Vanguard (Switzerland) Alpha and Beta Analysis
| VUSA Etf | CHF 100.82 0.44 0.43% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard over a specified time horizon. Remember, high Vanguard'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's market risk premium analysis include:
Beta 0.87 | Alpha 0.0567 | Risk 0.98 | Sharpe Ratio 0.2 | Expected Return 0.19 |
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 Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard market risk premium is the additional return an investor will receive from holding Vanguard 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. 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's performance over market.| α | 0.06 | β | 0.87 |
Vanguard 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's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard 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 shares will generate the highest return on investment. By understating and applying Vanguard etf market price indicators, traders can identify Vanguard position entry and exit signals to maximize returns.
Vanguard Return and Market Media
The median price of Vanguard for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 93.96 with a coefficient of variation of 4.07. The daily time series for the period is distributed with a sample standard deviation of 3.83, arithmetic mean of 93.99, and mean deviation of 3.21. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Vanguard 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 SP 500 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 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's short interest history, or implied volatility extrapolated from Vanguard options trading.
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Additional Information and Resources on Investing in Vanguard Etf
When determining whether Vanguard SP 500 is a strong investment it is important to analyze Vanguard'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's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:Check out Vanguard Backtesting, Portfolio Optimization, Vanguard Correlation, Vanguard Hype Analysis, Vanguard Volatility, Vanguard History and analyze Vanguard Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Vanguard 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.