Vanguard Glb (Ireland) Risk Analysis And Volatility Evaluation

F000003VEB -- Ireland Fund  

GBp 13,187  1.00  0.0076%

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 Glb Bd Idx GBP Hdg which you can use to evaluate future volatility of the fund. Please validate Vanguard Glb Coefficient Of Variation of 8296.18 and Risk Adjusted Performance of 0.06 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Vanguard Glb Market Sensitivity

As returns on market increase, Vanguard Glb returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Glb will be expected to be smaller as well.
One Month Beta |Analyze Vanguard Glb Bd Demand Trend
Check current 30 days Vanguard Glb correlation with market (DOW)
β = 0.0197

Vanguard Glb Central Daily Price Deviation

Vanguard Glb Bd Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Vanguard Glb Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Glb has beta of 0.0197 suggesting as returns on market go up, Vanguard Glb average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard Glb Bd Idx GBP Hdg will be expected to be much smaller as well. Additionally, Vanguard Glb Bd Idx GBP Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0066
β
Beta against DOW=0.0197
σ
Overall volatility
=0.00
Ir
Information ratio =0.48

Vanguard Glb Return Volatility

Vanguard Glb Bd Idx GBP Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vanguard Glb Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Vanguard Glb Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than Vanguard Glb Bd Idx GBP Hdg. 0% of all equities and portfolios are less risky than Vanguard Glb. Compared to the overall equity markets, volatility of historical daily returns of Vanguard Glb Bd Idx GBP Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vanguard Glb Bd Idx GBP Hdg to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Vanguard Glb to be traded at p;13846.35 in 30 days. As returns on market increase, Vanguard Glb returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard Glb will be expected to be smaller as well.

Vanguard Glb correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Glb Bd Idx GBP Hdg In and equity matching DJI index in the same portfolio.

Vanguard Glb Volatility Indicators

Vanguard Glb Bd Idx GBP Hdg Current Risk Indicators

Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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