Vanguard Japan (Ireland) Backtesting

IE0032915336 -- Ireland Fund  

USD 150.23  0.00  0.00%

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

Vanguard Japan 'What if' Analysis

November 19, 2018
0.00
No Change 0.00  0.0%
In 2 months and 1 day
January 18, 2019
0.00
If you would invest  0.00  in Vanguard Japan on November 19, 2018 and sell it all today you would earn a total of 0.00 from holding Vanguard Japan Gov Bd Idx Inv USD or generate 0.0% return on investment in Vanguard Japan over 60 days. The Fund seeks to provide returns consistent with the performance of the Barclay Capital Global Aggregate Japan Governme...

Vanguard Japan Upside/Downside Indicators

  

Vanguard Japan Market Premium Indicators

Vanguard Japan Gov Backtested Returns

Macroaxis considers Vanguard Japan not too risky given 2 months investment horizon. Vanguard Japan Gov owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.4635 which indicates the organization had 0.4635% of return per unit of risk over the last 2 months. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard Japan Gov Bd Idx Inv USD which you can use to evaluate future volatility of the fund. Please operate Vanguard Japan to confirm if our risk estimates are consistent with your expectations. The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Japan are completely uncorrelated. Although it is vital to follow to Vanguard Japan Gov current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Vanguard Japan Gov technical indicators you can presently evaluate if the expected return of 0.3587% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.47 
correlation synergy

Average predictability

Vanguard Japan Gov Bd Idx Inv USD has average predictability. Overlapping area represents the amount of predictability between Vanguard Japan time series from November 19, 2018 to December 19, 2018 and December 19, 2018 to January 18, 2019. 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 Japan Gov price movement. The serial correlation of 0.47 indicates that about 47.0% of current Vanguard Japan price fluctuation can be explain by its past prices.
Correlation Coefficient0.47
Spearman Rank Test0.5
Residual Average0.0
Price Variance3.12

Vanguard Japan Gov lagged returns against current returns

 Current and Lagged Values 
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Vanguard Japan regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Vanguard Japan Lagged Returns

 Regressed Prices 
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Current Sentiment - IE0032915336

Vanguard Japan Gov Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Vanguard Japan Gov Bd Idx Inv USD. What is your outlook on investing in Vanguard Japan Gov Bd Idx Inv USD? Are you bullish or bearish?
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Please also check Vanguard Japan Hype Analysis, Vanguard Japan Correlation, Portfolio Optimization, Vanguard Japan Volatility as well as analyze Vanguard Japan Alpha and Beta and Vanguard Japan Performance. Please also try Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.
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