Vanguard Balanced Index Fund Alpha and Beta Analysis
| VBIAX Fund | USD 50.74 0.17 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Balanced Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Balanced over a specified time horizon. Remember, high Vanguard Balanced'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 Balanced's market risk premium analysis include:
Beta 0.5 | Alpha (0) | Risk 0.48 | Sharpe Ratio 0.14 | Expected Return 0.0653 |
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 Balanced Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Balanced market risk premium is the additional return an investor will receive from holding Vanguard Balanced 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 Balanced. 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 Balanced's performance over market.| α | -0.0042 | β | 0.50 |
Vanguard Balanced 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 Balanced's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Balanced performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Balanced Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Balanced mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Balanced shares will generate the highest return on investment. By understating and applying Vanguard Balanced mutual fund market price indicators, traders can identify Vanguard Balanced position entry and exit signals to maximize returns.
Vanguard Balanced Return and Market Media
The median price of Vanguard Balanced for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 49.69 with a coefficient of variation of 1.39. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 49.66, and mean deviation of 0.52. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Vanguard Balanced 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 funds. Alpha measures the amount that position in Vanguard Balanced 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 Balanced 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 Balanced's short interest history, or implied volatility extrapolated from Vanguard Balanced options trading.
Build Portfolio with Vanguard Balanced
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
Other Information on Investing in Vanguard Mutual Fund
Vanguard Balanced financial ratios help investors to determine whether Vanguard Mutual Fund 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 Balanced security.
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Commodity Directory Find actively traded commodities issued by global exchanges |