Vanguard Lifestrategy Moderate Fund Alpha and Beta Analysis
| VSMGX Fund | USD 33.99 0.20 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Lifestrategy Moderate. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Lifestrategy over a specified time horizon. Remember, high Vanguard Lifestrategy'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 Lifestrategy's market risk premium analysis include:
Beta 0.4 | Alpha (0.01) | Risk 0.42 | Sharpe Ratio 0.13 | Expected Return 0.0566 |
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 Lifestrategy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Lifestrategy market risk premium is the additional return an investor will receive from holding Vanguard Lifestrategy 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 Lifestrategy. 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 Lifestrategy's performance over market.| α | -0.0086 | β | 0.40 |
Vanguard Lifestrategy 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 Lifestrategy's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Lifestrategy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Lifestrategy Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Lifestrategy mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Lifestrategy shares will generate the highest return on investment. By understating and applying Vanguard Lifestrategy mutual fund market price indicators, traders can identify Vanguard Lifestrategy position entry and exit signals to maximize returns.
Vanguard Lifestrategy Return and Market Media
Price Growth (%) |
| Timeline |
About Vanguard Lifestrategy 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 funds. Alpha measures the amount that position in Vanguard Lifestrategy 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 Lifestrategy 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 Lifestrategy's short interest history, or implied volatility extrapolated from Vanguard Lifestrategy options trading.
Build Portfolio with Vanguard Lifestrategy
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Other Information on Investing in Vanguard Mutual Fund
Vanguard Lifestrategy 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 Lifestrategy security.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |