Vanguard Sp Small Cap Etf Market Value
| VIOG Etf | USD 131.05 1.64 1.27% |
| Symbol | Vanguard |
Investors evaluate Vanguard SP Small using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Vanguard's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Vanguard's market price signifies the transaction level at which participants voluntarily complete trades.
Vanguard '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'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.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Vanguard on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard SP Small Cap or generate 0.0% return on investment in Vanguard over 90 days. Vanguard is related to or competes with Vanguard Russell, IShares Morningstar, Franklin FTSE, ProShares Ultra, Capital Group, Goldman Sachs, and Dimensional ETF. The advisor employs an indexing investment approach designed to track the performance of the SP SmallCap 600 Growth Inde... More
Vanguard 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'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 SP Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.963 | |||
| Information Ratio | 0.0585 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.31 |
Vanguard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.| Risk Adjusted Performance | 0.1014 | |||
| Jensen Alpha | 0.0568 | |||
| Total Risk Alpha | 0.0426 | |||
| Sortino Ratio | 0.0664 | |||
| Treynor Ratio | 0.1107 |
Vanguard February 14, 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 | 0.1014 | |||
| Market Risk Adjusted Performance | 0.1207 | |||
| Mean Deviation | 0.807 | |||
| Semi Deviation | 0.8109 | |||
| Downside Deviation | 0.963 | |||
| Coefficient Of Variation | 816.92 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.2 | |||
| Information Ratio | 0.0585 | |||
| Jensen Alpha | 0.0568 | |||
| Total Risk Alpha | 0.0426 | |||
| Sortino Ratio | 0.0664 | |||
| Treynor Ratio | 0.1107 | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 2.31 | |||
| Downside Variance | 0.9274 | |||
| Semi Variance | 0.6576 | |||
| Expected Short fall | (0.91) | |||
| Skewness | 0.4067 | |||
| Kurtosis | 0.6268 |
Vanguard SP Small Backtested Returns
Vanguard appears to be very steady, given 3 months investment horizon. Vanguard SP Small owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the etf had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard SP Small Cap, which you can use to evaluate the volatility of the etf. Please review Vanguard's Coefficient Of Variation of 816.92, risk adjusted performance of 0.1014, and Semi Deviation of 0.8109 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.12, which indicates a somewhat significant risk relative to the market. Vanguard returns are very sensitive to returns on the market. As the market goes up or down, Vanguard is expected to follow.
Auto-correlation | 0.76 |
Good predictability
Vanguard SP Small Cap has good predictability. Overlapping area represents the amount of predictability between Vanguard time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 SP Small price movement. The serial correlation of 0.76 indicates that around 76.0% of current Vanguard price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 6.5 |
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Check out Vanguard Correlation, Vanguard Volatility and Vanguard Performance module to complement your research on Vanguard. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Vanguard 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.