Vanguard Sp 500 Etf Performance
| VSP Etf | CAD 98.59 0.76 0.78% |
The entity has a beta of 0.37, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard is expected to be smaller as well.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard SP 500 are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Vanguard may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| In Threey Sharp Ratio | 0.43 |
Vanguard |
Vanguard Relative Risk vs. Return Landscape
If you would invest 9,117 in Vanguard SP 500 on September 13, 2024 and sell it today you would earn a total of 742.00 from holding Vanguard SP 500 or generate 8.14% return on investment over 90 days. Vanguard SP 500 is generating 0.1263% of daily returns assuming 0.6499% volatility of returns over the 90 days investment horizon. Simply put, 5% of all etfs have less volatile historical return distribution than Vanguard, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Vanguard Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard SP 500, and traders can use it to determine the average amount a Vanguard's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1944
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| Cash | VSP | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average Vanguard is performing at about 15% 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 by adding it to a well-diversified portfolio.
Vanguard Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard, and Vanguard fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Vanguard Etf performance.
| Total Asset | 1.2 B | |||
About Vanguard Performance
By examining Vanguard's fundamental ratios, stakeholders can obtain critical insights into Vanguard's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Vanguard is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad U.S. equity index that measures the investment return of large-capitalization U.S. stocks. VANGUARD is traded on Toronto Stock Exchange in Canada.| Latest headline from news.google.com: Vanguard US Total Mkt ETF CAD Hdg Quote - Press Release - The Globe and Mail | |
| The fund keeps 99.97% of its net assets in stocks |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard SP 500. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.