Vanguard Sp 500 Fund Market Value
| VSPGX Fund | USD 778.44 19.89 2.62% |
| Symbol | Vanguard |
Vanguard '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'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.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vanguard on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Sp 500 or generate 0.0% return on investment in Vanguard over 90 days. Vanguard is related to or competes with Pace Large, American Mutual, Dodge Cox, Profunds-large Cap, T Rowe, Nuveen Nwq, and Dunham Large. The advisor employs an indexing investment approach designed to track the performance of the SP 500 Growth Index, which ... More
Vanguard 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'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 Sp 500 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 6.17 | |||
| Value At Risk | (2.87) | |||
| Potential Upside | 1.85 |
Vanguard Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard's standard deviation. In reality, there are many statistical measures that can use Vanguard historical prices to predict the future Vanguard's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0421 | |||
| Treynor Ratio | (0.14) |
Vanguard Sp 500 Backtested Returns
Vanguard Sp 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.11, which indicates the fund had a -0.11 % return per unit of risk over the last 3 months. Vanguard Sp 500 exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vanguard's Risk Adjusted Performance of (0.07), variance of 2.04, and Coefficient Of Variation of (1,127) to confirm the risk estimate we provide. The entity has a beta of 0.96, which indicates possible diversification benefits within a given portfolio. Vanguard returns are very sensitive to returns on the market. As the market goes up or down, Vanguard is expected to follow.
Auto-correlation | -0.36 |
Poor reverse predictability
Vanguard Sp 500 has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. 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 Sp 500 price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Vanguard price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1439.57 |
Vanguard Sp 500 lagged returns against current returns
Autocorrelation, which is Vanguard 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's mutual fund expected returns. We can calculate the autocorrelation of Vanguard returns to help us make a trade decision. For example, suppose you find that Vanguard 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 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 mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard 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 mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Lagged Returns
When evaluating Vanguard's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard mutual fund have on its future price. Vanguard 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 autocorrelation shows the relationship between Vanguard mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Sp 500.
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 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 security.
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