Vanguard Mortgage Backed Securities Etf Alpha and Beta Analysis

VMBS Etf  USD 46.25  0.20  0.43%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Mortgage Backed Securities. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Mortgage over a specified time horizon. Remember, high Vanguard Mortgage'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 Mortgage's market risk premium analysis include:
Beta
(0.04)
Alpha
(0.02)
Risk
0.32
Sharpe Ratio
(0.01)
Expected Return
(0)
Please note that although Vanguard Mortgage alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Vanguard Mortgage did 0.02  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vanguard Mortgage Backed Securities etf's relative risk over its benchmark. Vanguard Mortgage has a beta of 0.04  . As returns on the market increase, returns on owning Vanguard Mortgage are expected to decrease at a much lower rate. During the bear market, Vanguard Mortgage is likely to outperform the market. .
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.
  
Check out Vanguard Mortgage Backtesting, Portfolio Optimization, Vanguard Mortgage Correlation, Vanguard Mortgage Hype Analysis, Vanguard Mortgage Volatility, Vanguard Mortgage History and analyze Vanguard Mortgage Performance.

Vanguard Mortgage Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Mortgage market risk premium is the additional return an investor will receive from holding Vanguard Mortgage 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 Mortgage. 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 Mortgage's performance over market.
α-0.02   β-0.04

Vanguard Mortgage 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 Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vanguard Mortgage Market Price Analysis

Market price analysis indicators help investors to evaluate how Vanguard Mortgage 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 Mortgage shares will generate the highest return on investment. By understating and applying Vanguard Mortgage etf market price indicators, traders can identify Vanguard Mortgage position entry and exit signals to maximize returns.

Vanguard Mortgage Return and Market Media

The median price of Vanguard Mortgage for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 46.31 with a coefficient of variation of 1.21. The daily time series for the period is distributed with a sample standard deviation of 0.56, arithmetic mean of 46.33, and mean deviation of 0.49. The Etf received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Investment Analysis and Advice - Stock Traders Daily
10/25/2024
2
Valmark Advisers Inc. Increases Holdings in Vanguard Mortgage-Backed Securities ETF
10/29/2024
3
Kovack Advisors Inc. Has 708,000 Stock Holdings in Vanguard Mortgage-Backed Securities ETF
11/14/2024

About Vanguard Mortgage 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 Mortgage 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 Mortgage 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 Mortgage's short interest history, or implied volatility extrapolated from Vanguard Mortgage options trading.

Build Portfolio with Vanguard Mortgage

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Vanguard Mortgage is a strong investment it is important to analyze Vanguard Mortgage's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Mortgage's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:
Check out Vanguard Mortgage Backtesting, Portfolio Optimization, Vanguard Mortgage Correlation, Vanguard Mortgage Hype Analysis, Vanguard Mortgage Volatility, Vanguard Mortgage History and analyze Vanguard Mortgage Performance.
You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Vanguard Mortgage 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.
A focus of Vanguard Mortgage technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Mortgage trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...