Vanguard Capital Backtesting

VCVLX -- USA Fund  

USD 13.96  0.05  0.36%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard Capital 'What if' Analysis

August 24, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 23, 2018
0.00
If you would invest  0.00  in Vanguard Capital on August 24, 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, American Funds, and American Funds. 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

Downside Deviation0.4225
Information Ratio0.25
Maximum Drawdown1.96
Value At Risk0.57
Potential Upside0.94
  

Vanguard Capital Market Premium Indicators

Risk Adjusted Performance0.0462
Jensen Alpha0.03087
Total Risk Alpha0.14
Sortino Ratio0.30
Treynor Ratio0.0941

Vanguard Capital Value Backtested Returns

We consider Vanguard Capital not too risky. Vanguard Capital Value owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1707 which indicates Vanguard Capital Value had 0.1707% 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 fund 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 Semi Deviation of 0.3276, Coefficient Of Variation of 1006.67 and Risk Adjusted Performance of 0.0462 to confirm if risk estimate we provide are consistent with the epected return of 0.0877%. The entity has beta of 0.4287 which indicates as returns on market increase, Vanguard Capital returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Capital will be expected to be smaller as well.. 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 0.0877% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.69) 

Very good reverse predictability

Vanguard Capital Value Inv has very good reverse predictability. Overlapping area represents the amount of predictability between Vanguard Capital time series from August 24, 2018 to September 8, 2018 and September 8, 2018 to September 23, 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 -0.69 indicates that around 69.0% 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-0.69
Spearman Rank Test-0.36
Residual Average0.0
Price Variance0.02

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 

Current Sentiment - VCVLX

Vanguard Capital Value Investor Sentiment

Most of Macroaxis users are at this time bullish on Vanguard Capital Value Inv. What is your outlook on investing in Vanguard Capital Value Inv? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 World Markets Correlation module to find global opportunities by holding instruments from different markets.
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