# Vanguard Etf Volatility

VOO Etf | USD 363.56 2.41 0.67% |

We consider Vanguard very steady. Vanguard SP 500 owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0679, which indicates the etf had 0.0679% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an etf is to use all available market data together with etf-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard SP 500, which you can use to evaluate the future volatility of the etf. Please validate Vanguard Coefficient Of Variation of 1581.66, semi deviation of 0.9772, and Risk Adjusted Performance of 0.0611 to confirm if the risk estimate we provide is consistent with the expected return of 0.0725%.

Vanguard |

Vanguard Etf volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Vanguard daily returns, and it is calculated using variance and standard deviation. We also use Vanguard's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Vanguard volatility.

### 90 Days Market Risk

### Chance of Distress

### 90 Days Economic Sensitivity

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Vanguard can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Vanguard at lower prices. For example, an investor can purchase Vanguard stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Vanguard's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Vanguard

+ | 1.0 | VTI | Vanguard Total Stock | PairCorr | |||

+ | 1.0 | SPY | SPDR SP 500 | Aggressive Push | PairCorr | ||

+ | 1.0 | IVV | IShares Core SP | PairCorr | |||

+ | 0.71 | VIG | Vanguard Dividend | PairCorr | |||

+ | 1.0 | VV | Vanguard Large-Cap Index | PairCorr | |||

+ | 0.85 | RSP | Invesco SP 500 | PairCorr | |||

+ | 1.0 | IWB | IShares Russell 1000 | PairCorr | |||

+ | 1.0 | ESGU | IShares ESG Aware | PairCorr | |||

+ | 0.96 | DFAC | Dimensional US Core | PairCorr |

## Vanguard Market Sensitivity And Downside Risk

Vanguard's beta coefficient measures the volatility of Vanguard etf compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Vanguard etf's returns against your selected market. In other words, Vanguard's beta of 1.03 provides an investor with an approximation of how much risk Vanguard etf can potentially add to one of your existing portfolios.

Vanguard SP 500 has relatively low volatility with skewness of 0.0 and kurtosis of -0.84. However, we advise all investors to independently investigate Vanguard SP 500 to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Vanguard's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Vanguard's etf price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different stocks as prices fall. 3 Months Beta |Analyze Vanguard SP 500 Demand TrendCheck current 90 days Vanguard correlation with market (NYSE Composite)## Vanguard Beta |

Vanguard standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 1.07 |

It is essential to understand the difference between upside risk (as represented by Vanguard's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Vanguard's daily returns or price. Since the actual investment returns on holding a position in vanguard etf tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Vanguard.

## Using Vanguard Put Option to Manage Risk

Put options written on Vanguard grant holders of the option the right to sell a specified amount of Vanguard at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of Vanguard Etf cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Vanguard's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding Vanguard will be realized, the loss incurred will be offset by the profits made with the option trade.

### Vanguard's PUT expiring on 2023-04-21

Profit |

Vanguard Price At Expiration |

### Current Vanguard Insurance Chain

Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||

Put | 2023-04-21 PUT at $420.0 | -0.9496 | 0.0033 | 4 | 2023-04-21 | 55.7 - 57.9 | 0.0 | View |

Put | 2023-04-21 PUT at $415.0 | -0.9514 | 0.0035 | 5 | 2023-04-21 | 50.8 - 52.7 | 0.0 | View |

Put | 2023-04-21 PUT at $410.0 | -0.9436 | 0.0041 | 11 | 2023-04-21 | 45.8 - 47.8 | 0.0 | View |

Put | 2023-04-21 PUT at $405.0 | -0.9447 | 0.0045 | 1 | 2023-04-21 | 40.9 - 42.6 | 0.0 | View |

Put | 2023-04-21 PUT at $400.0 | -0.9349 | 0.0111 | 3 | 2023-04-21 | 35.8 - 37.8 | 0.0 | View |

Put | 2023-04-21 PUT at $395.0 | -0.9333 | 0.0064 | 61 | 2023-04-21 | 31.0 - 32.5 | 0.0 | View |

Put | 2023-04-21 PUT at $390.0 | -0.9142 | 0.0085 | 12 | 2023-04-21 | 25.8 - 27.9 | 0.0 | View |

Put | 2023-04-21 PUT at $385.0 | -0.9505 | 0.0181 | 7 | 2023-04-21 | 20.8 - 22.3 | 0.0 | View |

Put | 2023-04-21 PUT at $380.0 | -0.8368 | 0.0156 | 94 | 2023-04-21 | 16.9 - 17.9 | 0.0 | View |

Put | 2023-04-21 PUT at $375.0 | -0.7293 | 0.0195 | 119 | 2023-04-21 | 13.2 - 14.2 | 14.8 | View |

