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 76.06  0.93  1.21%

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 0.7032, semi deviation of 0.0, standard deviation of 0.913, variance of 0.8336, 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 Three Year Return to make buy, hold, or sell decision on Vanguard Mega.

Returns Distribution Density

Mean Return0.06Value At Risk1.32
Potential Upside1.58Standard Deviation0.91
 Return Density 

Vanguard Mega Greeks

Alpha over DOW
Beta against DOW=0.29
Overall volatility
Information ratio =0.0023

Vanguard Mega Volatility Alert

Vanguard Mega Cap Value ETF exhibits very low volatility with skewness of 0.5 and kurtosis of -0.44. 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 Return22.02 % (1.25) %
Three Year Return14.17 % 2.26 %
Five Year Return14.88 % 0.20 %
Ten Year Return8.20 % 0.29 %
Net Asset1.93 B888.73 M
Equity Positions Weight99.72 % 49.22 %
Bond Positions Weight0.05 % 8.08 %
Cautious Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.078091
Market Risk Adjusted Performance0.2595
Mean Deviation0.7032
Coefficient Of Variation1,476
Standard Deviation0.913
Information Ratio0.002308
Jensen Alpha0.091954
Total Risk Alpha0.014957
Treynor Ratio0.2495
Maximum Drawdown2.92
Value At Risk1.32
Potential Upside1.58