Vanguard Total Risk Analysis And Volatility

<div class='circular--portrait' style='background:#999999;color: white;font-size:4em;padding-top: 15px;;'>VA</div>
VSMPX -- USA Fund  

Low Volatility

We consider Vanguard Total very steady. Vanguard Total Stock owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1881 which indicates the organization had 0.1881% of return per unit of risk over the last 3 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Total Stock Market Ind which you can use to evaluate future volatility of the fund. Please validate Vanguard Total Semi Deviation of 0.3995, Coefficient Of Variation of 472.51 and Risk Adjusted Performance of 0.1031 to confirm if risk estimate we provide are consistent with the epected return of 0.109%.

90 Days Market Risk

Very steady

Chance of Distress

Very low

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Vanguard Total Market Sensitivity

As returns on market increase, Vanguard Total returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Total will be expected to be smaller as well.
3 Months Beta |Analyze Vanguard Total Stock Demand Trend
Check current 30 days Vanguard Total correlation with market (DOW)
β = 0.1891

Vanguard Total Central Daily Price Deviation

Vanguard Total Stock Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Vanguard Total Stock price series. View also all equity analysis or get more info about median price price transform indicator.

Vanguard Total Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Total has beta of 0.1891 . This entails as returns on market go up, Vanguard Total average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard Total Stock Market Ind will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0938 implying that it can potentially generate 0.0938% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Vanguard Total is 531.65. The daily returns are destributed with a variance of 0.34 and standard deviation of 0.58. The mean deviation of Vanguard Total Stock Market Ind is currently at 0.42. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.09
β
Beta against DOW=0.19
σ
Overall volatility
=0.58
Ir
Information ratio =0.0238

Vanguard Total Return Volatility

the fund shows 0.5795% volatility of returns over 30 trading days. the entity inherits 0.4792% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Vanguard Total Investment Opportunity

Vanguard Total Stock Market Ind has a volatility of 0.58 and is 1.21 times more volatile than DOW. of all equities and portfolios are less risky than Vanguard Total. Compared to the overall equity markets, volatility of historical daily returns of Vanguard Total Stock Market Ind is lower than 5 () of all global equities and portfolios over the last 30 days. Use Vanguard Total Stock Market Ind to protect your portfolios against small markets fluctuations. The mutual fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Vanguard Total to be traded at $146.59 in 30 days. . As returns on market increase, Vanguard Total returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Total will be expected to be smaller as well.

Vanguard Total correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total Stock Market In and equity matching DJI index in the same portfolio.

Vanguard Total Current Risk Indicators

Vanguard Total Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
Company logos by clearbit