Vanguard Sumer Discretionary Fund Market Value
| VCDAX Fund | USD 202.69 1.13 0.55% |
| Symbol | Vanguard |
Vanguard Sumer '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 Sumer's mutual fund 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 Sumer.
| 12/05/2025 |
| 01/04/2026 |
If you would invest 0.00 in Vanguard Sumer on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Sumer Discretionary or generate 0.0% return on investment in Vanguard Sumer over 30 days. Vanguard Sumer is related to or competes with Vanguard Consumer, Vanguard Industrials, Vanguard Industrials, Vanguard Consumer, Vanguard Communication, Vanguard Energy, and Vanguard Energy. The fund employs an indexing investment approach designed to track the performance of the index, an index made up of sto... More
Vanguard Sumer 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 Sumer's mutual fund 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 Sumer Discretionary upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.2 |
Vanguard Sumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Sumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Sumer's standard deviation. In reality, there are many statistical measures that can use Vanguard Sumer historical prices to predict the future Vanguard Sumer's volatility.| Risk Adjusted Performance | (0.0007) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.01) |
Vanguard Sumer Discr Backtested Returns
Vanguard Sumer Discr owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. Vanguard Sumer Discretionary exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard Sumer's Coefficient Of Variation of (14,876), variance of 1.45, and Risk Adjusted Performance of (0.0007) to confirm the risk estimate we provide. The entity has a beta of 1.23, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Sumer will likely underperform.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Vanguard Sumer Discretionary has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Sumer time series from 5th of December 2025 to 20th of December 2025 and 20th of December 2025 to 4th 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 Sumer Discr price movement. The serial correlation of -0.79 indicates that around 79.0% of current Vanguard Sumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 6.19 |
Vanguard Sumer Discr lagged returns against current returns
Autocorrelation, which is Vanguard Sumer mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Sumer's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Sumer returns to help us make a trade decision. For example, suppose you find that Vanguard Sumer has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Sumer regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Sumer mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Sumer mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Sumer mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Sumer Lagged Returns
When evaluating Vanguard Sumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Sumer mutual fund have on its future price. Vanguard Sumer autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Sumer autocorrelation shows the relationship between Vanguard Sumer mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Sumer Discretionary.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vanguard Mutual Fund
Vanguard Sumer financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Sumer security.
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