Vanguard SRI (Ireland) Alpha and Beta Analysis Overview

IE00B5456744 -- Ireland Fund  

EUR 212.46  0.18  0.08%

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
Symbol
Run Premiums

Vanguard SRI Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.1029

Jensen Alpha  

0.3256

Total Risk Alpha  

0.18

Sortino Ratio  

0.0

Treynor Ratio  

0.40

Vanguard SRI Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Vanguard SRI to competition

Vanguard SRI Fundamental Vs Peers

FundamentalsVanguard SRIPeer Average
Price to Earning16.68 times7.60 times
Price to Book1.86 times1.04 times
Price to Sales1.34 times1.03 times
One Year Return13.23 % 2.30 %
Three Year Return9.18 % 3.97 %
Five Year Return10.70 % 1.27 %
Net Asset841.77 M1.37 B

Vanguard SRI Opportunities

Vanguard SRI Return and Market Media

The median price of Vanguard SRI for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 0.0 with a coefficient of variation of 257.67. The daily time series for the period is distributed with a sample standard deviation of 70.66, arithmetic mean of 27.42, and mean deviation of 47.36. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B5456744

Vanguard SRI Global Investor Sentiment

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