Vanguard Large Cap Index Fund Market Value
| VLISX Fund | USD 572.97 2.16 0.38% |
| Symbol | Vanguard |
Vanguard Large-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 Large-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 Large-cap.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Vanguard Large-cap on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Large Cap Index or generate 0.0% return on investment in Vanguard Large-cap over 720 days. Vanguard Large-cap is related to or competes with Lord Abbett, Alger Health, Baillie Gifford, Blackrock Health, Health Biotchnology, and Eventide Healthcare. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Index, a bro... More
Vanguard Large-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 Large-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 Large Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8442 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 1.18 |
Vanguard Large-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Large-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Large-cap historical prices to predict the future Vanguard Large-cap's volatility.| Risk Adjusted Performance | 0.1179 | |||
| Jensen Alpha | 0.0075 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1293 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Large-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 Large Cap Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Large Cap Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Large-cap's Coefficient Of Variation of 649.05, semi deviation of 0.6689, and Risk Adjusted Performance of 0.1179 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Large-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Large-cap is expected to be smaller as well.
Auto-correlation | 0.83 |
Very good predictability
Vanguard Large Cap Index has very good predictability. Overlapping area represents the amount of predictability between Vanguard Large-cap time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Large Cap price movement. The serial correlation of 0.83 indicates that around 83.0% of current Vanguard Large-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 1321.5 |
Vanguard Large Cap lagged returns against current returns
Autocorrelation, which is Vanguard Large-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 Large-cap's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Large-cap returns to help us make a trade decision. For example, suppose you find that Vanguard Large-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 Large-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 Large-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Large-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 Large-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Large-cap Lagged Returns
When evaluating Vanguard Large-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Large-cap mutual fund have on its future price. Vanguard Large-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 Large-cap autocorrelation shows the relationship between Vanguard Large-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Large 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 Large-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 Large-cap security.
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