Macroaxis: Personalized Investing
Simple Personalized Investing

RWMBX RWMCX RWMFX CWMEX Cleaning Index Choice World Allocation Electronics 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


Processing
Processing. Please wait...

Alpha and Beta Analysis

 
 Companies |  Insiders  | Dashboard  
     
Investment horizon: 
  30 Days    Login   to change
Run Alpha & Beta
Macroaxis does not give investment advice. However this page provides you with the information you may use to make an intelligent buy, sell, or hold decision applied to your particular trading strategy or market timing initiative. See also Vanguard Backtesting, Vanguard Correlation, Vanguard Prediction, Vanguard Volatility, Vanguard History and anaylize Vanguard Performance

Vanguard Windsor II Inv

    
alpha for Vanguard Windsor II Inv (alpha)= 0.0076     beta for Vanguard Windsor II Inv (beta)= 0.96     
30 days against S&P 500
Risk Adjusted Performance     0.1991Jensen Alpha     0.0069Total Risk Alpha     0.0048Sortino Ratio     (0.0009)Treynor Ratio     0.1913
    

Vanguard Fundamentals

    
    
 Better Than Average     
    
 Worse Than Average Compare Vanguard to competition
VanguardPeer Average
Price to Earning
11.31 times
7.88 times
Price to Book
1.59 times
1.04 times
Price to Sales
1.09 times
0.69 times
Annual Yield
2.19 %
0.99 %
Year to Date Return
5.72 %
3.03 %
One Year Return
3.35 %
1.03 %
Three Year Return
17.81 %
4.94 %
Five Year Return
(0.91) %
0.29 %
Ten Year Return
4.83 %
1.26 %
Net Asset
39.49 B
623.99 M
Minimum Initial Investment
3 K
732.97 K
Last Dividend Paid
0.31
0.75
    
   

Vanguard Market Performance

    
Vanguard
Performance
18
Out Of
100
Over 30
Days
82% of all equities and portfolios perform better than Vanguard Windsor II Inv. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Windsor II Inv are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
    

Vanguard Return and Market Media

    
The median price of Vanguard for the period between Thu, Apr 25, 2013 and Sat, May 25, 2013 is 33.71 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 33.76, and mean deviation of 0.53. The Fund did not receive any noticable media coverage during the period.
Vanguard         SP 500
Price Growth (%)
 
    
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
  
 
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium