Vanguard Value Manager Performance Evaluation

VVIAX -- USA Fund  

USD 45.52  0.34  0.75%

The entity has beta of 0.9853 which indicates Vanguard Value returns are very sensitive to returns on the market. as market goes up or down, Vanguard Value is expected to follow. Although it is extremely important to respect Vanguard Value Index 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 Value Index technical indicators you can presently evaluate if the expected return of 0.1455% will be sustainable into the future.
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Vanguard Value Index Fd Admiral are ranked lower than 10 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly weak basic indicators, Vanguard Value may actually be approaching a critical reversion point that can send shares even higher in December 2019.
Fifty Two Week Low35.97
Fifty Two Week High45.17
Annual Report Expense Ratio0.05%
Trailing Annual Dividend Yield6.37%
Horizon     30 Days    Login   to change

Vanguard Value Index Relative Risk vs. Return Landscape

If you would invest  4,134  in Vanguard Value Index Fd Admiral on October 13, 2019 and sell it today you would earn a total of  384.00  from holding Vanguard Value Index Fd Admiral or generate 9.29% return on investment over 30 days. Vanguard Value Index Fd Admiral is currently producing 0.1455% returns and takes up 0.9439% volatility of returns over 30 trading days. Put another way, 8% of traded equities are less volatile than the company and 98% 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 Value is expected to generate 1.27 times more return on investment than the market. However, the company is 1.27 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of risk.

Vanguard Value Current Valuation

Fairly Valued
November 12, 2019
45.52
Market Value
44.74
Real Value
47.77
Upside
Vanguard Value is very steady asset. Vanguard Value Index has current Real Value of $44.74 per share. The regular price of the fund is $45.52. At this time the fund appears to be fairly valued. We determine the value of Vanguard Value Index 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 Value Market Risk Analysis

Sharpe Ratio = 0.1542
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Vanguard Value Relative Performance Indicators

Estimated Market Risk
 0.94
  actual daily
 
 8 %
of total potential
 
88
Expected Return
 0.15
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.15
  actual daily
 
 10 %
of total potential
 
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Based on monthly moving average Vanguard Value is performing at about 10% 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 Value by adding it to a well-diversified portfolio.

Vanguard Value Alerts

Equity Alerts and Improvement Suggestions

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