Vanguard Small Cap Index Etf Alpha and Beta Analysis

VB Etf  USD 213.54  2.17  1.03%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Small Cap Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Small over a specified time horizon. Remember, high Vanguard Small'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 Small's market risk premium analysis include:
Beta
0.38
Alpha
0.0127
Risk
1.01
Sharpe Ratio
0.0203
Expected Return
0.0205
Please note that although Vanguard Small 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 Small did 0.01  better 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 Small Cap Index etf's relative risk over its benchmark. Vanguard Small Cap has a beta of 0.38  . As returns on the market increase, Vanguard Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Small is 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 Small Backtesting, Portfolio Optimization, Vanguard Small Correlation, Vanguard Small Hype Analysis, Vanguard Small Volatility, Vanguard Small History and analyze Vanguard Small Performance.

Vanguard Small Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Small market risk premium is the additional return an investor will receive from holding Vanguard Small 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 Small. 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 Small's performance over market.
α0.01   β0.38

Vanguard Small 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 Small's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Small performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Vanguard Small Market Price Analysis

Market price analysis indicators help investors to evaluate how Vanguard Small 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 Small shares will generate the highest return on investment. By understating and applying Vanguard Small etf market price indicators, traders can identify Vanguard Small position entry and exit signals to maximize returns.

Vanguard Small Return and Market Media

The median price of Vanguard Small for the period between Tue, Jan 23, 2024 and Mon, Apr 22, 2024 is 217.55 with a coefficient of variation of 2.93. The daily time series for the period is distributed with a sample standard deviation of 6.37, arithmetic mean of 217.06, and mean deviation of 5.53. The Etf received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Vanguard Small-Cap ETF Shares Sold by Huntington National Bank
02/08/2024
2
Citizens Financial Group Inc. RI Trims Stake in Vanguard Small-Cap ETF
02/22/2024
3
London Co. of Virginia Takes Position in Vanguard Small-Cap ETF
03/05/2024
4
Royal Bank of Canada Lowers Position in Vanguard Small-Cap ETF
03/08/2024
5
Vanguard Small-Cap ETF Shares Acquired by Trust Co. of Vermont
03/12/2024
6
Sound Income Strategies LLC Takes Position in Vanguard Small-Cap ETF - Defense World
03/21/2024
7
DAVENPORT Co LLC Boosts Stock Holdings in Vanguard Small-Cap ETF - Defense World
04/05/2024
8
Vanguard Small-Cap ETF Shares Sold by Vontobel Holding Ltd. - Defense World
04/19/2024

About Vanguard Small 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 Small Cap 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 Small 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 Small's short interest history, or implied volatility extrapolated from Vanguard Small options trading.

Build Portfolio with Vanguard Small

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 Small Cap offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vanguard Small's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vanguard Small Cap Index Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Vanguard Small Cap Index Etf:
Check out Vanguard Small Backtesting, Portfolio Optimization, Vanguard Small Correlation, Vanguard Small Hype Analysis, Vanguard Small Volatility, Vanguard Small History and analyze Vanguard Small Performance.
Note that the Vanguard Small Cap information on this page should be used as a complementary analysis to other Vanguard Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Vanguard Small 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 Small technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Small 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...