Vanguard New Alpha and Beta Analysis

VNJUX -- USA Fund  

USD 12.52  0.02  0.16%

This module allows you to check different measures of market premium for Vanguard New Jersey Long Term T as well as systematic risk associated with investing in Vanguard New over a specified time horizon. Also please take a look at Vanguard New Backtesting, Portfolio Optimization, Vanguard New Correlation, Vanguard New Hype Analysis, Vanguard New Volatility, Vanguard New History and analyze Vanguard New Performance.
Horizon     30 Days    Login   to change
Run Premiums

Vanguard New Market Premiums

α0.021501   β0.07
30 days against DJI

Vanguard New expected buy-and-hold returns

Vanguard New Market Price Analysis

Vanguard New Return and Market Media

The median price of Vanguard New for the period between Fri, Jul 19, 2019 and Thu, Oct 17, 2019 is 12.54 with a coefficient of variation of 0.76. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 12.52, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)