Vanguard FTSE (Germany) Alpha and Beta Analysis
| VWCE Etf | EUR 134.18 0.42 0.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard FTSE All World. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard FTSE over a specified time horizon. Remember, high Vanguard FTSE'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 FTSE's market risk premium analysis include:
Beta 0.53 | Alpha 0.0948 | Risk 0.71 | Sharpe Ratio 0.16 | Expected Return 0.11 |
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.
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Vanguard FTSE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard FTSE market risk premium is the additional return an investor will receive from holding Vanguard FTSE 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 FTSE. 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 FTSE's performance over market.| α | 0.09 | β | 0.53 |
Vanguard FTSE 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 FTSE's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard FTSE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard FTSE Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard FTSE 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 FTSE shares will generate the highest return on investment. By understating and applying Vanguard FTSE etf market price indicators, traders can identify Vanguard FTSE position entry and exit signals to maximize returns.
Vanguard FTSE Return and Market Media
The median price of Vanguard FTSE for the period between Thu, Sep 26, 2024 and Wed, Dec 25, 2024 is 130.94 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 3.87, arithmetic mean of 130.74, and mean deviation of 3.42. The Etf did not receive any noticable media coverage during the period. Price Growth (%) |
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About Vanguard FTSE 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 FTSE All 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 FTSE 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 FTSE's short interest history, or implied volatility extrapolated from Vanguard FTSE options trading.
Build Portfolio with Vanguard FTSE
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.Build Diversified Portfolios
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Additional Information and Resources on Investing in Vanguard Etf
When determining whether Vanguard FTSE All is a strong investment it is important to analyze Vanguard FTSE'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 FTSE's future performance. For an informed investment choice regarding Vanguard Etf, refer to the following important reports:Check out Vanguard FTSE Backtesting, Portfolio Optimization, Vanguard FTSE Correlation, Vanguard FTSE Hype Analysis, Vanguard FTSE Volatility, Vanguard FTSE History and analyze Vanguard FTSE Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Vanguard FTSE 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.