Vanguard Small Cap Value Fund Market Value
| VSIAX Fund | USD 93.24 1.13 1.23% |
| Symbol | Vanguard |
Vanguard Small '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'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.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in Vanguard Small on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Small Cap Value or generate 0.0% return on investment in Vanguard Small over 30 days. Vanguard Small is related to or competes with Vanguard Mid, Vanguard Reit, Vanguard Small, Vanguard Total, Vanguard Extended, Vanguard Extended, and Vanguard Sumer. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Value Index,... More
Vanguard Small 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'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 Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.62 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.73 |
Vanguard Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Small's standard deviation. In reality, there are many statistical measures that can use Vanguard Small historical prices to predict the future Vanguard Small's volatility.| Risk Adjusted Performance | 0.0571 | |||
| Jensen Alpha | 0.0615 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 2.02 |
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 0.0678, which indicates the fund had a 0.0678 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Small Cap Value, which you can use to evaluate the volatility of the fund. Please validate Vanguard Small's Risk Adjusted Performance of 0.0571, coefficient of variation of 1328.2, and Semi Deviation of 0.9266 to confirm if the risk estimate we provide is consistent with the expected return of 0.0674%. The entity has a beta of 0.0316, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Small is expected to be smaller as well.
Auto-correlation | 0.01 |
Virtually no predictability
Vanguard Small Cap Value has virtually no predictability. Overlapping area represents the amount of predictability between Vanguard Small time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th 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 0.01 indicates that just 1.0% of current Vanguard Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Vanguard Small Cap lagged returns against current returns
Autocorrelation, which is Vanguard Small 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 Small's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Small returns to help us make a trade decision. For example, suppose you find that Vanguard Small 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 Small 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 Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Small 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 Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Small Lagged Returns
When evaluating Vanguard Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Small mutual fund have on its future price. Vanguard Small 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 Small autocorrelation shows the relationship between Vanguard Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Small Cap Value.
Regressed Prices |
| Timeline |
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Other Information on Investing in Vanguard Mutual Fund
Vanguard Small 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 security.
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