Vanguard Multifactor Competition

Etfs . USA . 
Etf . Vanguard Multifactor
VFMF Etf  USD 130.44  6.05  4.43%   
Vanguard Multifactor competes with SPDR Portfolio, WBI Power, Global X, HUMANA, and Barloworld; as well as few others. Analyzing Vanguard Multifactor competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Vanguard Multifactor to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Vanguard Multifactor Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Vanguard Multifactor competition on your existing holdings.
  
Hype
Prediction
LowEstimatedHigh
135.45136.38137.31
Details
Intrinsic
Valuation
LowRealHigh
135.11136.04136.97
Details

Vanguard Multifactor Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Vanguard Multifactor and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of Vanguard and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Vanguard Multifactor does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
ABHYX
+ 0.68
LBHIX
VIASP
+ 0.53
BRRAY
ABHYX
+ 0.51
SPAB
LBHIX
+ 0.5
WBIY
VIASP
+ 0.5
WBIY
LBHIX
+ 0.5
MSTSX
  
High negative correlations   
VIASP
- 0.59
SDEM
VIASP
- 0.4
SPAB
SDEM
- 0.34
WBIY
MSTSX
- 0.32
444859BR2
LBHIX
- 0.29
444859BR2
BRRAY
- 0.29
SPAB

Vanguard Multifactor Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Multifactor ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Multifactor's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
SPAB  0.23 (0.06) 0.00  5.45  0.00 
 0.00 
 0.43 
(0.55)
 1.35 
WBIY  0.64 (0.06)(0.09)(0.01) 0.72 
(0.69)
 1.30 
(0.99)
 4.49 
SDEM  0.95  0.03 (0.01) 0.44  1.31 
(0.99)
 2.36 
(1.90)
 9.46 
444859BR2  1.38 (0.02) 0.00  0.26  0.00 
 0.00 
 5.93 
(5.79)
 16.62 
BRRAY  1.92  0.64  0.00  0.64  0.00 
 0.00 
 2.08 
 0.00 
 36.64 
MSTSX  0.44  0.03 (0.05) 1.68  0.43 
(0.58)
 1.21 
(0.84)
 2.80 
LBHIX  0.10  0.00 (0.23) 0.02  0.03 
(0.25)
 0.24 
(0.24)
 0.71 
ABHYX  0.18 (0.02) 0.00 (0.15) 0.00 
 0.00 
 0.34 
(0.44)
 1.91 
VIASP  0.73  0.11  0.04 (0.98) 1.09 
(0.80)
 2.00 
(1.20)
 6.28 
144285AL7  0.31 (0.01)(0.14)(0.07) 0.40 
(0.35)
 0.96 
(0.67)
 2.43 
All Fundamental Data

