Vanguard Growth Index Etf Alpha and Beta Analysis

VUG Etf  USD 345.04  0.75  0.22%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Growth Index. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Growth over a specified time horizon. Remember, high Vanguard Growth'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 Growth's market risk premium analysis include:
Beta
1.12
Alpha
0.0165
Risk
1
Sharpe Ratio
0.18
Expected Return
0.18
Please note that although Vanguard Growth 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 Growth did 0.02  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 Growth Index etf's relative risk over its benchmark. Vanguard Growth Index has a beta of 1.12  . Vanguard Growth returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Growth is expected to follow. .
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 Growth Backtesting, Portfolio Optimization, Vanguard Growth Correlation, Vanguard Growth Hype Analysis, Vanguard Growth Volatility, Vanguard Growth History and analyze Vanguard Growth Performance.

Vanguard Growth Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Growth market risk premium is the additional return an investor will receive from holding Vanguard Growth 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 Growth. 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 Growth's performance over market.
α0.02   β1.12

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

Vanguard Growth Market Price Analysis

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

Vanguard Growth Return and Market Media

The median price of Vanguard Growth for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 330.34 with a coefficient of variation of 4.15. The daily time series for the period is distributed with a sample standard deviation of 13.61, arithmetic mean of 327.62, and mean deviation of 11.9. The Etf received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Wealth Advisors of Iowa LLC Has 689,000 Holdings in Vanguard Growth ETF
01/30/2024
2
Charles Schwab Investment Management Inc. Buys New Shares in Vanguard Growth ETF
02/08/2024
3
Retirement Planning Co of New England Inc. Cuts Stock Holdings in Vanguard Growth ETF
02/21/2024
4
O Shaughnessy Asset Management LLC Acquires 2,703 Shares of Vanguard Growth ETF
03/01/2024
5
Scotia Capital Inc. Purchases 117 Shares of Vanguard Growth ETF
03/06/2024
6
The Manufacturers Life Insurance Company Reduces Position in Vanguard Growth ETF
03/08/2024
7
Invst LLC Has 425,000 Stock Holdings in Vanguard Growth ETF
03/12/2024
8
Vanguard Growth ETF Shares Acquired by Massmutual Trust Co. FSB ADV - Defense World
03/18/2024
9
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03/19/2024
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03/22/2024
11
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03/27/2024

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

Build Portfolio with Vanguard Growth

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 Growth Index is a strong investment it is important to analyze Vanguard Growth'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 Growth's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:

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Vanguard Growth 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 Growth technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vanguard Growth 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...