Vanguard Momentum Factor Etf Performance
| VFMO Etf | USD 159.66 0.05 0.03% |
The entity has a beta of 1.28, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vanguard Momentum will likely underperform.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Vanguard Momentum Factor has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy primary indicators, Vanguard Momentum is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors. ...more
1 | On The My Stocks Page - Stock Traders Daily | 01/08/2025 |
2 | Vanguard U.S. Momentum Factor ETF Shares Bought by Armbruster Capital Management Inc. | 01/27/2025 |
3 | How to Take Advantage of moves in - Stock Traders Daily | 01/29/2025 |
4 | Vanguard U.S. Momentum Factor ETF Shares Sold by Davidson Investment Advisors | 02/18/2025 |
5 | Vanguard U.S. Momentum Factor ETF declares quarterly distribution of 0.3118 | 03/24/2025 |
| In Threey Sharp Ratio | 0.42 |
Vanguard |
Vanguard Momentum Relative Risk vs. Return Landscape
If you would invest 16,928 in Vanguard Momentum Factor on December 25, 2024 and sell it today you would lose (962.00) from holding Vanguard Momentum Factor or give up 5.68% of portfolio value over 90 days. Vanguard Momentum Factor is currently does not generate positive expected returns and assumes 1.5966% risk (volatility on return distribution) over the 90 days horizon. In different words, 14% 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 Momentum Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Momentum's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vanguard Momentum Factor, and traders can use it to determine the average amount a Vanguard Momentum'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 = -0.0532
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VFMO |
Estimated Market Risk
| 1.6 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vanguard Momentum 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 Momentum by adding Vanguard Momentum to a well-diversified portfolio.
Vanguard Momentum Fundamentals Growth
Vanguard Etf prices reflect investors' perceptions of the future prospects and financial health of Vanguard Momentum, and Vanguard Momentum 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 | 209.19 M | |||
About Vanguard Momentum Performance
By examining Vanguard Momentum's fundamental ratios, stakeholders can obtain critical insights into Vanguard Momentum'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 Momentum 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 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 strong recent performance as determined by the advisor. US Momentum is traded on BATS Exchange in the United States.| Vanguard Momentum generated a negative expected return over the last 90 days | |
| Latest headline from seekingalpha.com: Vanguard U.S. Momentum Factor ETF declares quarterly distribution of 0.3118 | |
| The fund keeps 99.68% 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 Momentum Factor. 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 Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
The market value of Vanguard Momentum Factor 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 Momentum's value that differs from its market value or its book value, called intrinsic value, which is Vanguard Momentum'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 Momentum's market value can be influenced by many factors that don't directly affect Vanguard Momentum'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 Momentum's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vanguard Momentum is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard Momentum'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.