Vanguard Total Bond Etf Alpha and Beta Analysis
| BND Etf | USD 72.60 0.08 0.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Total Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Total over a specified time horizon. Remember, high Vanguard Total'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 Total's market risk premium analysis include:
Beta (0.06) | Alpha (0.03) | Risk 0.29 | Sharpe Ratio (0.11) | Expected Return (0.03) |
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 Total Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Total market risk premium is the additional return an investor will receive from holding Vanguard Total 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 Total. 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 Total's performance over market.| α | -0.03 | β | -0.06 |
Vanguard Total 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 Total's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Total Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Total 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 Total shares will generate the highest return on investment. By understating and applying Vanguard Total etf market price indicators, traders can identify Vanguard Total position entry and exit signals to maximize returns.
Vanguard Total Return and Market Media
The median price of Vanguard Total for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 73.83 with a coefficient of variation of 1.15. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 73.77, and mean deviation of 0.73. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bond ETF Launches Jump 50 percent In The US This Year - Finimize | 09/24/2024 |
2 | Silver Oak Securities Incorporated Boosts Stake in Vanguard Total Bond Market ETF | 10/25/2024 |
3 | Vanguard Total Bond Market ETF declares monthly distribution of 0.2276 | 11/01/2024 |
4 | Cary Street Partners Asset Management LLC Buys 3,598 Shares of Vanguard Total Bond Market ETF | 11/05/2024 |
5 | Risk-On Sentiment For US Stocks Accelerates | 11/07/2024 |
6 | Will Reflation End The US Bond Markets Recovery | 11/11/2024 |
7 | First Heartland Consultants Inc. Decreases Stock Position in Vanguard Total Bond Market ETF | 11/12/2024 |
8 | Silver Oak Advisory Group Inc. Raises Position in Vanguard Total Bond Market ETF | 11/20/2024 |
About Vanguard Total 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 Total Bond 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 Total 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 Total's short interest history, or implied volatility extrapolated from Vanguard Total options trading.
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Align your risk with return expectations
Check out Vanguard Total Backtesting, Portfolio Optimization, Vanguard Total Correlation, Vanguard Total Hype Analysis, Vanguard Total Volatility, Vanguard Total History and analyze Vanguard Total Performance. You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Vanguard Total 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.