Vanguard Mutual Fund Alpha and Beta Analysis

VITVX
 Fund
  

USD 23.40  0.00  0.00%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Institutional Target. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Institutional over a specified time horizon. Remember, high Vanguard Institutional'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 World Market Map.
  
Please note that although Vanguard Institutional 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 Institutional did 0.17  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 Institutional Target fund's relative risk over its benchmark. Vanguard Institutional has a beta of 0.0078  . Let's try to break down what Vanguard's beta means in this case. As returns on the market increase, returns on owning Vanguard Institutional are expected to decrease at a much lower rate. During the bear market, Vanguard Institutional 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 Institutional Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Institutional market risk premium is the additional return an investor will receive from holding Vanguard Institutional 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 Institutional. 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 Institutional's performance over market.
α-0.17   β-0.0078
90 days against DJI

Vanguard Institutional Fundamentals Vs Peers

Comparing Vanguard Institutional's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Vanguard Institutional's direct or indirect competition across all of the common fundamentals between Vanguard Institutional and the related equities. This way, we can detect undervalued stocks with similar characteristics as Vanguard Institutional or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Vanguard Institutional's fundamental indicators could also be used in its relative valuation, which is a method of valuing Vanguard Institutional by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Vanguard Institutional to competition
FundamentalsVanguard InstitutionalPeer Average
Price to Earning17.16 X6.53 X
Price to Book1.97 X0.74 X
Price to Sales1.39 X0.61 X
One Year Return7.27 %4.15 %
Three Year Return5.39 %3.60 %
Net Asset10.05 B4.11 B
Minimum Initial Investment5 M976.16 K

Vanguard Institutional Opportunities

Vanguard Institutional Return and Market Media

The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Vanguard Institutional 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 funds. Alpha measures the amount that position in Vanguard Institutional 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 Institutional 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 Institutional's short interest history, or implied volatility extrapolated from Vanguard Institutional options trading.

Build Portfolio with Vanguard Institutional

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 World Market Map. Note that the Vanguard Institutional information on this page should be used as a complementary analysis to other Vanguard Institutional'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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Other Tools for Vanguard Mutual Fund

When running Vanguard Institutional price analysis, check to measure Vanguard Institutional'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 Institutional is operating at the current time. Most of Vanguard Institutional's value examination focuses on studying past and present price action to predict the probability of Vanguard Institutional's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard Institutional's price. Additionally, you may evaluate how the addition of Vanguard Institutional to your portfolios can decrease your overall portfolio volatility.
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