Vanguard Primecap E Fund Market Value
| VPCCX Fund | USD 39.31 0.38 0.96% |
| Symbol | Vanguard |
Vanguard Primecap '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 Primecap'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 Primecap.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in Vanguard Primecap on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Primecap E or generate 0.0% return on investment in Vanguard Primecap over 90 days. Vanguard Primecap is related to or competes with VanEck Morningstar, IShares MSCI, Invesco SP, Vanguard Russell, SPDR Portfolio, IShares Russell, and IShares MSCI. The fund invests in stocks that its advisor believes offer a good balance between reasonable valuations and attractive g... More
Vanguard Primecap 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 Primecap'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 Primecap E upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8649 | |||
| Information Ratio | 0.1688 | |||
| Maximum Drawdown | 19.33 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.86 |
Vanguard Primecap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Primecap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Primecap's standard deviation. In reality, there are many statistical measures that can use Vanguard Primecap historical prices to predict the future Vanguard Primecap's volatility.| Risk Adjusted Performance | 0.1548 | |||
| Jensen Alpha | 0.4191 | |||
| Total Risk Alpha | 0.2469 | |||
| Sortino Ratio | 0.4617 | |||
| Treynor Ratio | 0.6584 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Primecap'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 Primecap January 26, 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 | 0.1548 | |||
| Market Risk Adjusted Performance | 0.6684 | |||
| Mean Deviation | 1.02 | |||
| Semi Deviation | 0.0537 | |||
| Downside Deviation | 0.8649 | |||
| Coefficient Of Variation | 495.13 | |||
| Standard Deviation | 2.36 | |||
| Variance | 5.59 | |||
| Information Ratio | 0.1688 | |||
| Jensen Alpha | 0.4191 | |||
| Total Risk Alpha | 0.2469 | |||
| Sortino Ratio | 0.4617 | |||
| Treynor Ratio | 0.6584 | |||
| Maximum Drawdown | 19.33 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.86 | |||
| Downside Variance | 0.748 | |||
| Semi Variance | 0.0029 | |||
| Expected Short fall | (1.34) | |||
| Skewness | 6.26 | |||
| Kurtosis | 46.36 |
Vanguard Primecap Backtested Returns
Vanguard Primecap appears to be very steady, given 3 months investment horizon. Vanguard Primecap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. By inspecting Vanguard Primecap's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please review Vanguard Primecap's Coefficient Of Variation of 495.13, semi deviation of 0.0537, and Risk Adjusted Performance of 0.1548 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Primecap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Primecap is expected to be smaller as well.
Auto-correlation | 0.36 |
Below average predictability
Vanguard Primecap E has below average predictability. Overlapping area represents the amount of predictability between Vanguard Primecap time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 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 Primecap price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Vanguard Primecap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 5.93 |
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 Primecap 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 Primecap security.
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