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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Vanguard Mega Cap Value ETF -- USA Etf  

USD 72.71  0.26  0.36%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Vanguard Mega Cap Value ETF is 'Cautious Hold'.
For the selected time horizon Vanguard Mega Cap Value ETF has a mean deviation of 0.2776, semi deviation of 0.0, standard deviation of 0.3527, variance of 0.1244, downside variance of 0.0 and semi variance of 0.0
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 Price to Earning and Three Year Return to make buy, hold, or sell decision on Vanguard Mega.

Returns Distribution Density

Mean Return0.01Value At Risk0.5
Potential Upside0.68Standard Deviation0.35
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Pnc Financial Services Group IncFund Units2.3 M166.6 M

Vanguard Mega Greeks

α
Alpha over DOW
=0.005046
βBeta against DOW=0.39
σ
Overall volatility
=0.35
 IrInformation ratio =0.21

Vanguard Mega Volatility Alert

Vanguard Mega Cap Value ETF exhibits very low volatility with skewness of 0.46 and kurtosis of -0.14. 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 Return21.16 % (1.25) %
Three Year Return9.91 % 2.26 %
Five Year Return14.31 % 0.2 %
Net Asset1.94 B888.73 M
Equity Positions Weight99.12 % 49.22 %
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.015746)
Market Risk Adjusted Performance0.0722
Mean Deviation0.2776
Coefficient Of Variation(2,461)
Standard Deviation0.3527
Variance0.1244
Information Ratio(0.21)
Jensen Alpha(0.005046)
Total Risk Alpha(0.070955)
Treynor Ratio0.0622
Maximum Drawdown1.27
Value At Risk(0.5)
Potential Upside0.683
Skewness0.4596
Kurtosis(0.14)