Vanguard Ultra Short Bond Etf Alpha and Beta Analysis
| VUSB Etf | USD 49.74 0.19 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Ultra Short Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Ultra over a specified time horizon. Remember, high Vanguard Ultra'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 Ultra's market risk premium analysis include:
Beta 0.0019 | Alpha 0.003406 | Risk 0.0397 | Sharpe Ratio 0.36 | Expected Return 0.0141 |
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.
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Vanguard Ultra Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Ultra market risk premium is the additional return an investor will receive from holding Vanguard Ultra 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 Ultra. 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 Ultra's performance over market.Vanguard Ultra 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 Ultra's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Ultra performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Ultra Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Ultra 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 Ultra shares will generate the highest return on investment. By understating and applying Vanguard Ultra etf market price indicators, traders can identify Vanguard Ultra position entry and exit signals to maximize returns.
Vanguard Ultra Return and Market Media
The median price of Vanguard Ultra for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 49.43 with a coefficient of variation of 0.3. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 49.47, and mean deviation of 0.13. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Roberts Wealth Advisors LLC Buys 19,700 Shares of Vanguard Ultra-Short Bond ETF | 10/16/2024 |
2 | Palisades Hudson Asset Management L.P. Has 3.42 Million Stock Position in Vanguard Ultra-Short Bond ETF | 11/04/2024 |
3 | SAM Advisors LLC Sells 3,735 Shares of Vanguard Ultra-Short Bond ETF | 11/14/2024 |
4 | Vanguard Ultra-Short Bond ETF declares 0.2095 dividend | 12/23/2024 |
About Vanguard Ultra 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 Ultra Short 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 Ultra 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 Ultra's short interest history, or implied volatility extrapolated from Vanguard Ultra options trading.
Build Portfolio with Vanguard Ultra
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 Ultra Backtesting, Portfolio Optimization, Vanguard Ultra Correlation, Vanguard Ultra Hype Analysis, Vanguard Ultra Volatility, Vanguard Ultra History and analyze Vanguard Ultra Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Vanguard Ultra 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.