Vanguard Total Bond Etf Alpha and Beta Analysis

BND Etf  USD 71.93  0.09  0.12%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Total Bond. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Total over a specified time horizon. Remember, high Vanguard Total's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vanguard Total's market risk premium analysis include:
Beta
0.3
Alpha
(0.03)
Risk
0.36
Sharpe Ratio
(0.05)
Expected Return
(0.02)
Please note that although Vanguard Total alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Vanguard Total did 0.03  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vanguard Total Bond etf's relative risk over its benchmark. Vanguard Total Bond has a beta of 0.30  . As returns on the market increase, Vanguard Total returns are expected to increase less than the market. However, during the bear market, the loss on holding Vanguard Total will be expected to be smaller as well. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Vanguard Total Backtesting, Portfolio Optimization, Vanguard Total Correlation, Vanguard Total Hype Analysis, Vanguard Total Volatility, Vanguard Total History and analyze Vanguard Total Performance.

Vanguard Total Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Total market risk premium is the additional return an investor will receive from holding Vanguard Total long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vanguard Total. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vanguard Total's performance over market.
α-0.03   β0.30

Vanguard Total expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vanguard Total's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Total performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vanguard Total Market Price Analysis

Market price analysis indicators help investors to evaluate how Vanguard Total etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vanguard Total shares will generate the highest return on investment. By understating and applying Vanguard Total etf market price indicators, traders can identify Vanguard Total position entry and exit signals to maximize returns.

Vanguard Total Return and Market Media

The median price of Vanguard Total for the period between Tue, Dec 19, 2023 and Mon, Mar 18, 2024 is 72.49 with a coefficient of variation of 0.67. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 72.43, and mean deviation of 0.39. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Short Interest in Vanguard Total Bond Market ETF Decreases By 23.7
01/16/2024
2
Sigma Planning Corp Has 2 Million Position in Vanguard Total Bond Market ETF
01/30/2024
3
The Bonds Income ETF Sleeper Hit BNDI - ETFdb.com
02/13/2024
4
Beacon Bridge Wealth Partners LLC Has 970,000 Holdings in Vanguard Total Bond Market ETF
02/27/2024
5
SPDR ETF Report For Wednesday, February 28
02/29/2024
6
Vanguard Total Bond Market ETF declares monthly distribution of 0.2023
03/01/2024
7
SPDR ETF Report For Tuesday, March 5
03/06/2024
8
Scotia Capital Inc. Decreases Holdings in Vanguard Total Bond Market ETF
03/08/2024
9
Vanguard Total Bond Market ETF Shares Sold by Silver Oak Securities Incorporated
03/11/2024
10
Modera Wealth Management LLC Purchases 5392 Shares of Vanguard Total Bond Market ETF - Defense World
03/14/2024

About Vanguard Total Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vanguard or other etfs. Alpha measures the amount that position in Vanguard Total Bond has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vanguard Total in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vanguard Total's short interest history, or implied volatility extrapolated from Vanguard Total options trading.

Build Portfolio with Vanguard Total

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Vanguard Total Bond is a strong investment it is important to analyze Vanguard Total's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Vanguard Total's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:

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Vanguard Total technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.
A focus of Vanguard Total technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Total trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...