Vanguard New Manager Performance Evaluation

VNJUX -- USA Fund  

USD 12.52  0.02  0.16%

The entity has beta of -0.0738 which indicates as returns on market increase, returns on owning Vanguard New are expected to decrease at a much smaller rate. During bear market, Vanguard New is likely to outperform the market. Although it is extremely important to respect Vanguard New Jersey current price movements, it is better to be realistic regarding the information on 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 New Jersey technical indicators you can presently evaluate if the expected return of 0.0218% will be sustainable into the future.
88

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard New Jersey Long Term T are ranked lower than 8 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Vanguard New is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low11.64
Fifty Two Week High12.66
Annual Report Expense Ratio0.09%
Horizon     30 Days    Login   to change

Vanguard New Jersey Relative Risk vs. Return Landscape

If you would invest  1,235  in Vanguard New Jersey Long Term T on September 17, 2019 and sell it today you would earn a total of  17.00  from holding Vanguard New Jersey Long Term T or generate 1.38% return on investment over 30 days. Vanguard New Jersey Long Term T is currently producing 0.0218% returns and takes up 0.1666% volatility of returns over 30 trading days. Put another way, 1% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Vanguard New is expected to generate 0.17 times more return on investment than the market. However, the company is 5.96 times less risky than the market. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly 0.0 per unit of risk.

Vanguard New Current Valuation

Overvalued
October 17, 2019
12.52
Market Value
12.02
Real Value
12.53
Upside
Vanguard New is very steady asset. Vanguard New Jersey has current Real Value of $12.02 per share. The regular price of the fund is $12.52. At this time the fund appears to be overvalued. We determine the value of Vanguard New Jersey 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 New Market Risk Analysis

Sharpe Ratio = 0.1311
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Vanguard New Relative Performance Indicators

Estimated Market Risk
 0.17
  actual daily
 
 1 %
of total potential
 
11
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.13
  actual daily
 
 8 %
of total potential
 
88
Based on monthly moving average Vanguard New is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Vanguard New by adding it to a well-diversified portfolio.

Vanguard New Alerts

Equity Alerts and Improvement Suggestions

The fund keeps about 99.97% of its net assets in bonds
Also please take a look at World Market Map. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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