Vanguard Conservative Income Etf Beta
| VCIP Etf | CAD 27.26 0.04 0.15% |
As of the 9th of February, Vanguard Conservative has the Risk Adjusted Performance of 0.02, semi deviation of 0.2635, and Coefficient Of Variation of 1939.89. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Conservative, as well as the relationship between them.
Vanguard Conservative's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Vanguard Conservative's valuation are provided below:Vanguard Conservative Income does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Vanguard |
Vanguard Conservative 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Conservative's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Conservative.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Vanguard Conservative on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Conservative Income or generate 0.0% return on investment in Vanguard Conservative over 90 days. Vanguard Conservative is related to or competes with Vanguard FTSE, Vanguard FTSE, IShares Small, TD Active, Invesco SP, Global X, and Vanguard FTSE. The Vanguard Conservative Income ETF Portfolio seeks to provide a combination of income and some long-term capital growt... More
Vanguard Conservative Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Conservative's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Conservative Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2987 | |||
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 1.36 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.3681 |
Vanguard Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Conservative's standard deviation. In reality, there are many statistical measures that can use Vanguard Conservative historical prices to predict the future Vanguard Conservative's volatility.| Risk Adjusted Performance | 0.02 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.0174 |
Vanguard Conservative February 9, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.02 | |||
| Market Risk Adjusted Performance | 0.0274 | |||
| Mean Deviation | 0.1943 | |||
| Semi Deviation | 0.2635 | |||
| Downside Deviation | 0.2987 | |||
| Coefficient Of Variation | 1939.89 | |||
| Standard Deviation | 0.2557 | |||
| Variance | 0.0654 | |||
| Information Ratio | (0.30) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.0174 | |||
| Maximum Drawdown | 1.36 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.3681 | |||
| Downside Variance | 0.0892 | |||
| Semi Variance | 0.0694 | |||
| Expected Short fall | (0.19) | |||
| Skewness | (0.99) | |||
| Kurtosis | 2.25 |
Vanguard Conservative Backtested Returns
As of now, Vanguard Etf is very steady. Vanguard Conservative owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0336, which indicates the etf had a 0.0336 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Conservative Income, which you can use to evaluate the volatility of the etf. Please validate Vanguard Conservative's Risk Adjusted Performance of 0.02, coefficient of variation of 1939.89, and Semi Deviation of 0.2635 to confirm if the risk estimate we provide is consistent with the expected return of 0.0086%. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Vanguard Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Conservative is expected to be smaller as well.
Auto-correlation | 0.04 |
Virtually no predictability
Vanguard Conservative Income has virtually no predictability. Overlapping area represents the amount of predictability between Vanguard Conservative time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Conservative price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Vanguard Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Vanguard Conservative Income has a Beta of 1.12. This is much higher than that of the Vanguard Investments Canada Inc family and significantly higher than that of the Global Fixed Income Balanced category. The beta for all Canada etfs is notably lower than that of the firm.
Vanguard Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Vanguard Conservative's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Vanguard Conservative could also be used in its relative valuation, which is a method of valuing Vanguard Conservative by comparing valuation metrics of similar companies.Vanguard Conservative is currently under evaluation in beta as compared to similar ETFs.
Vanguard Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Conservative's current stock value. Our valuation model uses many indicators to compare Vanguard Conservative value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Conservative competition to find correlations between indicators driving Vanguard Conservative's intrinsic value. More Info.Vanguard Conservative Income is rated first in beta as compared to similar ETFs. It is rated first in one year return as compared to similar ETFs reporting about 4.55 of One Year Return per Beta. Comparative valuation analysis is a catch-all model that can be used if you cannot value Vanguard Conservative by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for Vanguard Conservative's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for Vanguard Conservative
The fund consists of 78.99% investments in fixed income securities, with the rest of funds allocated in stocks and various exotic instruments.Asset allocation divides Vanguard Conservative's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Vanguard Conservative returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Conservative is expected to follow.
Vanguard Fundamentals
| Beta | 1.12 | |||
| Total Asset | 68.14 M | |||
| One Year Return | 5.10 % | |||
| Three Year Return | 6.30 % | |||
| Five Year Return | 2.10 % | |||
| Net Asset | 68.14 M | |||
| Equity Positions Weight | 19.67 % | |||
| Bond Positions Weight | 78.99 % |
About Vanguard Conservative Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Conservative Income's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Conservative using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Conservative Income based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Vanguard Conservative
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vanguard Conservative position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vanguard Conservative will appreciate offsetting losses from the drop in the long position's value.Moving together with Vanguard Etf
| 0.65 | VCNS | Vanguard Conservative ETF | PairCorr |
| 0.89 | VRIF | Vanguard Retirement | PairCorr |
| 0.7 | ETP | First Trust Global | PairCorr |
| 0.98 | XINC | iShares Core Income | PairCorr |
The ability to find closely correlated positions to Vanguard Conservative could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vanguard Conservative when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vanguard Conservative - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vanguard Conservative Income to buy it.
The correlation of Vanguard Conservative is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vanguard Conservative moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vanguard Conservative moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vanguard Conservative can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Vanguard Etf
Vanguard Conservative financial ratios help investors to determine whether Vanguard Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Conservative security.