Vanguard European (Ireland) Backtesting

IE0007987708 -- Ireland Fund  

EUR 19.30  1.00  4.93%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Vanguard European Stk Idx Inst EUR and determine expected loss or profit from investing in Vanguard European over given investment horizon. Please also check Vanguard European Hype Analysis, Vanguard European Correlation, Portfolio Optimization, Vanguard European Volatility as well as analyze Vanguard European Alpha and Beta and Vanguard European Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Vanguard European 'What if' Analysis

June 16, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 16, 2018
0.00
If you would invest  0.00  in Vanguard European on June 16, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard European Stk Idx Inst EUR or generate 0.0% return on investment in Vanguard European over 30 days. The Fund seeks to provide long-term growth of capital by tracking the performance of the Morgan Stanley Capital Internat...

Vanguard European Upside/Downside Indicators

  

Vanguard European Market Premium Indicators

Vanguard European Stk Backtested Returns

Macroaxis considers Vanguard European to be not very risky. Vanguard European Stk owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2309 which indicates Vanguard European Stk had -0.2309% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Vanguard European Stk Idx Inst EUR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vanguard European to confirm risk estimate we provide. The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard European are completely uncorrelated. Even though it is essential to pay attention to Vanguard European Stk current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vanguard European Stk Idx Inst EUR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Vanguard European Stk Idx Inst EUR has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard European time series from June 16, 2018 to July 1, 2018 and July 1, 2018 to July 16, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard European Stk price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vanguard European price fluctuation can be explain by its past prices.
Spearman Rank Test -0.3
Price Variance 0.13
Lagged Price Variance 0.23
Average Price 19.98

Vanguard European Stk lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard European regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard European Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Vanguard European Hype Analysis, Vanguard European Correlation, Portfolio Optimization, Vanguard European Volatility as well as analyze Vanguard European Alpha and Beta and Vanguard European Performance. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.