Vanguard Conservative Coefficient Of Variation

VCNS Etf  CAD 31.79  0.14  0.44%   
This technical indicator view for Coefficient Of Variation organizes signals for Vanguard Conservative ETF and comparable instruments. Data availability can vary by region and feed; Equity Screeners provides broader screening access. Review World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Vanguard Conservative ETF inside the allocation mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in inflation.
  
Vanguard Conservative ETF has current Coefficient Of Variation of -2,682. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as the variation coefficient or simply unitized risk. The absolute value of the Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.

Coefficient Of Variation

 = 

STD

ER

 = 
-2,682
ER = Expected return on investing in Vanguard Conservative
STD =   Standard Deviation of returns on Vanguard Conservative

Vanguard Conservative Coefficient Of Variation Peers Comparison

Vanguard Coefficient Of Variation Relative To Other Indicators

Vanguard Conservative ETF is rated below average. in coefficient of variation as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
CV is the measure of price and return dispersion, sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as a percentage, in which case the CV is multiplied by 100. Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices, and the more riskier is the asset.
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