Vanguard Japan (Ireland) Backtesting

IE0032915336 -- Ireland Fund  

USD 146.00  1.00  0.68%

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

May 18, 2019
0.00
No Change 0.00  0.0%
In 2 months and 1 day
July 17, 2019
0.00
If you would invest  0.00  in Vanguard Japan on May 18, 2019 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

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 validate Vanguard Japan to confirm if risk estimate we provide are consistent with the epected return of 0.0%. The entity has beta of 0.0 which indicates the returns on MARKET and Vanguard Japan are completely uncorrelated. Although it is extremely important to respect Vanguard Japan Gov current price movements, it is better to be realistic regarding the information on 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 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

Vanguard Japan Gov Bd Idx Inv USD has no correlation between past and present. Overlapping area represents the amount of predictability between Vanguard Japan time series from May 18, 2019 to June 17, 2019 and June 17, 2019 to July 17, 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 0.0 indicates that just 0.0% of current Vanguard Japan price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Vanguard Japan Gov lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Vanguard Japan regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Vanguard Japan Lagged Returns

 Regressed Prices 
      Timeline 

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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 Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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