Vanguard Mutual Fund Alpha and Beta Analysis

VSPVX -  USA Fund  

USD 331.62  4.33  1.29%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard SP 500. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard over a specified time horizon. Remember, high Vanguard'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.
Also, please take a look at Vanguard Backtesting, Portfolio Optimization, Vanguard Correlation, Vanguard Hype Analysis, Vanguard Volatility, Vanguard History and analyze Vanguard Performance.

Vanguard Beta 

 
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Please note that although Vanguard 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., DOW index.) So in this particular case, Vanguard did 0.10  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 SP 500 fund's relative risk over its benchmark. Vanguard SP 500 has a beta of 0.06  . Let's try to break down what Vanguard's beta means in this case. As returns on the market increase, returns on owning Vanguard are expected to decrease at a much lower rate. During the bear market, Vanguard is likely to outperform the market.
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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.

Vanguard Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard market risk premium is the additional return an investor will receive from holding Vanguard 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. 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's performance over market.
α0.10   β-0.06
90 days against DJI

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

Vanguard Market Price Analysis

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

Vanguard Return and Market Media

The median price of Vanguard for the period between Wed, Oct 20, 2021 and Tue, Jan 18, 2022 is 325.46 with a coefficient of variation of 1.89. The daily time series for the period is distributed with a sample standard deviation of 6.16, arithmetic mean of 325.67, and mean deviation of 4.61. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

About Vanguard 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Vanguard SP 500 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.

Vanguard Investors Sentiment

The influence of Vanguard's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vanguard. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 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's short interest history, or implied volatility extrapolated from Vanguard options trading.

Current Sentiment - VSPVX

Vanguard SP 500 Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in Vanguard SP 500. What is your outlook on investing in Vanguard SP 500? Are you bullish or bearish?
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Build Portfolio with Vanguard

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
Also, please take a look at Vanguard Backtesting, Portfolio Optimization, Vanguard Correlation, Vanguard Hype Analysis, Vanguard Volatility, Vanguard History and analyze Vanguard Performance. Note that the Vanguard SP 500 information on this page should be used as a complementary analysis to other Vanguard'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 Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

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When running Vanguard SP 500 price analysis, check to measure Vanguard's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vanguard is operating at the current time. Most of Vanguard's value examination focuses on studying past and present price action to predict the probability of Vanguard's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard's price. Additionally, you may evaluate how the addition of Vanguard to your portfolios can decrease your overall portfolio volatility.
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Vanguard technical mutual fund 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, stock market cycles, or different charting patterns.
A focus of Vanguard technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard 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...