Industry description
The investment seeks to provide long-term capital appreciation while limiting exposure to general stock market risk.
The fund follows a market neutral strategy, which the managers define as a strategy designed to produce a portfolio that is neutral with respect to general stock market risk (sometimes referred to as beta neutrality). Beta is a measure of a portfolio's volatility relative to the volatility of the general stock market. The fund, as a whole, does not seek to adhere to any other definition of market neutrality.
Market Cap
The average market capitalization across the Vanguard Market Neutral I MF is 4.54B. The market cap for tickers in the group ranges from 1.21B to 7.85B. COKE holds the highest valuation in this group at 7.85B. The lowest valued company is MXL at 1.21B.
Volume
The average weekly volume growth across all stocks in the Vanguard Market Neutral I MF was -36%. For the same stocks of the MF, the average monthly volume growth was -23% and the average quarterly volume growth was -13%
Fundamental Analysis Ratings
The average fundamental analysis ratings, where 1 is best and 100 is worst, are as follows
Valuation Rating: 76
P/E Growth Rating: 63
Price Growth Rating: 44
SMR Rating: 70
Profit Risk Rating: 54
Seasonality Score: 14 (-100 ... +100)