Vanguard Energy Index Etf Alpha and Beta Analysis
| VDE Etf | USD 130.25 0.79 0.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Energy Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Energy over a specified time horizon. Remember, high Vanguard Energy'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 Energy's market risk premium analysis include:
Beta 0.6 | Alpha 0.0974 | Risk 1.28 | Sharpe Ratio 0.12 | Expected Return 0.15 |
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 Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Energy market risk premium is the additional return an investor will receive from holding Vanguard Energy 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 Energy. 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 Energy's performance over market.| α | 0.1 | β | 0.60 |
Vanguard Energy 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 Energy's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Energy 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 Energy shares will generate the highest return on investment. By understating and applying Vanguard Energy etf market price indicators, traders can identify Vanguard Energy position entry and exit signals to maximize returns.
Vanguard Energy Return and Market Media
The median price of Vanguard Energy for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 125.02 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 3.94, arithmetic mean of 124.99, and mean deviation of 3.24. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Baker Ellis Asset Management LLC Has 1.86 Million Stock Holdings in Vanguard Energy ETF | 01/23/2025 |
2 | Vanguard Energy ETF Shares Sold by Summit Trail Advisors LLC | 02/13/2025 |
3 | Bfsg LLC Trims Stock Position in Vanguard Energy ETF | 02/18/2025 |
4 | Sigma Planning Corp Sells 738 Shares of Vanguard Energy ETF | 02/25/2025 |
5 | Vanguard Energy ETF Shares Purchased by Oppenheimer Co. Inc. | 03/04/2025 |
6 | SINEXCELs 1725kW PCS Secures Germanys Rigorous VDE 4110 4120 Certification from TV SD | 03/06/2025 |
7 | PCS SINEXCEL 1725 TV SD VDE 4110 4120 | 03/07/2025 |
8 | SINEXCEL zskv od TV SD psnou nmeckou certifikaci VDE 4110 a 4120 pro svj 1725kW systm konverze energie | 03/11/2025 |
9 | Vanguard Energy ETF Position Increased by Parallel Advisors LLC | 03/18/2025 |
10 | Vanguard Energy ETF declares quarterly distribution of 0.9487 | 03/24/2025 |
About Vanguard Energy 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 Energy Index 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 Energy 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 Energy's short interest history, or implied volatility extrapolated from Vanguard Energy options trading.
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Check out Vanguard Energy Backtesting, Portfolio Optimization, Vanguard Energy Correlation, Vanguard Energy Hype Analysis, Vanguard Energy Volatility, Vanguard Energy History and analyze Vanguard Energy Performance. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Vanguard Energy 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.