Vanguard Sp 500 Etf Alpha and Beta Analysis
| VOOV Etf | USD 191.47 0.55 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard over a specified time horizon. Remember, high Vanguard's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vanguard's market risk premium analysis include:
Beta 0.74 | Alpha (0.03) | Risk 0.59 | Sharpe Ratio 0.0487 | Expected Return 0.0289 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Vanguard |
Vanguard Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard market risk premium is the additional return an investor will receive from holding Vanguard long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vanguard. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vanguard's performance over market.| α | -0.03 | β | 0.74 |
Vanguard expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vanguard's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard shares will generate the highest return on investment. By understating and applying Vanguard etf market price indicators, traders can identify Vanguard position entry and exit signals to maximize returns.
Vanguard Return and Market Media
The median price of Vanguard for the period between Mon, Sep 16, 2024 and Sun, Dec 15, 2024 is 191.89 with a coefficient of variation of 1.71. The daily time series for the period is distributed with a sample standard deviation of 3.29, arithmetic mean of 192.05, and mean deviation of 2.77. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Vanguard SP 500 Value ETF declares quarterly distribution of 1.0618 | 09/26/2024 |
2 | Should Vanguard SP 500 Value ETF Be on Your Investing Radar | 10/09/2024 |
3 | Avior Wealth Management LLC Sells 153 Shares of Vanguard SP 500 Value ETF | 11/20/2024 |
4 | SP 500 At 6,666 In 2025 Bank Of America Predicts Another Good Year For Equities | 12/02/2024 |
About Vanguard Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vanguard or other etfs. Alpha measures the amount that position in Vanguard SP 500 has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard's short interest history, or implied volatility extrapolated from Vanguard options trading.
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Check out Vanguard Backtesting, Portfolio Optimization, Vanguard Correlation, Vanguard Hype Analysis, Vanguard Volatility, Vanguard History and analyze Vanguard Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Vanguard technical etf 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, etf market cycles, or different charting patterns.