Vanguard US (Ireland) Alpha and Beta Analysis Overview

F00000PKSJ -- Ireland Fund  

GBp 32,120  144.00  0.45%

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

Vanguard US Market Premiums

α1.51β0.9
30 days against DJI
Risk Adjusted Performance  

0.1692

Jensen Alpha  

0.9502

Total Risk Alpha  

0.3211

Sortino Ratio  

0.0

Treynor Ratio  

0.97

Vanguard US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard US to competition

Vanguard US Fundamental Vs Peers

FundamentalsVanguard USPeer Average
Net Asset1.14 B1.37 B
Minimum Initial Investment100 K8.09 M
Last Dividend Paid4.751.05
Cash Position Weight0.06 % 14.48 %
Equity Positions Weight99.19 % 40.68 %
Bond Positions Weight0.01 % 14.72 %

Vanguard US Opportunities

Vanguard US Return and Market Media

The median price of Vanguard US for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 27645.0 with a coefficient of variation of 86.25. The daily time series for the period is distributed with a sample standard deviation of 14946.04, arithmetic mean of 17329.3, and mean deviation of 13863.44. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PKSJ

Vanguard US Eq Investor Sentiment
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