Vanguard Small Cap Index Fund Market Value
| VSCIX Fund | USD 131.28 0.02 0.02% |
| Symbol | Vanguard |
Vanguard Small-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 Small-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 Small-cap.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Vanguard Small-cap on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Small Cap Index or generate 0.0% return on investment in Vanguard Small-cap over 90 days. Vanguard Small-cap is related to or competes with Vanguard Small, Vanguard Mid-cap, Vanguard Mid-cap, Vanguard Mid, Vanguard Mid, Vanguard Value, and IShares Core. The investment seeks to track the performance of the CRSP US Small Cap Index that measures the investment return of smal... More
Vanguard Small-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 Small-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 Small Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0459 | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.65 |
Vanguard Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Small-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Small-cap historical prices to predict the future Vanguard Small-cap's volatility.| Risk Adjusted Performance | 0.0944 | |||
| Jensen Alpha | 0.0441 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | 0.0451 | |||
| Treynor Ratio | 0.112 |
Vanguard Small-cap January 27, 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 | 0.0944 | |||
| Market Risk Adjusted Performance | 0.122 | |||
| Mean Deviation | 0.7959 | |||
| Semi Deviation | 0.8265 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 802.73 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.01 | |||
| Information Ratio | 0.0459 | |||
| Jensen Alpha | 0.0441 | |||
| Total Risk Alpha | 0.0207 | |||
| Sortino Ratio | 0.0451 | |||
| Treynor Ratio | 0.112 | |||
| Maximum Drawdown | 3.84 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 1.65 | |||
| Downside Variance | 1.05 | |||
| Semi Variance | 0.6832 | |||
| Expected Short fall | (0.83) | |||
| Skewness | (0.06) | |||
| Kurtosis | (0.29) |
Vanguard Small Cap Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Small Cap Index, which you can use to evaluate the volatility of the fund. Please validate Vanguard Small-cap's Risk Adjusted Performance of 0.0944, semi deviation of 0.8265, and Coefficient Of Variation of 802.73 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. The entity has a beta of 1.03, which indicates a somewhat significant risk relative to the market. Vanguard Small-cap returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Small-cap is expected to follow.
Auto-correlation | 0.35 |
Below average predictability
Vanguard Small Cap Index has below average predictability. Overlapping area represents the amount of predictability between Vanguard Small-cap time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 Small Cap price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Vanguard Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 9.57 |
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.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Other Information on Investing in Vanguard Mutual Fund
Vanguard Small-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 Small-cap security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |