Vanguard SRI Global Stock Instl EUR has Semi Deviation of 0.7095, Coefficient Of Variation of 892.5 and Risk Adjusted Performance of 0.1468. Vanguard SRI 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 SRI Global Stock Instl EUR which can be compared to its competition. Please validate Vanguard SRI Global 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 SRI is priced more or less accurately providing market reflects its prevalent price of 210.52 per share.
|Horizon||30 Days Login to change|
Vanguard SRI Global Technical Analysis
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Vanguard SRI Global Trend AnalysisUse this graph to draw trend lines for Vanguard SRI Global Stock Instl EUR. You can use it to identify possible trend reversals for Vanguard SRI 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 SRI price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Vanguard SRI Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Vanguard SRI Global Stock Instl EUR applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Vanguard SRI price change compared to its average price change.
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|Risk Adjusted Performance||0.1468|
|Market Risk Adjusted Performance||0.8837|
|Coefficient Of Variation||892.5|
|Total Risk Alpha||0.2692|
|Value At Risk||(1.78)|
|Expected Short fall||(1.34)|
Vanguard SRI Global One Year Return
Based on recorded statements Vanguard SRI Global Stock Instl EUR has One Year Return of 13.23%. This is 71.6% higher than that of the Vanguard Group (Ireland) Limited family, and 21.79% higher than that of Global Large-Cap Blend Equity category, The One Year Return for all funds is 475.22% lower than the firm.