Vanguard Multifactor Etf Price on September 19, 2024
If you're considering investing in Vanguard Etf, it is important to understand the factors that can impact its price. At this point, Vanguard Multifactor is very steady. Vanguard Multifactor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0221, which indicates the etf had a 0.0221% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Vanguard Multifactor, which you can use to evaluate the volatility of the etf. Please validate Vanguard Multifactor's Risk Adjusted Performance of 0.0198, coefficient of variation of 4530.86, and Semi Deviation of 0.794 to confirm if the risk estimate we provide is consistent with the expected return of 0.0226%.
Vanguard Etf price history is provided at the adjusted basis, taking into account all of the recent filings.
Vanguard |
Sharpe Ratio = 0.0221
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| Negative Returns | VFMF |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Vanguard Multifactor is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard Multifactor by adding it to a well-diversified portfolio.
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.
Price Boundaries
Vanguard Multifactor Period Price Range
Low | December 29, 2024
| High |
0.00 | 0.00 |
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Vanguard Multifactor December 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Vanguard Multifactor 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 Multifactor shares will generate the highest return on investment. By undertsting and applying Vanguard Multifactor etf market strength indicators, traders can identify Vanguard Multifactor entry and exit signals to maximize returns
Vanguard Multifactor Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Vanguard Multifactor's price direction in advance. Along with the technical and fundamental analysis of Vanguard Etf historical price patterns, it is also worthwhile for investors to track various predictive indicators of Vanguard to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0198 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.011 |
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Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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.
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.