Vanguard Capital Backtesting

VCVLX -- USA Fund  

USD 13.32  0.04  0.30%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard Capital Value Inv and determine expected loss or profit from investing in Vanguard Capital over given investment horizon. Also please take a look at Vanguard Capital Hype Analysis, Vanguard Capital Correlation, Portfolio Optimization, Vanguard Capital Volatility as well as analyze Vanguard Capital Alpha and Beta and Vanguard Capital Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Capital 'What if' Analysis

May 23, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 22, 2018
0.00
If you would invest  0.00  in Vanguard Capital on May 23, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard Capital Value Inv or generate 0.0% return on investment in Vanguard Capital over 30 days. Vanguard Capital is related to or competes with American Funds, American Funds, American Funds, American Funds, American Funds, MFS Value, and MFS SERIES. The fund invests in a portfolio of stocks across the capitalization spectrum that are considered by the advisor to be un...

Vanguard Capital Upside/Downside Indicators

  

Vanguard Capital Market Premium Indicators

Vanguard Capital Value Backtested Returns

We consider Vanguard Capital not too volatile. Vanguard Capital Value owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0071 which indicates Vanguard Capital Value had 0.0071% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Capital Value Inv which you can use to evaluate future volatility of the fund. Please validate Vanguard Capital to confirm if risk estimate we provide are consistent with the epected return of 0.0042%. The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Capital are completely uncorrelated. Although it is extremely important to respect Vanguard Capital Value current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vanguard Capital Value technical indicators you can presently evaluate if the expected return of 0.0042% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.32) 

Poor reverse predictability

Vanguard Capital Value Inv has poor reverse predictability. Overlapping area represents the amount of predictability between Vanguard Capital time series from May 23, 2018 to June 7, 2018 and June 7, 2018 to June 22, 2018. 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 Value price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Vanguard Capital price fluctuation can be explain by its past prices. Given that Vanguard Capital Value Inv has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vanguard Capital for similar time interval.
Correlation Coefficient -0.32
Spearman Rank Test -0.53
Lagged Price Variance 0.01
Average Price 13.4

Vanguard Capital Value lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard Capital Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at Vanguard Capital Hype Analysis, Vanguard Capital Correlation, Portfolio Optimization, Vanguard Capital Volatility as well as analyze Vanguard Capital Alpha and Beta and Vanguard Capital Performance. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.