Vanguard Total Stock Fund Market Value
| VTSAX Fund | USD 166.24 0.11 0.07% |
| Symbol | Vanguard |
Vanguard Total '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 Total'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 Total.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Vanguard Total on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Total Stock or generate 0.0% return on investment in Vanguard Total over 90 days. Vanguard Total is related to or competes with Vanguard Total, Vanguard, Vanguard Institutional, Vanguard Institutional, Vanguard Total, Vanguard Balanced, and Vanguard Small. The fund employs an indexing investment approach designed to track the performance of the index, which represents approx... More
Vanguard Total 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 Total'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 Total Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7894 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.2 |
Vanguard Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Total's standard deviation. In reality, there are many statistical measures that can use Vanguard Total historical prices to predict the future Vanguard Total's volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 2.05 |
Vanguard Total February 12, 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 | 0.066 | |||
| Market Risk Adjusted Performance | 2.06 | |||
| Mean Deviation | 0.5719 | |||
| Semi Deviation | 0.7074 | |||
| Downside Deviation | 0.7894 | |||
| Coefficient Of Variation | 1218.13 | |||
| Standard Deviation | 0.762 | |||
| Variance | 0.5806 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0507 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 2.05 | |||
| Maximum Drawdown | 3.55 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.6232 | |||
| Semi Variance | 0.5005 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.24) | |||
| Kurtosis | 0.8526 |
Vanguard Total Stock Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Total Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0886, which indicates the fund had a 0.0886 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Vanguard Total Stock, which you can use to evaluate the volatility of the fund. Please validate Vanguard Total's Coefficient Of Variation of 1218.13, semi deviation of 0.7074, and Risk Adjusted Performance of 0.066 to confirm if the risk estimate we provide is consistent with the expected return of 0.0657%. The entity has a beta of 0.0256, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Total's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Total is expected to be smaller as well.
Auto-correlation | 0.30 |
Below average predictability
Vanguard Total Stock has below average predictability. Overlapping area represents the amount of predictability between Vanguard Total time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Total Stock price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Vanguard Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.48 |
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 Total 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 Total security.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |