Vanguard Consumer Discretionary Etf Alpha and Beta Analysis
| VCR Etf | USD 359.61 9.95 2.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanguard Consumer Discretionary. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanguard Consumer over a specified time horizon. Remember, high Vanguard Consumer'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 Consumer's market risk premium analysis include:
Beta 1.28 | Alpha 0.005786 | Risk 1.25 | Sharpe Ratio 0.12 | Expected Return 0.15 |
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 Consumer Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanguard Consumer market risk premium is the additional return an investor will receive from holding Vanguard Consumer 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 Consumer. 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 Consumer's performance over market.| α | 0.01 | β | 1.28 |
Vanguard Consumer 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 Consumer's Buy-and-hold return. Our buy-and-hold chart shows how Vanguard Consumer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanguard Consumer Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanguard Consumer 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 Consumer shares will generate the highest return on investment. By understating and applying Vanguard Consumer etf market price indicators, traders can identify Vanguard Consumer position entry and exit signals to maximize returns.
Vanguard Consumer Return and Market Media
The median price of Vanguard Consumer for the period between Mon, May 5, 2025 and Sun, Aug 3, 2025 is 358.34 with a coefficient of variation of 3.73. The daily time series for the period is distributed with a sample standard deviation of 13.32, arithmetic mean of 357.14, and mean deviation of 9.68. The Etf received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Comerica Bank Has 2.80 Million Position in Vanguard Consumer Discretionary ETF | 05/08/2025 |
2 | Should You Invest in the First Trust Consumer Discretionary AlphaDEX ETF | 06/04/2025 |
3 | Consumer Discretionary ETFs Set for a Comeback | 06/11/2025 |
4 | Vanguard Consumer Discretionary ETF Shares Sold by DHJJ Financial Advisors Ltd. | 06/18/2025 |
5 | Nvest Financial LLC Has 652,000 Stock Holdings in Vanguard Consumer Discretionary ETF | 06/26/2025 |
6 | Should You Invest in the Vanguard Consumer Discretionary ETF | 07/08/2025 |
7 | Apollon Financial LLC Has 5.41 Million Holdings in Vanguard Consumer Discretionary ETF | 07/14/2025 |
8 | Vanguard Consumer Discretionary ETF Shares Sold by Wealthfront Advisers LLC | 07/21/2025 |
9 | Birchcreek Wealth Management LLC Sells 38 Shares of Vanguard Consumer Discretionary ETF | 07/24/2025 |
10 | Vanguard Consumer Discretionary ETF Shares Sold by Sound View Wealth Advisors Group LLC | 08/01/2025 |
About Vanguard Consumer 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 Consumer 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 Consumer 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 Consumer's short interest history, or implied volatility extrapolated from Vanguard Consumer options trading.
Build Portfolio with Vanguard Consumer
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Check out Vanguard Consumer Backtesting, Portfolio Optimization, Vanguard Consumer Correlation, Vanguard Consumer Hype Analysis, Vanguard Consumer Volatility, Vanguard Consumer History and analyze Vanguard Consumer Performance. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Vanguard Consumer 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.