mega'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 Mega.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Vanguard Mega on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Mega Cap or generate 0.0% return on investment in Vanguard Mega over 90 days. Vanguard Mega is related to or competes with IShares ESG, Invesco SP, Goldman Sachs, Principal Value, Invesco SP, Innovator Equity, and IShares Small. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mega Cap Index More
Vanguard Mega 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 Mega'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 Mega Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8501 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.02 |
Vanguard Mega Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Mega's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Mega's standard deviation. In reality, there are many statistical measures that can use Vanguard Mega historical prices to predict the future Vanguard Mega's volatility.| Risk Adjusted Performance | 0.0155 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0071 |
Vanguard Mega 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 | 0.0155 | |||
| Market Risk Adjusted Performance | 0.0171 | |||
| Mean Deviation | 0.583 | |||
| Semi Deviation | 0.8008 | |||
| Downside Deviation | 0.8501 | |||
| Coefficient Of Variation | 5138.5 | |||
| Standard Deviation | 0.7867 | |||
| Variance | 0.6189 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0071 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.7227 | |||
| Semi Variance | 0.6412 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.32) | |||
| Kurtosis | 0.67 |
Vanguard Mega Cap Backtested Returns
At this point, Vanguard Mega is very steady. Vanguard Mega Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0336, which indicates the etf had a 0.0336 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Mega Cap, which you can use to evaluate the volatility of the etf. Please validate Vanguard Mega's Coefficient Of Variation of 5138.5, risk adjusted performance of 0.0155, and Semi Deviation of 0.8008 to confirm if the risk estimate we provide is consistent with the expected return of 0.0254%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Mega's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Mega is expected to be smaller as well.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Vanguard Mega Cap has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vanguard Mega 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 Mega Cap price movement. The serial correlation of -0.18 indicates that over 18.0% of current Vanguard Mega price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 3.48 |
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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.When determining whether Vanguard Mega Cap is a strong investment it is important to analyze Vanguard Mega's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Mega's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:Check out Vanguard Mega Correlation, Vanguard Mega Volatility and Vanguard Mega Performance module to complement your research on Vanguard Mega. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Vanguard Mega 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.