Vanguard Mid Cap Index Fund Market Value
| VIMSX Fund | USD 77.53 0.57 0.74% |
| Symbol | Vanguard |
Vanguard Mid-cap '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 Mid-cap'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 Mid-cap.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Vanguard Mid-cap on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Mid Cap Index or generate 0.0% return on investment in Vanguard Mid-cap over 30 days. Vanguard Mid-cap is related to or competes with Vanguard Small-cap, Vanguard 500, Vanguard Growth, Vanguard Total, and Vanguard Reit. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mid Cap Index, a broad... More
Vanguard Mid-cap 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 Mid-cap'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 Mid Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6256 | |||
| Information Ratio | 0.0532 | |||
| Maximum Drawdown | 3.54 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.31 |
Vanguard Mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Mid-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Mid-cap historical prices to predict the future Vanguard Mid-cap's volatility.| Risk Adjusted Performance | 0.1773 | |||
| Jensen Alpha | 0.0541 | |||
| Total Risk Alpha | 0.0444 | |||
| Sortino Ratio | 0.0623 | |||
| Treynor Ratio | 0.1827 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Mid-cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vanguard Mid Cap Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Mid Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the fund had a 0.24% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Mid Cap Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Mid-cap's Semi Deviation of 0.3832, risk adjusted performance of 0.1773, and Coefficient Of Variation of 431.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The entity has a beta of 0.87, which indicates possible diversification benefits within a given portfolio. Vanguard Mid-cap returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Mid-cap is expected to follow.
Auto-correlation | 0.85 |
Very good predictability
Vanguard Mid Cap Index has very good predictability. Overlapping area represents the amount of predictability between Vanguard Mid-cap time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Mid Cap price movement. The serial correlation of 0.85 indicates that around 85.0% of current Vanguard Mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Vanguard Mid Cap lagged returns against current returns
Autocorrelation, which is Vanguard Mid-cap 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 Mid-cap's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Mid-cap returns to help us make a trade decision. For example, suppose you find that Vanguard Mid-cap 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 Mid-cap 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 Mid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Mid-cap 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 Mid-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Mid-cap Lagged Returns
When evaluating Vanguard Mid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Mid-cap mutual fund have on its future price. Vanguard Mid-cap 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 Mid-cap autocorrelation shows the relationship between Vanguard Mid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Mid Cap Index.
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 Mid-cap 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 Mid-cap security.
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |