Vanguard Financials Index Etf Alpha and Beta Analysis
| VFH Etf | USD 122.80 1.13 0.93% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Financials Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Financials over a specified time horizon. Remember, high Vanguard Financials' 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 Financials' market risk premium analysis include:
Beta 0.4 | Alpha 0.11 | Risk 1.31 | Sharpe Ratio 0.096 | Expected Return 0.13 |
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 Financials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Financials market risk premium is the additional return an investor will receive from holding Vanguard Financials 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 Financials. 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 Financials' performance over market.| α | 0.11 | β | 0.40 |
Vanguard Financials 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 Financials' Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Financials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Financials Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Financials 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 Financials shares will generate the highest return on investment. By understating and applying Vanguard Financials etf market price indicators, traders can identify Vanguard Financials position entry and exit signals to maximize returns.
Vanguard Financials Return and Market Media
The median price of Vanguard Financials for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 119.86 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 3.83, arithmetic mean of 118.99, and mean deviation of 3.27. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Calton Associates Inc. Reduces Position in Vanguard Financials ETF | 10/22/2024 |
2 | Vanguard Financials ETF is LCM Capital Management Incs 8th Largest Position | 11/01/2024 |
3 | Should You Invest in the Invesco SP 500 Equal Weight Financials ETF | 11/13/2024 |
4 | Should You Invest in the Invesco KBW High Dividend Yield Financial ETF | 12/02/2024 |
5 | Should You Invest in the iShares U.S. Financial Services ETF | 12/11/2024 |
6 | Kovitz Investment Group Partners LLC Buys 803 Shares of Vanguard Financials ETF | 12/13/2024 |
7 | Vanguard Financials ETF Sees Unusually-High Trading Volume Should You Buy | 12/20/2024 |
8 | Fidelity MSCI Financials Index ETF A Cost-Effective Gateway to the Financial Sector Market - HPBL | 01/16/2025 |
About Vanguard Financials 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 Financials 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 Financials 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 Financials' short interest history, or implied volatility extrapolated from Vanguard Financials options trading.
Build Portfolio with Vanguard Financials
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 Financials Backtesting, Portfolio Optimization, Vanguard Financials Correlation, Vanguard Financials Hype Analysis, Vanguard Financials Volatility, Vanguard Financials History and analyze Vanguard Financials Performance. You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Vanguard Financials 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.