Vanguard Mega Cap Etf Technical Analysis
| MGC Etf | USD 253.37 1.35 0.54% |
As of the 9th of February, Vanguard Mega has the Coefficient Of Variation of 13379.23, risk adjusted performance of 0.0058, and Semi Deviation of 0.8223. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Mega Cap, as well as the relationship between them.
Vanguard Mega Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard | Build AI portfolio with Vanguard Etf |
Investors evaluate Vanguard Mega Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard Mega's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Vanguard Mega's market price to deviate significantly from intrinsic value.
Understanding that Vanguard Mega's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Vanguard Mega represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Vanguard Mega's market price signifies the transaction level at which participants voluntarily complete trades.
Vanguard Mega '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 Mega's etf 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 Mega.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Vanguard Mega on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Mega Cap or generate 0.0% return on investment in Vanguard Mega over 90 days. Vanguard Mega is related to or competes with Vanguard Mega, Vanguard Russell, Vanguard Utilities, Vanguard Utilities, Vanguard International, Vanguard Energy, and Vanguard International. The fund employs an indexing investment approach designed to track the performance of the CRSP US Mega Cap Index More
Vanguard Mega 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 Mega's etf 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 Mega Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.853 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.02 |
Vanguard Mega Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Mega's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Mega's standard deviation. In reality, there are many statistical measures that can use Vanguard Mega historical prices to predict the future Vanguard Mega's volatility.| Risk Adjusted Performance | 0.0058 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.01) |
Vanguard Mega February 9, 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 | 0.0058 | |||
| Market Risk Adjusted Performance | 0.0045 | |||
| Mean Deviation | 0.585 | |||
| Semi Deviation | 0.8223 | |||
| Downside Deviation | 0.853 | |||
| Coefficient Of Variation | 13379.23 | |||
| Standard Deviation | 0.7863 | |||
| Variance | 0.6183 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.7277 | |||
| Semi Variance | 0.6761 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.27) | |||
| Kurtosis | 0.5649 |
Vanguard Mega Cap Backtested Returns
At this point, Vanguard Mega is very steady. Vanguard Mega Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0173, which indicates the etf had a 0.0173 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vanguard Mega Cap, which you can use to evaluate the volatility of the etf. Please validate Vanguard Mega's Coefficient Of Variation of 13379.23, risk adjusted performance of 0.0058, and Semi Deviation of 0.8223 to confirm if the risk estimate we provide is consistent with the expected return of 0.013%. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Mega's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Mega is expected to be smaller as well.
Auto-correlation | -0.04 |
Very weak reverse predictability
Vanguard Mega Cap has very weak reverse predictability. Overlapping area represents the amount of predictability between Vanguard Mega time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 Mega Cap price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Vanguard Mega price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 3.43 |
Vanguard Mega technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
Vanguard Mega Cap Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Mega Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Vanguard Mega Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Mega Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Mega Cap based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Vanguard Mega Cap price pattern first instead of the macroeconomic environment surrounding Vanguard Mega Cap. By analyzing Vanguard Mega's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Mega's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Mega specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Mega February 9, 2026 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0058 | |||
| Market Risk Adjusted Performance | 0.0045 | |||
| Mean Deviation | 0.585 | |||
| Semi Deviation | 0.8223 | |||
| Downside Deviation | 0.853 | |||
| Coefficient Of Variation | 13379.23 | |||
| Standard Deviation | 0.7863 | |||
| Variance | 0.6183 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.02 | |||
| Downside Variance | 0.7277 | |||
| Semi Variance | 0.6761 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.27) | |||
| Kurtosis | 0.5649 |
Vanguard Mega Cap One Year Return
Based on the recorded statements, Vanguard Mega Cap has an One Year Return of 15.6%. This is 84.62% higher than that of the Vanguard family and 242.11% higher than that of the Large Blend category. The one year return for all United States etfs is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Vanguard Mega February 9, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.02 | ||
| Daily Balance Of Power | 0.27 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 250.89 | ||
| Day Typical Price | 251.72 | ||
| Price Action Indicator | 3.16 | ||
| Market Facilitation Index | 4.96 |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Vanguard Mega Cap. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Investors evaluate Vanguard Mega Cap using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Vanguard Mega's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Vanguard Mega's market price to deviate significantly from intrinsic value.
Understanding that Vanguard Mega's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Vanguard Mega represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Vanguard Mega's market price signifies the transaction level at which participants voluntarily complete trades.