Vanguard Glb (Ireland) Alpha and Beta Analysis Overview

F000003VEB -- Ireland Fund  

GBp 13,187  1.00  0.0076%

This module allows you to check different measures of market premium for Vanguard Glb Bd Idx GBP Hdg as well as systematic risk associated with investing in Vanguard Glb over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Vanguard Glb Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.035875

Jensen Alpha  

0.002012

Total Risk Alpha  

0.021225

Sortino Ratio  

0.0

Treynor Ratio  

0.1285

Vanguard Glb Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard Glb to competition

Vanguard Glb Fundamental Vs Peers

FundamentalsVanguard GlbPeer Average
Minimum Initial Investment100 K8.09 M
Last Dividend Paid0.61.05
Cash Position Weight1.92 % 14.48 %
Bond Positions Weight95.00 % 14.72 %

Vanguard Glb Opportunities

Vanguard Glb Return and Market Media

The median price of Vanguard Glb for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 13183.0 with a coefficient of variation of 82.29. The daily time series for the period is distributed with a sample standard deviation of 6677.69, arithmetic mean of 8115.31, and mean deviation of 6242.54. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000003VEB

Vanguard Glb Bd Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Vanguard Glb Bd Idx GBP Hdg. What is your outlook on investing in Vanguard Glb Bd Idx GBP Hdg? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
Search macroaxis.com