Vanguard Total Buy or Sell Recommendation

Macroaxis provides Vanguard Total Bond Market ETF buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Vanguard Total positions. The advice algorithm takes into account all of Vanguard Total Bond Market ETF available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Vanguard Total buy-and-hold prospective. Check also Vanguard Total Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Vanguard Total Bond Market ETF -- USA Etf  

USD 80.89  0.05  0.0619%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vanguard Total Bond Market ETF is 'Hold'.
For the selected time horizon Vanguard Total Bond Market ETF has a risk adjusted performance of (0.17), jensen alpha of (0.069683), total risk alpha of (0.16), sortino ratio of 0.0 and treynor ratio of (3.59)
Macroaxis provides recommendation on Vanguard Total Bond to complement and cross-verify current analyst consensus on Vanguard Total Bond Market ETF. Our buy or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please use Vanguard Total Bond Total Asset, Five Year Return as well as the relationship between Five Year Return and Bond Positions Weight to make buy, hold, or sell decision on Vanguard Total.

Returns Distribution Density

Mean Return0.05Value At Risk0.3
Potential Upside0.16Standard Deviation0.15
 Return Density 
      Distribution 

Vanguard Total Greeks

α
Alpha over DOW
=0.07
β
Beta against DOW=0.018
σ
Overall volatility
=0.14
Ir
Information ratio =2.23

Vanguard Total Volatility Alert

Vanguard Total Bond Market ETF exhibits very low volatility with skewness of 0.22 and kurtosis of 0.05. However, we advise investors to further study Vanguard Total Bond Market ETF technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Vanguard Total to competition
FundamentalsVanguard TotalPeer Average
One Year Return3.52 % (1.25) %
Three Year Return2.19 % 2.26 %
Five Year Return2.03 % 0.2 %
Ten Year Return3.89 % 0.29 %
Net Asset195.87 B888.73 M
Bond Positions Weight97.35 % 8.08 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.17)
Market Risk Adjusted Performance(3.58)
Mean Deviation0.1234
Coefficient Of Variation(282.26)
Standard Deviation0.1542
Variance0.0238
Information Ratio(2.23)
Jensen Alpha(0.069683)
Total Risk Alpha(0.16)
Treynor Ratio(3.59)
Maximum Drawdown0.603
Value At Risk(0.3)
Potential Upside0.1596
Skewness0.224
Kurtosis0.049

Momentum

Vanguard Total Market Momentum