Vanguard Sumer Staples Fund Market Value
| VCSAX Fund | USD 110.53 0.18 0.16% |
| Symbol | Vanguard |
Vanguard Consumer '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 Consumer'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 Consumer.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Vanguard Consumer on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Sumer Staples or generate 0.0% return on investment in Vanguard Consumer over 90 days. Vanguard Consumer is related to or competes with JPMorgan Global, NEOS Nasdaq, Fidelity Advisor, Fidelity Advisor, Fidelity Capital, PIMCO Active, and JPMorgan Tech. The fund employs an indexing investment approach designed to track the performance of the index, an index made up of sto... More
Vanguard Consumer 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 Consumer'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 Staples upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6035 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.2 |
Vanguard Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Consumer's standard deviation. In reality, there are many statistical measures that can use Vanguard Consumer historical prices to predict the future Vanguard Consumer's volatility.| Risk Adjusted Performance | 0.0584 | |||
| Jensen Alpha | 0.0286 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.2387 |
Vanguard Consumer January 23, 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 | 0.0584 | |||
| Market Risk Adjusted Performance | 0.2487 | |||
| Mean Deviation | 0.5516 | |||
| Semi Deviation | 0.5254 | |||
| Downside Deviation | 0.6035 | |||
| Coefficient Of Variation | 1257.82 | |||
| Standard Deviation | 0.7185 | |||
| Variance | 0.5162 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | 0.0286 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.2387 | |||
| Maximum Drawdown | 2.52 | |||
| Value At Risk | (0.92) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.3643 | |||
| Semi Variance | 0.2761 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 0.3888 | |||
| Kurtosis | 0.9012 |
Vanguard Sumer Staples Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Sumer Staples owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the fund had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Sumer Staples, which you can use to evaluate the volatility of the fund. Please validate Vanguard Consumer's Risk Adjusted Performance of 0.0584, semi deviation of 0.5254, and Coefficient Of Variation of 1257.82 to confirm if the risk estimate we provide is consistent with the expected return of 0.0777%. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Consumer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Consumer is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Vanguard Sumer Staples has good predictability. Overlapping area represents the amount of predictability between Vanguard Consumer time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Staples price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Vanguard Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 5.64 |
Also Currently Popular
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.Other Information on Investing in Vanguard Mutual Fund
Vanguard Consumer 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 Consumer security.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |