Vanguard Value Correlations

Etfs . USA . 
Etf . Vanguard Value Index
VTV Etf  USD 177.66  0.29  0.16%   
The current 90-days correlation between Vanguard Value Index and Vanguard Growth Index is 0.71 (i.e., Poor diversification). The correlation of Vanguard Value is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Vanguard Value Correlation With Market

Almost no diversification

The correlation between Vanguard Value Index and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Value Index and DJI in the same portfolio, assuming nothing else is changed.
  
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Value Index. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate.

Moving together with Vanguard Etf

  0.77VYM Vanguard High DividendPairCorr
  0.77IWD iShares Russell 1000 Sell-off TrendPairCorr
  0.77DGRO iShares Core DividendPairCorr
  0.77IVE iShares SP 500PairCorr
  0.71DVY iShares Select DividendPairCorr
  0.77SPYV SPDR Portfolio SPPairCorr
  0.72FVD First Trust ValuePairCorr
  0.77IUSV iShares Core SPPairCorr
  0.69NOBL ProShares SP 500PairCorr
  0.99VTI Vanguard Total Stock Sell-off TrendPairCorr
  0.99SPY SPDR SP 500 Sell-off TrendPairCorr
  0.99IVV iShares Core SP Sell-off TrendPairCorr
  0.66BND Vanguard Total BondPairCorr
  0.97VUG Vanguard Growth IndexPairCorr
  0.98VO Vanguard Mid CapPairCorr
  0.95VEA Vanguard FTSE DevelopedPairCorr
  0.98VB Vanguard Small CapPairCorr
  0.91GE GE Aerospace Earnings Call TomorrowPairCorr
  0.65XOM Exxon Mobil CorpPairCorr
  0.97AXP American ExpressPairCorr
  0.93IBM International Business Earnings Call This WeekPairCorr
  0.92AA Alcoa CorpPairCorr
  0.9BA BoeingPairCorr
  0.81INTC Intel Earnings Call This WeekPairCorr
  0.97CSCO Cisco SystemsPairCorr
  0.94DIS Walt DisneyPairCorr
  0.96MSFT MicrosoftPairCorr
  0.9PFE Pfizer IncPairCorr
  0.91MMM 3M CompanyPairCorr
  0.91DD Dupont De NemoursPairCorr

Moving against Vanguard Etf

  0.68MCD McDonaldsPairCorr
  0.34VZ Verizon Communications Earnings Call TodayPairCorr

Related Correlations Analysis

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Vanguard Value Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Value ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Value's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

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