Vanguard Materials Index Etf Alpha and Beta Analysis
| VAW Etf | USD 209.38 2.83 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Materials Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Materials over a specified time horizon. Remember, high Vanguard Materials' 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 Materials' market risk premium analysis include:
Beta 0.89 | Alpha (0.02) | Risk 0.89 | Sharpe Ratio 0.0542 | Expected Return 0.0481 |
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 Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Materials market risk premium is the additional return an investor will receive from holding Vanguard Materials 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 Materials. 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 Materials' performance over market.| α | -0.02 | β | 0.89 |
Vanguard Materials 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 Materials' Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Materials 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 Materials shares will generate the highest return on investment. By understating and applying Vanguard Materials etf market price indicators, traders can identify Vanguard Materials position entry and exit signals to maximize returns.
Vanguard Materials Return and Market Media
The median price of Vanguard Materials for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 207.39 with a coefficient of variation of 2.38. The daily time series for the period is distributed with a sample standard deviation of 4.91, arithmetic mean of 206.58, and mean deviation of 3.95. The Etf received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Chinas Stimulus and Interest Rate Cuts Are Great News for This Vanguard ETF, Which Just Hit an All-Time High and Could Have More Room to Run | 10/02/2024 |
2 | Lodestar Private Asset Management LLC Trims Position in Vanguard Materials ETF | 10/31/2024 |
3 | Do Wall Street Analysts Like Sherwin-Williams Stock - Inkl | 11/18/2024 |
About Vanguard Materials 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 Materials Index 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 Materials 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 Materials' short interest history, or implied volatility extrapolated from Vanguard Materials options trading.
Build Portfolio with Vanguard Materials
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 Materials Backtesting, Portfolio Optimization, Vanguard Materials Correlation, Vanguard Materials Hype Analysis, Vanguard Materials Volatility, Vanguard Materials History and analyze Vanguard Materials Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Vanguard Materials 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.