Macroaxis considers Vanguard Windsor to be not too risky. Vanguard Windsor Admiral
owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0597 which indicates Vanguard Windsor Admiral
had -0.0597% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators
. Vanguard Windsor Admiral exposes twenty-one different technical indicators
which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard Windsor Coefficient Of Variation
of 2,423 and Risk Adjusted Performance of 0.023751 to confirm risk estimate we provide. The entity has beta of -0.2045 which indicates as returns on market increase, returns on owning Vanguard Windsor are expected to decrease at a much smaller rate. During bear market, Vanguard Windsor is likely to outperform the market.. Even though it is essential to pay attention to Vanguard Windsor Admiral current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard Windsor Admiral exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.80) |
Almost perfect reverse predictability
Vanguard Windsor Admiral has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Vanguard Windsor time series from July 18, 2018 to August 2, 2018 and August 2, 2018 to August 17, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Windsor Admiral price movement. The serial correlation of -0.8 indicates that around 80.0% of current Vanguard Windsor price fluctuation can be explain by its past prices. Given that Vanguard Windsor Admiral has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Vanguard Windsor for similar time interval.
|Correlation Coefficient|| -0.8|
|Spearman Rank Test|| -0.06|
|Price Variance|| 0.33|
|Lagged Price Variance|| 0.14|