VANGUARD Mutual Fund Alpha and Beta Analysis

VSTSX
 Fund
  

USD 195.42  0.14  0.07%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VANGUARD TOTAL STOCK. It also helps investors analyze the systematic and unsystematic risks associated with investing in VANGUARD TOTAL over a specified time horizon. Remember, high VANGUARD TOTAL'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 TOTAL Backtesting, Portfolio Optimization, VANGUARD TOTAL Correlation, VANGUARD TOTAL Hype Analysis, VANGUARD TOTAL Volatility, VANGUARD TOTAL History and analyze VANGUARD TOTAL Performance.
  
Please note that although VANGUARD TOTAL 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 TOTAL did 0.06  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 TOTAL STOCK fund's relative risk over its benchmark. VANGUARD TOTAL STOCK has a beta of 1.11  . Let's try to break down what VANGUARD's beta means in this case. VANGUARD TOTAL returns are very sensitive to returns on the market. As the market goes up or down, VANGUARD TOTAL is expected to follow.
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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 TOTAL Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VANGUARD TOTAL market risk premium is the additional return an investor will receive from holding VANGUARD TOTAL 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 TOTAL. 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 TOTAL's performance over market.
α-0.06   β1.11
90 days against NYA

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

VANGUARD TOTAL Market Price Analysis

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

VANGUARD TOTAL Return and Market Media

The median price of VANGUARD TOTAL for the period between Tue, Sep 6, 2022 and Mon, Dec 5, 2022 is 184.86 with a coefficient of variation of 3.81. The daily time series for the period is distributed with a sample standard deviation of 7.02, arithmetic mean of 184.13, and mean deviation of 6.05. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About VANGUARD TOTAL 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 TOTAL STOCK 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 TOTAL 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 TOTAL's short interest history, or implied volatility extrapolated from VANGUARD TOTAL options trading.

Build Portfolio with VANGUARD TOTAL

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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Align your risk with return expectations

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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 TOTAL Backtesting, Portfolio Optimization, VANGUARD TOTAL Correlation, VANGUARD TOTAL Hype Analysis, VANGUARD TOTAL Volatility, VANGUARD TOTAL History and analyze VANGUARD TOTAL Performance. You can also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running VANGUARD TOTAL STOCK price analysis, check to measure VANGUARD TOTAL'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 TOTAL is operating at the current time. Most of VANGUARD TOTAL's value examination focuses on studying past and present price action to predict the probability of VANGUARD TOTAL's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VANGUARD TOTAL's price. Additionally, you may evaluate how the addition of VANGUARD TOTAL to your portfolios can decrease your overall portfolio volatility.
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VANGUARD TOTAL 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, fund market cycles, or different charting patterns.
A focus of VANGUARD TOTAL technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of VANGUARD TOTAL 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...