The entity has beta of -0.0025 which indicates as returns on market increase, returns on owning Vanguard are expected to decrease at a much smaller rate. During bear market, Vanguard is likely to outperform the market. Although it is vital to follow to Vanguard US Eq current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vanguard US Eq technical indicators you can presently evaluate if the expected return of 0.3026% will be sustainable into the future.
|Horizon||30 Days Login to change|
Vanguard US Eq Relative Risk vs. Return LandscapeIf you would invest 2,968,700 in Vanguard US Eq Idx Common Cntrctul Acc on December 19, 2018 and sell it today you would earn a total of 35,500 from holding Vanguard US Eq Idx Common Cntrctul Acc or generate 1.2% return on investment over 30 days. Vanguard US Eq Idx Common Cntrctul Acc is generating 0.3026% of daily returns and assumes 1.1604% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Vanguard and 95% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Vanguard Current Valuation
Vanguard is Unknown risk asset. Vanguard US Eq current Real Value cannot be determined due to lack of data. The regular price of Vanguard US Eq is p;30042.0. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard US Eq from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.
Vanguard Market Risk Analysis
Sharpe Ratio = 0.2608
Vanguard Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Vanguard US Eq Idx Common Cntrctul Acc are ranked lower than 17 (%) of all funds and portfolios of funds over the last 30 days.
|Annual Report Expense Ratio||0.20%|