Vanguard Glb (Ireland) Risk Analysis And Volatility Evaluation

F00000VIK1 -- Ireland Fund  

EUR 100.55  0.16  0.16%

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 Inv EUR Hdg which you can use to evaluate future volatility of the fund. Please validate Vanguard Glb Coefficient Of Variation of 5,613 and Risk Adjusted Performance of 0.08 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 = 0.0169
Vanguard Glb Central Price Deviations

Vanguard Glb Bd Technical Analysis

Transformation
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Vanguard Glb Projected Return Density Against Market

Assuming 30 trading days horizon, Vanguard Glb has beta of 0.0169 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 Inv EUR Hdg will be expected to be much smaller as well. Additionally, Vanguard Glb Bd Idx Inv EUR 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
=0.01
β
Beta against DOW=0.0169
σ
Overall volatility
=0.00
Ir
Information ratio =0.006

Vanguard Glb Return Volatility

Vanguard Glb Bd Idx Inv EUR Hdg accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% 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 1.24 and is 9.223372036854776E16 times more volatile than Vanguard Glb Bd Idx Inv EUR 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 Inv EUR Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vanguard Glb Bd Idx Inv EUR Hdg to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Vanguard Glb to be traded at €99.54 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
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Glb Bd Idx Inv EUR Hd and equity matching DJI index in the same portfolio.

Vanguard Glb Volatility Indicators

Vanguard Glb Bd Idx Inv EUR Hdg Current Risk Indicators

Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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