Vanguard Multifactor Etf Performance
| VFMF Etf | USD 127.07 0.46 0.36% |
The entity has a beta of -0.0259, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vanguard Multifactor are expected to decrease at a much lower rate. During the bear market, Vanguard Multifactor is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Vanguard Multifactor has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable primary indicators, Vanguard Multifactor is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| In Threey Sharp Ratio | 0.41 |
Vanguard |
Vanguard Multifactor Relative Risk vs. Return Landscape
If you would invest 13,213 in Vanguard Multifactor on December 24, 2024 and sell it today you would lose (506.00) from holding Vanguard Multifactor or give up 3.83% of portfolio value over 90 days. Vanguard Multifactor is currently does not generate positive expected returns and assumes 0.9556% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than Vanguard, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Vanguard Multifactor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Multifactor's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Multifactor, and traders can use it to determine the average amount a Vanguard Multifactor'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 = -0.0634
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| Negative Returns | VFMF |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Multifactor is not performing at its full potential. However, 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 Vanguard Multifactor to a well-diversified portfolio.
Vanguard Multifactor Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard Multifactor, and Vanguard Multifactor 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 | 123.23 M | |||
About Vanguard Multifactor Performance
By analyzing Vanguard Multifactor's fundamental ratios, stakeholders can gain valuable insights into Vanguard Multifactor's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Vanguard Multifactor has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Vanguard Multifactor has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The fund invests primarily in U.S. common stocks with the potential to generate higher returns relative to the broad U.S. equity market by investing in stocks with relatively strong recent performance, strong fundamentals, and low prices relative to fundamentals as determined by the advisor. US Multifactor is traded on BATS Exchange in the United States.| Vanguard Multifactor generated a negative expected return over the last 90 days | |
| The fund keeps 98.46% 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 Multifactor. 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 Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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.