Vanguard Glb (Ireland) Alpha and Beta Analysis Overview

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

Vanguard Glb Market Premiums

α0.09β0.02
30 days against DJI
Risk Adjusted Performance  

0.1641

Jensen Alpha  

0.0172

Total Risk Alpha  

0.0074

Sortino Ratio  

0.0

Treynor Ratio  

0.8044

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
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 Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 101.48 with a coefficient of variation of 106.9. The daily time series for the period is distributed with a sample standard deviation of 54.32, arithmetic mean of 50.81, and mean deviation of 50.81. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VIK1

Vanguard Glb Bd Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Vanguard Glb Bd Idx Inv EUR Hdg. What is your outlook on investing in Vanguard Glb Bd Idx Inv EUR 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 Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">