|Time Horizon||30 Days Login to change|
Vanguard SRI Global Technical Analysis
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 1.37 % which means Vanguard SRI Global Stock Instl EUR will continue generating value for investors. It has 34 observation points and a regression sum of squares at 1526.62, which is the sum of squared deviations for the predicted Vanguard SRI price change compared to its average price change.
|Risk Adjusted Performance||0.043052|
|Market Risk Adjusted Performance||0.1821|
|Coefficient Of Variation||2,985|
|Total Risk Alpha||0.044322|
|Value At Risk||0.19|