Vanguard Small Cap Value Fund Technical Analysis
| VSIAX Fund | USD 76.41 0.05 0.07% |
As of the 19th of April, Vanguard Small has the Risk Adjusted Performance of 0.0329, coefficient of variation of 2114.61, and Semi Deviation of 1.04. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Small Cap, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to analyze nineteen technical drivers for Vanguard Small Cap Value, which can be compared to its competition. Please validate Vanguard Small Cap variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Vanguard Small is priced more or less accurately, providing market reflects its prevalent price of 76.41 per share.
Vanguard Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vanguard, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanguardVanguard |
Vanguard Small technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Vanguard Small Cap Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Vanguard Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Small Cap Trend Analysis
Use this graph to draw trend lines for Vanguard Small Cap Value. You can use it to identify possible trend reversals for Vanguard Small as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard Small price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Small Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Small Cap Value applied against its price change over selected period. The best fit line has a slop of 0.07 , which means Vanguard Small Cap Value will continue generating value for investors. It has 122 observation points and a regression sum of squares at 211.82, which is the sum of squared deviations for the predicted Vanguard Small price change compared to its average price change.About Vanguard Small Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Vanguard Small Cap Value on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Vanguard Small Cap Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vanguard Small Cap price pattern first instead of the macroeconomic environment surrounding Vanguard Small Cap. By analyzing Vanguard Small's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Vanguard Small's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Vanguard Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Small April 19, 2024 Technical Indicators
Most technical analysis of Vanguard help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Vanguard from various momentum indicators to cycle indicators. When you analyze Vanguard charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0329 | |||
| Market Risk Adjusted Performance | 0.0354 | |||
| Mean Deviation | 0.7309 | |||
| Semi Deviation | 1.04 | |||
| Downside Deviation | 1.13 | |||
| Coefficient Of Variation | 2114.61 | |||
| Standard Deviation | 0.9697 | |||
| Variance | 0.9404 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0254 | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (1.54) | |||
| Potential Upside | 1.55 | |||
| Downside Variance | 1.27 | |||
| Semi Variance | 1.09 | |||
| Expected Short fall | (0.70) | |||
| Skewness | (0.55) | |||
| Kurtosis | 0.9455 |
Vanguard Small Cap One Year Return
Based on the recorded statements, Vanguard Small Cap Value has an One Year Return of 18.3684%. This is 203.11% higher than that of the Vanguard family and significantly higher than that of the Small Value category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Value. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Vanguard Small Cap information on this page should be used as a complementary analysis to other Vanguard Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.