|Horizon||30 Days Login to change|
Vanguard Glb Market Sensitivity
|As returns on market increase, returns on owning Vanguard Glb are expected to decrease at a much smaller rate. During bear market, Vanguard Glb is likely to outperform the market.One Month Beta |Analyze Vanguard Glb Bd Demand TrendCheck current 30 days Vanguard Glb correlation with market (DOW)|
β = -0.1318
Vanguard Glb Bd Technical Analysis
Vanguard Glb Projected Return Density Against MarketAssuming 30 trading days horizon, Vanguard Glb Bd Idx Inv EUR Hdg has beta of -0.1318 suggesting as returns on benchmark increase, returns on holding Vanguard Glb are expected to decrease at a much smaller rate. During bear market, however, Vanguard Glb Bd Idx Inv EUR Hdg is likely to outperform the market. Moreover, Vanguard Glb Bd Idx Inv EUR Hdg has an alpha of 0.04 implying that it can potentially generate 0.04% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Vanguard Glb Return VolatilityVanguard Glb Bd Idx Inv EUR Hdg accepts 0.5557% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.