Vanguard High Dividend Etf Alpha and Beta Analysis
| VYM Etf | USD 133.77 0.18 0.13% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard High Dividend. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard High over a specified time horizon. Remember, high Vanguard High'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 High's market risk premium analysis include:
Beta 0.52 | Alpha 0.0179 | Risk 0.71 | Sharpe Ratio 0.0628 | Expected Return 0.0449 |
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 High Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard High market risk premium is the additional return an investor will receive from holding Vanguard High 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 High. 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 High's performance over market.| α | 0.02 | β | 0.52 |
Vanguard High 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 High's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard High performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard High Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard High 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 High shares will generate the highest return on investment. By understating and applying Vanguard High etf market price indicators, traders can identify Vanguard High position entry and exit signals to maximize returns.
Vanguard High Return and Market Media
The median price of Vanguard High for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 131.49 with a coefficient of variation of 1.7. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 130.79, and mean deviation of 1.87. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | 3 Top Vanguard ETFs to Buy Right Now and Hold Forever | 11/29/2024 |
2 | Heres Why Vanguard High Dividend Yield Index Fund ETF Shares Is One of the Best Performing Dividend ETFs in 2024 | 12/31/2024 |
3 | SP 500 Index Funds Yield Just 1.2. Here Are 3 Better Ways to Generate Passive Income From Stocks. | 01/30/2025 |
4 | Means Investment CO. Inc. Trims Stock Holdings in Vanguard High Dividend Yield ETF | 02/03/2025 |
5 | Vanguard High Dividend Yield ETF Shares Sold by Tempus Wealth Planning LLC | 02/04/2025 |
6 | Darrow Company Inc. Cuts Holdings in Vanguard High Dividend Yield ETF | 02/07/2025 |
7 | Sapient Capital LLC Sells 219 Shares of Vanguard High Dividend Yield ETF | 02/11/2025 |
8 | Leavell Investment Management Inc. Lowers Stock Holdings in Vanguard High Dividend Yield ETF | 02/13/2025 |
9 | Root Financial Partners LLC Makes New 1.43 Million Investment in Vanguard High Dividend Yield ETF | 02/14/2025 |
About Vanguard High 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 High Dividend 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 High 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 High's short interest history, or implied volatility extrapolated from Vanguard High options trading.
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Check out Vanguard High Backtesting, Portfolio Optimization, Vanguard High Correlation, Vanguard High Hype Analysis, Vanguard High Volatility, Vanguard High History and analyze Vanguard High Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Vanguard High 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.