Vanguard Small Cap Value Fund Technical Analysis
| VSIAX Fund | USD 99.86 -1.16 -1.15% |
As of the 7th of May, VANGUARD SMALL-CAP trades at 99.86 per share. Key technical indicators include Semi Deviation of 0.9368, risk adjusted performance of 0.0555, and Coefficient Of Variation of 1758.62. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
VANGUARD SMALL-CAP 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 |
What-If Analysis
Running a what-if backtest on Vanguard Small Cap Value provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. Comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome gives a more complete picture.
| 02/06/2026 |
| 05/07/2026 |
If you invested 0.00 in VANGUARD SMALL-CAP on February 6, 2026 and closed the position today, you would produce 0.00 in net return. The net result is a 0.0% cumulative return in VANGUARD SMALL-CAP on balance over the 90 day window. VANGUARD SMALL-CAP has comparable peers such as VANGUARD MID-CAP, VANGUARD REIT, VANGUARD SMALL-CAP, VANGUARD TOTAL, VANGUARD EXTENDED, VANGUARD EXTENDED, and VANGUARD CONSUMER. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Value Index,... More
Momentum Range Indicators for VANGUARD SMALL-CAP Summary
These indicators describe how VANGUARD SMALL-CAP momentum evolves across recent price ranges. Momentum balance — whether buying or selling pressure dominates — is the central signal.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.0416 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | -1.56 | |||
| Potential Upside | 1.88 |
VANGUARD SMALL-CAP Volatility and Risk Indicators Summary
Volatility and risk indicators for VANGUARD SMALL-CAP describe how returns have dispersed over time. Higher annualized volatility implies wider expected return ranges over any given holding period.| Risk Adjusted Performance | 0.0555 | |||
| Jensen Alpha | 0.0426 | |||
| Total Risk Alpha | 0.0421 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 0.0497 |
Experienced market participants anticipate that VANGUARD SMALL-CAP's price will even out over time. Periods when VANGUARD SMALL-CAP's deviates significantly from its historical mean may warrant further fundamental analysis.
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 | 0.0555 | |||
| Market Risk Adjusted Performance | 0.0597 | |||
| Mean Deviation | 0.7808 | |||
| Semi Deviation | 0.9368 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 1758.62 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0416 | |||
| Jensen Alpha | 0.0426 | |||
| Total Risk Alpha | 0.0421 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 0.0497 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | -1.56 | |||
| Potential Upside | 1.88 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.8776 | |||
| Expected Short fall | -0.79 | |||
| Skewness | 0.158 | |||
| Kurtosis | 0.073 |
Vanguard Small Cap Backtested Returns
VANGUARD SMALL-CAP appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It has a Sharpe Ratio of 0.0165, evidencing risk-calibrated returns. We identified twenty-seven technical indicators influencing the company's volatility profile. Please review metrics such as Semi Deviation of 0.9368, risk-adjusted performance of 0.0555, and Coefficient Of Variation of 1758.62 to confirm whether our risk estimates align with your expectations. The fund shows a Market Sensitivity (Beta) of 0.96, which indicates generally lower market sensitivity than the broad market. VANGUARD SMALL-CAP returns are very sensitive to returns on the market. As the market goes up or down, VANGUARD SMALL-CAP tends to follow.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Vanguard Small Cap Value exhibits almost perfect reverse predictability. Autocorrelation measures the degree of predictability between VANGUARD SMALL-CAP time series from 6th of February 2026 to 23rd of March 2026 and from 23rd of March 2026 to 7th of May 2026. Persistent correlation between intervals suggests underlying momentum patterns in VANGUARD SMALL-CAP that may carry forward. The measured coefficient of -0.79 means around 79.0% of VANGUARD SMALL-CAP's recent price variance traces back to prior period behavior. Given that Vanguard Small Cap Value has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 8.23 |
VANGUARD SMALL-CAP is evaluated through observed price and volume patterns. The dataset summarizes historical market behavior.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of VANGUARD SMALL-CAP focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Market sensitivity appears generally aligned with broader economic conditions.
Vanguard Small Cap Value inputs come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board
Technical Indicators
Technical analysis of Vanguard Small Cap Value is useful because it frames whether the current trend still looks durable or is beginning to weaken. This is informative when the goal is to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0555 | |||
| Market Risk Adjusted Performance | 0.0597 | |||
| Mean Deviation | 0.7808 | |||
| Semi Deviation | 0.9368 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 1758.62 | |||
| Standard Deviation | 1.02 | |||
| Variance | 1.04 | |||
| Information Ratio | 0.0416 | |||
| Jensen Alpha | 0.0426 | |||
| Total Risk Alpha | 0.0421 | |||
| Sortino Ratio | 0.0417 | |||
| Treynor Ratio | 0.0497 | |||
| Maximum Drawdown | 4.39 | |||
| Value At Risk | -1.56 | |||
| Potential Upside | 1.88 | |||
| Downside Variance | 1.03 | |||
| Semi Variance | 0.8776 | |||
| Expected Short fall | -0.79 | |||
| Skewness | 0.158 | |||
| Kurtosis | 0.073 |
Vanguard Small Cap One Year Return
Based on the recorded statements, Vanguard Small Cap Value has an One Year Return of 31.0275%. Relative to the Vanguard family, this is much above, while the Small Value category average sits notably below. Across all United States funds, the average one year return is notably below VANGUARD SMALL-CAP's level.
Although One Year Fund Return reflects overall fund short-term performance, 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.May 7, 2026 Daily Trend Indicators
Technical analysis of Vanguard Small Cap Value is useful because it frames whether the current trend still looks durable or is beginning to weaken. This is informative when the goal is to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 99.86 | ||
| Day Typical Price | 99.86 | ||
| Price Action Indicator | -0.58 |