Vanguard Australian (Australia) Alpha and Beta Analysis

VAF Etf   45.17  0.05  0.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Australian Fixed. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Australian over a specified time horizon. Remember, high Vanguard Australian'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 Australian's market risk premium analysis include:
Beta
(0.03)
Alpha
(0.03)
Risk
0.23
Sharpe Ratio
(0.11)
Expected Return
(0.03)
Please note that although Vanguard Australian alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Vanguard Australian did 0.03  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vanguard Australian Fixed etf's relative risk over its benchmark. Vanguard Australian Fixed has a beta of 0.03  . As returns on the market increase, returns on owning Vanguard Australian are expected to decrease at a much lower rate. During the bear market, Vanguard Australian is likely to outperform the market. .
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.
  
Check out Vanguard Australian Backtesting, Portfolio Optimization, Vanguard Australian Correlation, Vanguard Australian Hype Analysis, Vanguard Australian Volatility, Vanguard Australian History and analyze Vanguard Australian Performance.

Vanguard Australian Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Australian market risk premium is the additional return an investor will receive from holding Vanguard Australian 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 Australian. 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 Australian's performance over market.
α-0.03   β-0.03

Vanguard Australian 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 Australian's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Australian performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vanguard Australian Market Price Analysis

Market price analysis indicators help investors to evaluate how Vanguard Australian 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 Australian shares will generate the highest return on investment. By understating and applying Vanguard Australian etf market price indicators, traders can identify Vanguard Australian position entry and exit signals to maximize returns.

Vanguard Australian Return and Market Media

The median price of Vanguard Australian for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 45.61 with a coefficient of variation of 0.98. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 45.58, and mean deviation of 0.4. The Etf did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Vanguard Australian 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 Australian Fixed 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 Australian 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 Australian's short interest history, or implied volatility extrapolated from Vanguard Australian options trading.

Build Portfolio with Vanguard Australian

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.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Other Information on Investing in Vanguard Etf

Vanguard Australian 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 Australian security.