Vanguard Multifactor Competitive Analysis

The better you understand Vanguard Multifactor competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Vanguard Multifactor's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Vanguard Multifactor's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
VFMF SPAB WBIY SDEM 444859BR2 BRRAY MSTSX LBHIX ABHYX VIASP
 4.43 
 130.44 
Vanguard
 0.32 
 25.21 
SPDR
 0.03 
 30.58 
WBI
 2.11 
 24.10 
Global
 0.97 
 80.92 
HUMANA
 2.08 
 5.90 
Barloworld
 0.60 
 11.69 
Morningstar
 0.47 
 4.23 
Thrivent
 0.22 
 8.93 
High
 1.10 
 22.95 
Via
Market Volatility
(90 Days Market Risk)
Very steady
Very steady
Very steady
Very steady
Very steady
Relatively risky
Very steady
Very steady
Very steady
Very steady
Market Performance
(90 Days Performance)
Modest
Very Weak
Very Weak
Weak
Very Weak
OK
Weak
Weak
Very Weak
OK
Odds of Financial Distress
(Probability Of Bankruptcy)
Low
Low
Low
Low
Below Average
Low
Low
Low
Low
Average
Current Valuation
(Equity Enterprise Value)
Fairly Valued
Under Valued
Fairly Valued
Over Valued
Over Valued
Under Valued
Fairly Valued
Fairly Valued
Fairly Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Hold
Buy
Strong Hold
Strong Sell
Strong Sell
Strong Buy
Hold
Cautious Hold
Cautious Hold
Strong Sell
Current Ratio
N/A
N/A
N/A
N/A
N/A
1.49
N/A
N/A
N/A
3.49
Net Asset
123.23 M
6 B
66.52 M
39.94 M
N/A
54.41 B
116.1 M
674.44 M
672.37 M
355.28 M
Profit Margin
N/A
N/A
N/A
N/A
N/A
0.0519
N/A
N/A
N/A
0.0094
EBITDA
N/A
N/A
N/A
N/A
N/A
2.77 B
N/A
N/A
N/A
33.09 M
Price To Book
N/A
N/A
N/A
1.02
N/A
0.99
N/A
1.58
N/A
N/A
Operating Margin
N/A
N/A
N/A
N/A
N/A
0.1
N/A
N/A
N/A
-0.14
Current Valuation
N/A
N/A
N/A
N/A
N/A
1.11 B
N/A
N/A
N/A
535.95 M
Five Year Return
13.0
-0.2
8.0
-2.7
N/A
3.98
8.28
3.16
1.62
8.97
Retained Earnings
N/A
N/A
N/A
N/A
N/A
13.37 B
N/A
N/A
N/A
N/A
Current Asset
N/A
N/A
N/A
N/A
N/A
25.84 B
N/A
N/A
N/A
N/A
One Year Return
22.1
2.6
10.4
7.9
N/A
N/A
16.51
8.48
8.43
N/A
Beta
0.97
1.0
1.0
0.98
N/A
0.63
N/A
N/A
N/A
1.16
Equity Positions Weight
98.46
N/A
98.5
97.77
N/A
N/A
61.63
0.07
N/A
N/A
Number Of Employees
635
580
495
365
N/A
36
1
1
1
169
Cash Position Weight
N/A
N/A
N/A
N/A
N/A
N/A
14.28
6.56
0.1
N/A
Shares Outstanding
N/A
N/A
N/A
N/A
N/A
185.7 M
N/A
N/A
N/A
N/A
Three Year Return
11.3
-2.1
8.6
-1.5
N/A
N/A
7.26
2.78
-0.74
N/A
Cash Flow From Operations
N/A
N/A
N/A
N/A
N/A
1.89 B
N/A
N/A
N/A
12.7 M
Annual Yield
N/A
N/A
N/A
N/A
N/A
0.0543
0.0204
0.0612
0.0041
0.0972
Total Debt
N/A
N/A
N/A
N/A
N/A
8.64 B
N/A
N/A
N/A
135 M
Return On Equity
N/A
N/A
N/A
N/A
N/A
0.0588
N/A
N/A
N/A
0.017
Bond Positions Weight
N/A
6.14
N/A
N/A
N/A
N/A
22.72
92.23
2.0
N/A
Z Score
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
1.0
Holdings Turnover
N/A
N/A
N/A
N/A
N/A
N/A
269.0
N/A
N/A
N/A
Return On Asset
N/A
N/A
N/A
N/A
N/A
0.047
N/A
N/A
N/A
-0.11
Book Value Per Share
N/A
N/A
N/A
N/A
N/A
99.76
N/A
N/A
N/A
3.66
Number Of Shares Shorted
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
4.29 K
Minimum Initial Investment
N/A
N/A
N/A
N/A
N/A
N/A
N/A
2 K
N/A
N/A
Current Liabilities
N/A
N/A
N/A
N/A
N/A
13.9 B
N/A
N/A
N/A
N/A
Total Asset
123.23 M
6 B
66.52 M
39.94 M
N/A
54.41 B
215.11 M
347.66 M
243.16 M
355.28 M
Last Dividend Paid
0.31
0.0499
0.18
0.0815
N/A
4.6
N/A
0.02
0.03
0.73
Debt To Equity
N/A
N/A
N/A
N/A
N/A
0.68
N/A
N/A
N/A
0.69
Target Price
N/A
N/A
N/A
N/A
N/A
7.68
N/A
N/A
N/A
N/A
Short Ratio
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
0.7
Market Capitalization
N/A
N/A
N/A
N/A
N/A
955.54 M
50.36 M
N/A
N/A
N/A
Price To Earning
N/A
N/A
N/A
7.69
N/A
9.18
N/A
35.48
N/A
26.83
Price To Sales
N/A
N/A
N/A
0.92
N/A
0.0285
N/A
1.23
N/A
N/A
Net Income
N/A
N/A
N/A
N/A
N/A
2.04 B
N/A
N/A
N/A
5.2 M
Earnings Per Share
N/A
N/A
N/A
N/A
N/A
0.35
N/A
N/A
N/A
1.17
Revenue
N/A
N/A
N/A
N/A
N/A
39.38 B
N/A
N/A
N/A
393.49 M
Year To Date Return
N/A
N/A
N/A
N/A
N/A
N/A
13.79
7.46
6.22
N/A
Ten Year Return
N/A
1.3
N/A
N/A
N/A
N/A
N/A
6.0
4.84
N/A
Working Capital
N/A
N/A
N/A
N/A
N/A
11.95 B
N/A
N/A
N/A
N/A
Cash And Equivalents
N/A
N/A
N/A
N/A
N/A
5.11 B
N/A
N/A
N/A
51.31 M
Cash Per Share
N/A
N/A
N/A
N/A
N/A
25.52
N/A
N/A
N/A
3.23
Gross Profit
N/A
N/A
N/A
N/A
N/A
5.12 B
N/A
N/A
N/A
74.67 M
Day Typical Price
132.22
25.21
30.58
24.29
80.92
5.9
11.69
4.23
8.93
23.0
Accumulation Distribution
524.24
N/A
N/A
402.29
N/A
N/A
N/A
N/A
N/A
168.29
Market Facilitation Index
4.0E-4
N/A
N/A
0.0
N/A
