Vanguard SRI (Ireland) Alpha and Beta Analysis

This module allows you to check different measures of market premium for Vanguard SRI Global Stock Instl EUR as well as systematic risk associated with investing in Vanguard SRI over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Run Premiums

Vanguard SRI Market Premiums

α0.00   β0.00
30 days against DJI

Vanguard SRI Fundamentals

 Better Than Average     
 Worse Than Average Compare Vanguard SRI to competition

Vanguard SRI Fundamental Vs Peers

FundamentalsVanguard SRIPeer Average
Price to Earning16.68X7.60X
Price to Book1.86X1.04X
Price to Sales1.34X1.03X
One Year Return13.23% 2.30%
Three Year Return9.18% 3.97%
Five Year Return10.70% 1.27%
Net Asset841.77M1.37B

Vanguard SRI Opportunities

Vanguard SRI Return and Market Media

The median price of Vanguard SRI for the period between Tue, Dec 18, 2018 and Sat, Feb 16, 2019 is 187.96 with a coefficient of variation of 90.11. The daily time series for the period is distributed with a sample standard deviation of 97.37, arithmetic mean of 108.05, and mean deviation of 95.49. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00B5456744

Vanguard SRI Global Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Vanguard SRI Global Stock Instl EUR. What is your outlook on investing in Vanguard SRI Global Stock Instl EUR? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.