As of 19 of July Vanguard has Semi Deviation of 2.36, Coefficient Of Variation of 670.16 and Risk Adjusted Performance of 0.1065. Vanguard technical analysis provides you with the way to harness past market data to determine a pattern that measures the direction of the fund future prices. In other words you can use this information to find out if the fund will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Vanguard US Gov Bond Index GBP Hg Acc which can be compared to its competition. Please validate Vanguard US Gov Standard Deviation and the relationship between Variance and Jensen AlphaStandard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Vanguard is priced more or less accurately providing market reflects its prevalent price of 10492.0 per share.
|Horizon||30 Days Login to change|
Vanguard US Gov Technical Analysis
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Vanguard US Gov Trend AnalysisUse this graph to draw trend lines for Vanguard US Gov Bond Index GBP Hg Acc. You can use it to identify possible trend reversals for Vanguard as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Vanguard price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Vanguard Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Vanguard US Gov Bond Index GBP Hg Acc applied against its price change over selected period. The best fit line has a slop of 17.12 % which may suggest that Vanguard US Gov Bond Index GBP Hg Acc market price will keep on failing further. It has 72 observation points and a regression sum of squares at 2278523.55, which is the sum of squared deviations for the predicted Vanguard price change compared to its average price change.
Vanguard July 19, 2019 Technical Indicators
|Risk Adjusted Performance||0.1065|
|Market Risk Adjusted Performance||3.04|
|Coefficient Of Variation||670.16|
|Total Risk Alpha||(48.00)|
|Value At Risk||(1.22)|
|Expected Short fall||(582.84)|
Vanguard July 19, 2019 Daily Price Condition
|Daily Balance Of Power||0.50|
|Rate Of Daily Change||1.00|
|Day Median Price||10,492|
|Day Typical Price||10,492|
|Price Action Indicator||3.00|
|Market Facilitation Index||12.00|