Vanguard (Ireland) Alpha and Beta Analysis Overview

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 over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Vanguard Market Premiums

α0.49β0.006
30 days against DJI
Risk Adjusted Performance  

0.43

Jensen Alpha  

0.9222

Total Risk Alpha  

1.4

Sortino Ratio  

0.0

Treynor Ratio  

2.53

Vanguard Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard to competition

Vanguard Fundamental Vs Peers

FundamentalsVanguardPeer 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 Opportunities

Vanguard Return and Market Media

The median price of Vanguard for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 29361.0 with a coefficient of variation of 69.97. The daily time series for the period is distributed with a sample standard deviation of 14491.75, arithmetic mean of 20710.38, and mean deviation of 12943.98. 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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