Vanguard (Ireland) Alpha and Beta Analysis Overview

F00000SK63 -- Ireland Fund  

GBp 10,234  22.00  0.21%

This module allows you to check different measures of market premium for Vanguard US Gov Bond Index GBP Hg 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

α0.14β0.035
30 days against DJI
Risk Adjusted Performance  

0.088

Jensen Alpha  

0.0275

Total Risk Alpha  

0.0447

Sortino Ratio  

0.0

Treynor Ratio  

0.5442

Vanguard Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard to competition

Vanguard Fundamental Vs Peers

FundamentalsVanguardPeer Average
Minimum Initial Investment100 K8.09 M
Last Dividend Paid0.511.05
Cash Position Weight3.10 % 14.48 %
Bond Positions Weight96.90 % 14.72 %

Vanguard Opportunities

Vanguard Return and Market Media

The median price of Vanguard for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 10312.0 with a coefficient of variation of 93.44. The daily time series for the period is distributed with a sample standard deviation of 5295.01, arithmetic mean of 5666.91, and mean deviation of 5151.74. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000SK63

Vanguard US Gov Investor Sentiment

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