|Horizon||30 Days Login to change|
Vanguard SRI Market Sensitivity
|As returns on market increase, returns on owning Vanguard SRI are expected to decrease at a much smaller rate. During bear market, Vanguard SRI is likely to outperform the market.One Month Beta |Analyze Vanguard SRI Global Demand TrendCheck current 30 days Vanguard SRI correlation with market (DOW)|
β = -0.6903
Vanguard SRI Global Technical Analysis
Vanguard SRI Projected Return Density Against MarketAssuming 30 trading days horizon, Vanguard SRI Global Stock Instl EUR has beta of -0.6903 . This indicates as returns on benchmark increase, returns on holding Vanguard SRI are expected to decrease at a much smaller rate. During bear market, however, Vanguard SRI Global Stock Instl EUR is likely to outperform the market. Moreover, Vanguard SRI Global Stock Instl EUR has an alpha of 0.3086 implying that it can potentially generate 0.3086% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Vanguard SRI Return VolatilityVanguard SRI Global Stock Instl EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.