Vanguard Mega Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Execute Advice
Vanguard Mega Cap Value ETF -- USA Etf  

USD 79.34  0.36  0.46%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vanguard Mega Cap Value ETF is 'Strong Sell'.
For the selected time horizon Vanguard Mega Cap Value ETF has a mean deviation of 0.3397, standard deviation of 0.4253, variance of 0.1809, downside variance of 0.248, semi variance of (0.024829) and expected short fall of (0.4)
Macroaxis provides unbiased buy or sell recommendation on Vanguard Mega Cap that should be used to complement current analysts and expert consensus on Vanguard Mega Cap Value ETF. Our advice engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. Please use Vanguard Mega Cap Three Year Return to make buy, hold, or sell decision on Vanguard Mega.

Returns Distribution Density

Mean Return0.15Value At Risk0.65
Potential Upside0.74Standard Deviation0.43
 Return Density 

Vanguard Mega Greeks

Alpha over DOW
Beta against DOW=0.05
Overall volatility
Information ratio =0.21

Vanguard Mega Volatility Alert

Vanguard Mega Cap Value ETF exhibits very low volatility with skewness of -0.39 and kurtosis of -0.26. However, we advise investors to further study Vanguard Mega Cap Value ETF technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Vanguard Mega to competition
FundamentalsVanguard MegaPeer Average
Price to Earning17.49 times8.24 times
Price to Book2.11 times0.97 times
Price to Sales1.52 times0.72 times
One Year Return16.85 % (1.25) %
Three Year Return10.84 % 2.26 %
Five Year Return15.24 % 0.2 %
Ten Year Return7.16 % 0.29 %
Net Asset2.06 B888.73 M
Equity Positions Weight99.94 % 49.22 %
Bond Positions Weight0.05 % 8.08 %
Strong Sell


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.1347
Market Risk Adjusted Performance(2.75)
Mean Deviation0.3397
Downside Deviation0.498
Coefficient Of Variation290.14
Standard Deviation0.4253
Information Ratio(0.21)
Jensen Alpha0.1477
Total Risk Alpha(0.11)
Sortino Ratio(0.18)
Treynor Ratio(2.76)
Maximum Drawdown1.6
Value At Risk(0.65)
Potential Upside0.7383
Downside Variance0.248
Semi Variance(0.024829)
Expected Short fall(0.4)