Put | 2023-04-21 PUT at $370.0 | -0.615 | 0.0209 | 278 | 2023-04-21 | 10.1 - 10.9 | 10.7 | View |

## Vanguard SP 500 Etf Volatility Analysis

Volatility refers to the frequency at which Vanguard etf price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Vanguard's price changes. Investors will then calculate the volatility of Vanguard's etf to predict their future moves. A etf that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A etf with relatively stable price changes has low volatility. A highly volatile etf is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Vanguard's volatility:

### Historical Volatility

This type of etf volatility measures Vanguard's fluctuations based on previous trends. It's commonly used to predict Vanguard's future behavior based on its past. However, it cannot conclusively determine the future direction of the etf.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Vanguard's current market price. This means that the etf will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Vanguard's to be redeemed at a future date.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Vanguard SP 500 high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Vanguard closing price as input..

## Vanguard Projected Return Density Against Market

Considering the 90-day investment horizon the etf has the beta coefficient of 1.0324 . This entails Vanguard SP 500 market returns are highly reactive to returns on the market. As the market goes up or down, Vanguard is expected to follow.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Vanguard or Vanguard sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Vanguard's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Vanguard etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

The company has an alpha of 0.0815, implying that it can generate a 0.0815 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Vanguard Price Volatility?

Several factors can influence a etf's market volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Vanguard Etf Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Vanguard or Vanguard sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Vanguard's price will be affected by overall etf market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Vanguard etf's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Considering the 90-day investment horizon the coefficient of variation of Vanguard is 1472.01. The daily returns are distributed with a variance of 1.14 and standard deviation of 1.07. The mean deviation of Vanguard SP 500 is currently at 0.87. For similar time horizon, the selected benchmark (NYSE Composite) has volatility of 0.95

α | Alpha over NYSE Composite | 0.08 | |

β | Beta against NYSE Composite | 1.03 | |

σ | Overall volatility | 1.07 | |

Ir | Information ratio | 0.08 |

## Vanguard Etf Return Volatility

Vanguard historical daily return volatility represents how much of Vanguard etf's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The ETF has volatility of**1.0669%**on return distribution over 90 days investment horizon. By contrast, NYSE Composite accepts 0.9578% volatility on return distribution over the 90 days horizon.

Performance (%) |

Timeline |

## About Vanguard Volatility

Volatility is a rate at which the price of Vanguard or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Vanguard may increase or decrease. In other words, similar to Vanguard's beta indicator, it measures the risk of Vanguard and helps estimate the fluctuations that may happen in a short period of time. So if prices of Vanguard fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.The fund employs an indexing investment approach designed to track the performance of the Standard Poors 500 Index, a widely recognized benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies. SP 500 is traded on NYSEARCA Exchange in the United States.

Vanguard's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Vanguard Etf over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Vanguard's price varies over time.

## 3 ways to utilize Vanguard's volatility to invest better

Higher Vanguard's etf volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Vanguard SP 500 etf is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Vanguard SP 500 etf volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Vanguard SP 500 investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Vanguard's etf can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Vanguard's etf relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

## Vanguard Investment Opportunity

Vanguard SP 500 has a volatility of 1.07 and is 1.11 times more volatile than NYSE Composite.**9**of all equities and portfolios are less risky than Vanguard. Compared to the overall equity markets, volatility of historical daily returns of Vanguard SP 500 is lower than

**9 ()**of all global equities and portfolios over the last 90 days. Use Vanguard SP 500 to enhance the returns of your portfolios. Benchmarks are essential to demonstrate the utility of optimization algorithms. The etf experiences a moderate upward volatility. Check odds of Vanguard to be traded at $399.92 in 90 days.

### Almost no diversification

The correlation between Vanguard SP 500 and NYA is

**0.93**(i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard SP 500 and NYA in the same portfolio, assuming nothing else is changed.## Vanguard Additional Risk Indicators

The analysis of Vanguard's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Vanguard's investment and either accepting that risk or mitigating it. Along with some common measures of Vanguard etf's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | 0.0611 | |||

Market Risk Adjusted Performance | 0.0651 | |||

Mean Deviation | 0.8617 | |||

Semi Deviation | 0.9772 | |||

Downside Deviation | 1.04 | |||

Coefficient Of Variation | 1581.66 | |||

Standard Deviation | 1.06 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential etfs, we recommend comparing similar etfs with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Vanguard Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Vanguard as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Vanguard's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Vanguard's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Vanguard SP 500.

Check out World Market Map. To learn how to invest in Vanguard Etf please use our How to Invest in Vanguard guide. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

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The market value of Vanguard SP 500 is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard's value that differs from its market value or its book value, called intrinsic value, which is Vanguard's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard's market value can be influenced by many factors that don't directly affect Vanguard's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.