Vanguard Intermediate Term Bond Etf Alpha and Beta Analysis
| BIV Etf | USD 75.36 0.05 0.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Intermediate Term Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Intermediate over a specified time horizon. Remember, high Vanguard Intermediate'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 Intermediate's market risk premium analysis include:
Beta (0.06) | Alpha (0.03) | Risk 0.3 | Sharpe Ratio (0.12) | Expected Return (0.04) |
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 Intermediate Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Intermediate market risk premium is the additional return an investor will receive from holding Vanguard Intermediate 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 Intermediate. 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 Intermediate's performance over market.| α | -0.03 | β | -0.06 |
Vanguard Intermediate 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 Intermediate's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Intermediate performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Intermediate Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Intermediate 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 Intermediate shares will generate the highest return on investment. By understating and applying Vanguard Intermediate etf market price indicators, traders can identify Vanguard Intermediate position entry and exit signals to maximize returns.
Vanguard Intermediate Return and Market Media
The median price of Vanguard Intermediate for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 76.89 with a coefficient of variation of 1.29. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 76.83, and mean deviation of 0.84. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bank of New York Mellon Corp Boosts Stake in Vanguard Intermediate-Term Bond ETF - Defense World | 08/29/2024 |
2 | Vanguard Intermediate-Term Bond ETF Stake Raised by RS Crum Inc. | 09/13/2024 |
3 | Vanguard Intermediate-Term Bond ETF Shares Purchased by Acorn Creek Capital LLC | 10/16/2024 |
4 | Vanguard Intermediate-Term Bond ETF Stake Increased by HT Partners LLC | 10/25/2024 |
5 | Bristlecone Advisors LLC Acquires Shares of 1,307 Vanguard Intermediate-Term Bond ETF | 10/28/2024 |
6 | Quantum Private Wealth LLC Acquires 412 Shares of Vanguard Intermediate-Term Bond ETF | 11/08/2024 |
About Vanguard Intermediate 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 Intermediate 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 Intermediate 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 Intermediate's short interest history, or implied volatility extrapolated from Vanguard Intermediate options trading.
Build Portfolio with Vanguard Intermediate
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 Intermediate Backtesting, Portfolio Optimization, Vanguard Intermediate Correlation, Vanguard Intermediate Hype Analysis, Vanguard Intermediate Volatility, Vanguard Intermediate History and analyze Vanguard Intermediate Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Vanguard Intermediate 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.