Vanguard Growth Index Etf Alpha and Beta Analysis
| VUG Etf | USD 405.72 2.36 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Growth Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Growth over a specified time horizon. Remember, high Vanguard Growth'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 Growth's market risk premium analysis include:
Beta 0.87 | Alpha 0.0175 | Risk 1.04 | Sharpe Ratio 0.13 | Expected Return 0.13 |
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 Growth Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Growth market risk premium is the additional return an investor will receive from holding Vanguard Growth 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 Growth. 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 Growth's performance over market.| α | 0.02 | β | 0.87 |
Vanguard Growth 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 Growth's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Growth performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Growth Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Growth 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 Growth shares will generate the highest return on investment. By understating and applying Vanguard Growth etf market price indicators, traders can identify Vanguard Growth position entry and exit signals to maximize returns.
Vanguard Growth Return and Market Media
The median price of Vanguard Growth for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 385.99 with a coefficient of variation of 3.48. The daily time series for the period is distributed with a sample standard deviation of 13.43, arithmetic mean of 386.33, and mean deviation of 10.84. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | GenWealth Group Inc. Trims Position in Vanguard Growth ETF | 10/15/2024 |
2 | Vanguard Growth ETF is Cannon Financial Strategists Inc.s 6th Largest Position | 10/21/2024 |
3 | Salomon Ludwin LLC Trims Stock Holdings in Vanguard Growth ETF | 10/28/2024 |
4 | KGL Capital Management LLC Grows Stock Position in Vanguard Growth ETF | 11/04/2024 |
5 | Vanguard Growth ETF Stock Position Lowered by RTD Financial Advisors Inc. | 11/06/2024 |
6 | Vanguard Growth ETF Shares Purchased by Stone Point Wealth LLC | 11/08/2024 |
7 | Why Did the Vanguard Growth ETF and the Vanguard Value ETF Both Hit All-Time Highs on the Same Day | 11/12/2024 |
8 | Encompass Wealth Advisors LLC Decreases Stake in Vanguard Growth ETF | 11/13/2024 |
9 | Vanguard Growth ETF Stock Position Increased by First Horizon Advisors Inc. | 11/20/2024 |
10 | Diversified LLC Has 2.51 Million Holdings in Vanguard Growth ETF | 11/25/2024 |
About Vanguard Growth 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 etfs. Alpha measures the amount that position in Vanguard Growth Index 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 Growth 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 Growth's short interest history, or implied volatility extrapolated from Vanguard Growth options trading.
Build Portfolio with Vanguard Growth
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
Check out Vanguard Growth Backtesting, Portfolio Optimization, Vanguard Growth Correlation, Vanguard Growth Hype Analysis, Vanguard Growth Volatility, Vanguard Growth History and analyze Vanguard Growth Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Vanguard Growth technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.