Vanguard Sumer Staples Fund Market Value
| VCSAX Fund | USD 109.16 0.52 0.48% |
| 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.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Consumer on July 5, 2023 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 510 days. Vanguard Consumer is related to or competes with Kellanova, Bunge, BJs Wholesale, Colgate Palmolive, Dollar General, Estee Lauder, and Franklin Covey. The fund employs an indexing investment approach designed to track the performance of the MSCI US Investable Market Inde... 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 | 0.5755 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.12 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.8567 |
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 | 0.0575 | |||
| Jensen Alpha | 0.0147 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.2014 |
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 0.0707, which indicates the fund had a 0.0707% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Sumer Staples, which you can use to evaluate the volatility of the fund. Please validate Vanguard Consumer's Semi Deviation of 0.5123, risk adjusted performance of 0.0575, and Coefficient Of Variation of 1257.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0409%. The entity has a beta of 0.18, 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 | 0.30 |
Below average predictability
Vanguard Sumer Staples has below average predictability. Overlapping area represents the amount of predictability between Vanguard Consumer time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. 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 0.3 indicates that nearly 30.0% of current Vanguard Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 14.41 |
Vanguard Sumer Staples lagged returns against current returns
Autocorrelation, which is Vanguard Consumer 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 Consumer's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Consumer returns to help us make a trade decision. For example, suppose you find that Vanguard Consumer 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 Consumer 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 Consumer mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Consumer 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 Consumer mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Consumer Lagged Returns
When evaluating Vanguard Consumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Consumer mutual fund have on its future price. Vanguard Consumer 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 Consumer autocorrelation shows the relationship between Vanguard Consumer mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Sumer Staples.
Regressed Prices |
| Timeline |
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.
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