N/A
N/A
N/A
N/A
1.0E-4
Daily Balance Of Power
(1.13)
(9,223,372,036,855)
(9,223,372,036,855)
(0.90)
(9,223,372,036,855)
9.2 T
(9,223,372,036,855)
(9,223,372,036,855)
(9,223,372,036,855)
0.4464
Period Momentum Indicator
(6.05)
(0.08)
(0.01)
(0.52)
(0.79)
0.12
(0.07)
(0.02)
(0.02)
0.25
Rate Of Daily Change
0.96
1.0
1.0
0.98
0.99
1.02
0.99
1.0
1.0
1.01
Day Median Price
133.12
25.21
30.58
24.38
80.92
5.9
11.69
4.23
8.93
23.03
Price Action Indicator
(5.70)
(0.04)
(0.01)
(0.54)
(0.39)
0.06
(0.04)
(0.01)
(0.01)
0.045
Coefficient Of Variation
788.13
(674.90)
161492.96
2812.83
(15,904)
778.74
1480.14
1396.45
(10,166)
968.44
Mean Deviation
0.6579
0.2305
0.6442
0.9457
1.38
1.92
0.4429
0.0958
0.1806
0.734
Jensen Alpha
0.0999
(0.06)
(0.06)
0.0344
(0.02)
0.6373
0.0284
(0)
(0.02)
0.1135
Total Risk Alpha
0.0341
(0.08)
(0.08)
(0.07)
(0.24)
0.2602
(0.02)
(0.01)
(0.04)
0.0168
Sortino Ratio
0.0838
N/A
(0.09)
(0.01)
N/A
N/A
(0.05)
(0.23)
N/A
0.0378
Downside Variance
0.3641
N/A
0.536
2.13
N/A
N/A
0.3074
0.0608
N/A
1.72
Standard Deviation
0.932
0.3112
0.8445
1.39
2.65
5.54
0.5829
0.1515
0.2989
1.13
Kurtosis
8.7
1.14
2.7
4.62
5.12
29.91
0.2481
0.5822
6.68
6.07
Potential Upside
1.43
0.4327
1.3
2.36
5.93
2.08
1.21
0.2364
0.3378
2.0
Treynor Ratio
0.7491
5.45
(0.01)
0.4417
0.2639
0.635
1.68
0.0168
(0.15)
(0.98)
Maximum Drawdown
5.79
1.35
4.49
9.46
16.62
36.64
2.8
0.7081
1.91
6.28
Variance
0.8686
0.0969
0.7132
1.94
7.01
30.65
0.3397
0.0229
0.0894
1.29
Market Risk Adjusted Performance
0.7591
5.46
(0)
0.4517
0.2739
0.645
1.69
0.0268
(0.14)
(0.97)
Risk Adjusted Performance
0.0942
(0.12)
0.0019
0.0306
0.0027
0.1018
0.0465
0.0141
(0.02)
0.0785
Skewness
2.13
0.2786
1.09
(0.67)
0.8181
4.42
0.4164
0.3235
(1.47)
(1.09)
Semi Deviation
0.4433
N/A
0.7209
1.31
N/A
N/A
0.4314
0.0254
N/A
1.09
Information Ratio
0.0542
(0.37)
(0.08)
(0.01)
(0.03)
0.1162
(0.05)
(0.38)
(0.24)
0.0436
Value At Risk
(0.97)
(0.55)
(0.99)
(1.90)
(5.79)
N/A
(0.84)
(0.24)
(0.44)
(1.20)
Expected Short fall
(0.83)
N/A
(0.69)
(0.99)
N/A
N/A
(0.58)
(0.25)
N/A
(0.80)
Downside Deviation
0.6034
N/A
0.7321
1.46
N/A
N/A
0.5545
0.2467
N/A
1.31
Semi Variance
0.1965
N/A
0.5197
1.72
N/A
N/A
0.1861
6.0E-4
N/A
1.18

Vanguard Multifactor Competition Performance Charts

Five steps to successful analysis of Vanguard Multifactor Competition

Vanguard Multifactor's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Vanguard Multifactor in relation to its competition. Vanguard Multifactor's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of Vanguard Multifactor in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Vanguard Multifactor's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Vanguard Multifactor, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Vanguard Multifactor position

In addition to having Vanguard Multifactor in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Marketing
Marketing Theme
Companies providing marketing and public relation (PR) services as well as news and media distribution. The Marketing theme has 48 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Marketing Theme or any other thematic opportunities.
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When determining whether Vanguard Multifactor is a strong investment it is important to analyze Vanguard Multifactor's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Multifactor's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
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Check out Vanguard Multifactor Correlation with its peers.
You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
The market value of Vanguard Multifactor is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard Multifactor's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Multifactor's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard Multifactor's market value can be influenced by many factors that don't directly affect Vanguard Multifactor's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Beneish
M Score
Details
Financial
Analysis
Details
Buy or Sell
Advice
Details
Technical
Analysis
Details
Please note, there is a significant difference between Vanguard Multifactor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Multifactor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Multifactor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
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