The entity has beta of 0.1068 which indicates as returns on market increase, Vanguard SRI returns are expected to increase less than the market. However during bear market, the loss on holding Vanguard SRI will be expected to be smaller as well. Although it is extremely important to respect Vanguard SRI Global 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 SRI Global technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
Vanguard SRI Global Relative Risk vs. Return LandscapeIf you would invest 21,052 in Vanguard SRI Global Stock Instl EUR on January 18, 2019 and sell it today you would earn a total of 0.00 from holding Vanguard SRI Global Stock Instl EUR or generate 0.0% return on investment over 30 days. Vanguard SRI Global Stock Instl EUR is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than Vanguard SRI and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Vanguard SRI Current Valuation
Vanguard SRI is Unknown risk asset. Vanguard SRI Global current Real Value cannot be determined due to lack of data. The regular price of Vanguard SRI Global is 210.52. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Vanguard SRI Global from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.
Vanguard SRI Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days Vanguard SRI Global Stock Instl EUR has generated negative risk-adjusted returns adding no value to fund investors.