Vanguard Capital Opportunity Fund Market Value
| VHCOX Fund | USD 90.77 0.18 0.20% |
| Symbol | Vanguard |
Vanguard Capital '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 Capital'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 Capital.
| 12/10/2022 |
| 11/29/2024 |
If you would invest 0.00 in Vanguard Capital on December 10, 2022 and sell it all today you would earn a total of 0.00 from holding Vanguard Capital Opportunity or generate 0.0% return on investment in Vanguard Capital over 720 days. Vanguard Capital is related to or competes with Aquila Three, Pioneer High, Aqr Risk-balanced, Siit High, Lgm Risk, Artisan High, and Federated Institutional. The fund invests mainly in U.S. stocks, with an emphasis on companies that are considered to have prospects for rapid ea... More
Vanguard Capital 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 Capital'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 Capital Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9959 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 4.2 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 1.35 |
Vanguard Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Capital's standard deviation. In reality, there are many statistical measures that can use Vanguard Capital historical prices to predict the future Vanguard Capital's volatility.| Risk Adjusted Performance | 0.0478 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0458 |
Vanguard Capital Opp Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Capital Opp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the fund had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Capital Opportunity, which you can use to evaluate the volatility of the fund. Please validate Vanguard Capital's Risk Adjusted Performance of 0.0478, coefficient of variation of 1659.27, and Semi Deviation of 0.9309 to confirm if the risk estimate we provide is consistent with the expected return of 0.0881%. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. Vanguard Capital returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Capital is expected to follow.
Auto-correlation | 0.68 |
Good predictability
Vanguard Capital Opportunity has good predictability. Overlapping area represents the amount of predictability between Vanguard Capital time series from 10th of December 2022 to 5th of December 2023 and 5th of December 2023 to 29th of November 2024. 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 Capital Opp price movement. The serial correlation of 0.68 indicates that around 68.0% of current Vanguard Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 18.2 |
Vanguard Capital Opp lagged returns against current returns
Autocorrelation, which is Vanguard Capital 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 Capital's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Capital returns to help us make a trade decision. For example, suppose you find that Vanguard Capital 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 Capital 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 Capital mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Capital 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 Capital mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Capital Lagged Returns
When evaluating Vanguard Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Capital mutual fund have on its future price. Vanguard Capital 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 Capital autocorrelation shows the relationship between Vanguard Capital mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Capital Opportunity.
Regressed Prices |
| Timeline |
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 Capital 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 Capital security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum |