Vanguard Large Cap Index Fund Market Value
| VLCAX Fund | USD 146.54 0.20 0.14% |
| Symbol | Vanguard |
Vanguard Large 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Large's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Large.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Vanguard Large on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Large Cap Index or generate 0.0% return on investment in Vanguard Large over 90 days. Vanguard Large is related to or competes with Vanguard Mid-cap, Vanguard Value, Vanguard Small-cap, Vanguard Mid, and Vanguard Mid. The fund employs an indexing investment approach designed to track the performance of the CRSP US Large Cap Index, a bro... More
Vanguard Large Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Large's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Large Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9276 | |||
| Information Ratio | 0.113 | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 2.05 |
Vanguard Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Large's standard deviation. In reality, there are many statistical measures that can use Vanguard Large historical prices to predict the future Vanguard Large's volatility.| Risk Adjusted Performance | 0.2517 | |||
| Jensen Alpha | 0.1177 | |||
| Total Risk Alpha | 0.1054 | |||
| Sortino Ratio | 0.1133 | |||
| Treynor Ratio | 0.2657 |
Vanguard Large Cap Backtested Returns
Vanguard Large appears to be very steady, given 3 months investment horizon. Vanguard Large Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.35, which indicates the fund had a 0.35 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Large Cap Index, which you can use to evaluate the volatility of the fund. Please review Vanguard Large's Semi Deviation of 0.5282, risk adjusted performance of 0.2517, and Coefficient Of Variation of 370.29 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.91, which indicates possible diversification benefits within a given portfolio. Vanguard Large returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Large is expected to follow.
Auto-correlation | 0.90 |
Excellent predictability
Vanguard Large Cap Index has excellent predictability. Overlapping area represents the amount of predictability between Vanguard Large time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd of July 2025. 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 Large Cap price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Vanguard Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 7.95 |
Vanguard Large Cap lagged returns against current returns
Autocorrelation, which is Vanguard Large mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Large's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Large returns to help us make a trade decision. For example, suppose you find that Vanguard Large has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Large regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Large mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Large mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Large mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Large Lagged Returns
When evaluating Vanguard Large's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Large mutual fund have on its future price. Vanguard Large autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Large autocorrelation shows the relationship between Vanguard Large mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Large Cap Index.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Large financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Large security.
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