Vanguard Large Cap Index Fund Market Value

VLISX Fund  USD 582.21  4.12  0.71%   
Vanguard Large-cap's market value is the price at which a share of Vanguard Large-cap trades on a public exchange. It measures the collective expectations of Vanguard Large Cap Index investors about its performance. Vanguard Large-cap is trading at 582.21 as of the 5th of December 2024; that is 0.71 percent up since the beginning of the trading day. The fund's open price was 578.09.
With this module, you can estimate the performance of a buy and hold strategy of Vanguard Large Cap Index and determine expected loss or profit from investing in Vanguard Large-cap over a given investment horizon. Check out Vanguard Large-cap Correlation, Vanguard Large-cap Volatility and Vanguard Large-cap Alpha and Beta module to complement your research on Vanguard Large-cap.
Symbol

Please note, there is a significant difference between Vanguard Large-cap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Large-cap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Large-cap's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vanguard Large-cap '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 Large-cap'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 Large-cap.
0.00
09/06/2024
No Change 0.00  0.0 
In 2 months and 31 days
12/05/2024
0.00
If you would invest  0.00  in Vanguard Large-cap on September 6, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Large Cap Index or generate 0.0% return on investment in Vanguard Large-cap over 90 days. Vanguard Large-cap is related to or competes with Vanguard Institutional, Vanguard Value, Vanguard Explorer, Alger Capital, and Vanguard International. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Index, a bro... More

Vanguard Large-cap 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 Large-cap'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 Large Cap Index upside and downside potential and time the market with a certain degree of confidence.

Vanguard Large-cap Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Large-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Large-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Large-cap historical prices to predict the future Vanguard Large-cap's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vanguard Large-cap's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
493.63494.31640.43
Details
Intrinsic
Valuation
LowRealHigh
562.99563.67640.43
Details

Vanguard Large Cap Backtested Returns

Vanguard Large-cap appears to be very steady, given 3 months investment horizon. Vanguard Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the fund had a 0.3% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Large Cap Index, which you can use to evaluate the volatility of the fund. Please review Vanguard Large-cap's Risk Adjusted Performance of 0.1655, coefficient of variation of 445.42, and Semi Deviation of 0.4998 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Large-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Large-cap is expected to be smaller as well.

Auto-correlation

    
  0.71  

Good predictability

Vanguard Large Cap Index has good predictability. Overlapping area represents the amount of predictability between Vanguard Large-cap time series from 6th of September 2024 to 21st of October 2024 and 21st of October 2024 to 5th of December 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 Large Cap price movement. The serial correlation of 0.71 indicates that around 71.0% of current Vanguard Large-cap price fluctuation can be explain by its past prices.
Correlation Coefficient0.71
Spearman Rank Test0.73
Residual Average0.0
Price Variance113.8

Vanguard Large Cap lagged returns against current returns

Autocorrelation, which is Vanguard Large-cap 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 Large-cap's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Large-cap returns to help us make a trade decision. For example, suppose you find that Vanguard Large-cap 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 Large-cap 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 Large-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Large-cap 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 Large-cap mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Vanguard Large-cap Lagged Returns

When evaluating Vanguard Large-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Large-cap mutual fund have on its future price. Vanguard Large-cap 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 Large-cap autocorrelation shows the relationship between Vanguard Large-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Large Cap Index.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Vanguard Mutual Fund

Vanguard Large-cap 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 Large-cap security.
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