Vanguard Extended Market Etf Alpha and Beta Analysis
| VXF Etf | USD 206.04 2.62 1.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Extended Market. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Extended over a specified time horizon. Remember, high Vanguard Extended'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 Extended's market risk premium analysis include:
Beta 1.33 | Alpha 0.066 | Risk 1.11 | Sharpe Ratio 0.19 | Expected Return 0.21 |
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 Extended Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Extended market risk premium is the additional return an investor will receive from holding Vanguard Extended 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 Extended. 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 Extended's performance over market.| α | 0.07 | β | 1.33 |
Vanguard Extended 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 Extended's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Extended performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Extended Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Extended 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 Extended shares will generate the highest return on investment. By understating and applying Vanguard Extended etf market price indicators, traders can identify Vanguard Extended position entry and exit signals to maximize returns.
Vanguard Extended Return and Market Media
The median price of Vanguard Extended for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 181.99 with a coefficient of variation of 4.42. The daily time series for the period is distributed with a sample standard deviation of 8.12, arithmetic mean of 183.85, and mean deviation of 6.24. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | How the price action is used to our Advantage - Stock Traders Daily | 09/23/2024 |
2 | Proactive Strategies - Stock Traders Daily | 10/03/2024 |
3 | Vanguard Extended Market ETF Sets New 52-Week High Whats Next | 10/17/2024 |
4 | TruWealth Advisors LLC Cuts Stock Holdings in Vanguard Extended Market ETF | 10/18/2024 |
5 | Vanguard Extended Market ETF Shares Acquired by US Bancorp DE | 10/31/2024 |
6 | On The My Stocks Page - Stock Traders Daily | 11/05/2024 |
7 | Cornerstone Planning Group LLC Has 82,000 Stock Position in Vanguard Extended Market ETF | 11/13/2024 |
About Vanguard Extended 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 Extended Market 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 Extended 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 Extended's short interest history, or implied volatility extrapolated from Vanguard Extended options trading.
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Check out Vanguard Extended Backtesting, Portfolio Optimization, Vanguard Extended Correlation, Vanguard Extended Hype Analysis, Vanguard Extended Volatility, Vanguard Extended History and analyze Vanguard Extended Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Vanguard Extended 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.