Vanguard Capital Backtesting

Vanguard Capital Value Inv -- USA Fund  

USD 13.17  0.03  0.23%

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
Investment Horizon     30 Days    Login   to change

Vanguard Capital 'What if' Analysis

October 25, 2017
No Change 0.00  0.0%
In 31 days
November 24, 2017
If you would invest  0.00  in Vanguard Capital on October 25, 2017 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 Vanguard Extended, Vanguard Extended, Vanguard Extended, DFA US, Fidelity Extended, and Fidelity Extended. The investment seeks long-term capital appreciation

Vanguard Capital Upside/Downside Indicators


Vanguard Capital Market Premium Indicators

Vanguard Capital Value lagged returns against current returns

 Current and Lagged Values 

Vanguard Capital regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Vanguard Capital Value Backtested Returns

We consider Vanguard Capital not too risky. Vanguard Capital Value owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.197 which indicates Vanguard Capital Value had 0.197% 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 Semi Deviation of 0.1999, Coefficient Of Variation of 982.4 and Risk Adjusted Performance of 0.0351 to confirm if risk estimate we provide are consistent with the epected return of 0.056%. The entity has beta of 0.4937 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 0.056% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.82 

Very good predictability

Vanguard Capital Value Inv has very good predictability. Overlapping area represents the amount of predictability between Vanguard Capital time series from October 25, 2017 to November 9, 2017 and November 9, 2017 to November 24, 2017. 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 0.82 indicates that around 82.0% of current Vanguard Capital price fluctuation can be explain by its past prices.
Correlation Coefficient 0.82
Spearman Rank Test 0.74
Average Price 13.09
Lagged Average Price 13.03

Vanguard Capital Lagged Returns

 Regressed Prices 

Vanguard Capital Performance vs DOW

The median price of Vanguard Capital for the period between Wed, Oct 25, 2017 and Fri, Nov 24, 2017 is 13.08 with a coefficient of variation of 0.44. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 13.06, and mean deviation of 0.05. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)