Vanguard Mega Cap Etf Alpha and Beta Analysis
| MGK Etf | USD 335.90 0.01 0% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Mega Cap. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Mega over a specified time horizon. Remember, high Vanguard Mega'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 Mega's market risk premium analysis include:
Beta 0.88 | Alpha (0) | Risk 1.07 | Sharpe Ratio 0.11 | Expected Return 0.12 |
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 |
Vanguard Mega Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Mega market risk premium is the additional return an investor will receive from holding Vanguard Mega 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 Mega. 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 Mega's performance over market.| α | -0.0037 | β | 0.88 |
Vanguard Mega 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 Mega's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Mega performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Mega Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Mega 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 Mega shares will generate the highest return on investment. By understating and applying Vanguard Mega etf market price indicators, traders can identify Vanguard Mega position entry and exit signals to maximize returns.
Vanguard Mega Return and Market Media
The median price of Vanguard Mega for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 322.59 with a coefficient of variation of 3.17. The daily time series for the period is distributed with a sample standard deviation of 10.22, arithmetic mean of 322.38, and mean deviation of 8.19. The Etf received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Plancorp LLC Cuts Stake in Vanguard Mega Cap Growth ETF | 09/17/2024 |
2 | Beyond Nvidia and Meta Platforms 1 Spectacular Vanguard ETF to Buy Now | 10/08/2024 |
3 | Want to Buy Nvidia, Microsoft, and Apple Consider This Vanguard Growth ETF | 10/14/2024 |
4 | 1 Vanguard Index Fund Heavy on Magnificent Seven Stocks Could Turn 500 per Month Into 500,000 | 10/24/2024 |
5 | 1 Supercharged Vanguard Fund That Can Turn 275 Per Month Into More Than 1 Million | 10/29/2024 |
6 | Vestor Capital LLC Takes 98,000 Position in Vanguard Mega Cap Growth ETF | 11/04/2024 |
7 | Platform Technology Partners Sells 88 Shares of Vanguard Mega Cap Growth ETF | 11/12/2024 |
8 | The Smartest Megacap Growth ETF to Buy With 500 Right Now | 11/19/2024 |
9 | 49 Wealth Management LLC Buys 74 Shares of Vanguard Mega Cap Growth ETF | 11/22/2024 |
About Vanguard Mega 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 Mega Cap 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 Mega 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 Mega's short interest history, or implied volatility extrapolated from Vanguard Mega options trading.
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Check out Vanguard Mega Backtesting, Portfolio Optimization, Vanguard Mega Correlation, Vanguard Mega Hype Analysis, Vanguard Mega Volatility, Vanguard Mega History and analyze Vanguard Mega Performance. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Vanguard Mega 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.