Vanguard Small Cap Growth Etf Market Value
| VBK Etf | USD 323.63 3.75 1.15% |
| Symbol | Vanguard |
The market value of Vanguard Small Cap is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Small's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Small's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Small's market value can be influenced by many factors that don't directly affect Vanguard Small's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vanguard Small's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Small is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Small's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vanguard Small '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 Small'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 Small.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Vanguard Small on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Small Cap Growth or generate 0.0% return on investment in Vanguard Small over 90 days. Vanguard Small is related to or competes with Vanguard Small-cap, Vanguard Mid, Vanguard Mid-cap, Vanguard Mid, Vanguard Mega, Vanguard Russell, and Schwab Broad. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Growth Index... More
Vanguard Small 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 Small'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 Small Cap Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.0028 | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.97 |
Vanguard Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Small's standard deviation. In reality, there are many statistical measures that can use Vanguard Small historical prices to predict the future Vanguard Small's volatility.| Risk Adjusted Performance | 0.0546 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0027 | |||
| Treynor Ratio | 4.12 |
Vanguard Small January 25, 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 | 0.0546 | |||
| Market Risk Adjusted Performance | 4.13 | |||
| Mean Deviation | 0.926 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 1441.82 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.39 | |||
| Information Ratio | 0.0028 | |||
| Jensen Alpha | 0.0704 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0027 | |||
| Treynor Ratio | 4.12 | |||
| Maximum Drawdown | 4.79 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 1.97 | |||
| Downside Variance | 1.43 | |||
| Semi Variance | 1.13 | |||
| Expected Short fall | (1.07) | |||
| Skewness | (0.40) | |||
| Kurtosis | 0.0703 |
Vanguard Small Cap Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0694, which indicates the etf had a 0.0694 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Vanguard Small Cap Growth, which you can use to evaluate the volatility of the etf. Please validate Vanguard Small's Risk Adjusted Performance of 0.0546, coefficient of variation of 1441.82, and Semi Deviation of 1.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.0816%. The entity has a beta of 0.0174, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Small is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
Vanguard Small Cap Growth has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard Small time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 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 Small Cap price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanguard Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 74.07 |
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Vanguard Small 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.