Vanguard Mega Cap Fund Technical Analysis
| VMVLX Fund | USD 234.15 1.71 0.74% |
As of the 10th of May, Vanguard Mega has the Semi Deviation of 0.4567, risk adjusted performance of 0.0965, and Coefficient Of Variation of 636.32. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Mega 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 break down and interpolate nineteen technical drivers for Vanguard Mega Cap, which can be compared to its competition. Please validate Vanguard Mega Cap variance and potential upside to decide if Vanguard Mega is priced more or less accurately, providing market reflects its prevalent price of 234.15 per share.
Vanguard Mega 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 Mega 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 Mega Cap Technical Analysis
The output start index for this execution was twenty with a total number of output elements of fourty-one. 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 Mega Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vanguard Mega Cap Trend Analysis
Use this graph to draw trend lines for Vanguard Mega Cap. You can use it to identify possible trend reversals for Vanguard Mega 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 Mega price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vanguard Mega Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vanguard Mega Cap applied against its price change over selected period. The best fit line has a slop of 0.11 , which means Vanguard Mega Cap will continue generating value for investors. It has 122 observation points and a regression sum of squares at 455.51, which is the sum of squared deviations for the predicted Vanguard Mega price change compared to its average price change.About Vanguard Mega 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 Mega Cap 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 Mega Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Vanguard Mega Cap price pattern first instead of the macroeconomic environment surrounding Vanguard Mega Cap. By analyzing Vanguard Mega'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 Mega'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 Mega specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vanguard Mega May 10, 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.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0965 | |||
| Market Risk Adjusted Performance | 0.1014 | |||
| Mean Deviation | 0.4455 | |||
| Semi Deviation | 0.4567 | |||
| Downside Deviation | 0.5877 | |||
| Coefficient Of Variation | 636.32 | |||
| Standard Deviation | 0.5794 | |||
| Variance | 0.3357 | |||
| Information Ratio | 0.0067 | |||
| Jensen Alpha | 0.0126 | |||
| Total Risk Alpha | 0.0088 | |||
| Sortino Ratio | 0.0066 | |||
| Treynor Ratio | 0.0914 | |||
| Maximum Drawdown | 2.9 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 0.8846 | |||
| Downside Variance | 0.3453 | |||
| Semi Variance | 0.2086 | |||
| Expected Short fall | (0.51) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.6454 |
Vanguard Mega Cap One Year Return
Based on the recorded statements, Vanguard Mega Cap has an One Year Return of 18.1406%. This is 199.35% higher than that of the Vanguard family and 72.28% higher than that of the Large 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.Vanguard Mega May 10, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Vanguard stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 234.15 | ||
| Day Typical Price | 234.15 | ||
| Price Action Indicator | 0.86 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Mega Cap. 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 bureau of economic analysis. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.