Vanguard Mid Cap Index Fund Market Value
| VMCPX Fund | USD 407.66 5.10 1.27% |
| 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.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Vanguard Mid-cap on November 18, 2025 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 90 days. Vanguard Mid-cap is related to or competes with Vanguard Mid-cap, Vanguard Mid, Vanguard Mid-cap, Vanguard Value, Vanguard Small, Vanguard Small-cap, and Vanguard FTSE. 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 | 0.8963 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.38 |
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 | 0.0629 | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0614 |
Vanguard Mid-cap February 16, 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 | 0.0629 | |||
| Market Risk Adjusted Performance | 0.0714 | |||
| Mean Deviation | 0.6179 | |||
| Semi Deviation | 0.7657 | |||
| Downside Deviation | 0.8963 | |||
| Coefficient Of Variation | 1288.68 | |||
| Standard Deviation | 0.8325 | |||
| Variance | 0.693 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0013 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0614 | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.38 | |||
| Downside Variance | 0.8034 | |||
| Semi Variance | 0.5863 | |||
| Expected Short fall | (0.61) | |||
| Skewness | (0.04) | |||
| Kurtosis | 0.4411 |
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 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Mid Cap Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Mid-cap's Risk Adjusted Performance of 0.0629, semi deviation of 0.7657, and Coefficient Of Variation of 1288.68 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.89, 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 | 0.44 |
Average predictability
Vanguard Mid Cap Index has average predictability. Overlapping area represents the amount of predictability between Vanguard Mid-cap time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Mid Cap price movement. The serial correlation of 0.44 indicates that just about 44.0% of current Vanguard Mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 11.1 |
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.
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