|Horizon||30 Days Login to change|
Vanguard SRI Market Sensitivity
Vanguard SRI Global Technical Analysis
Vanguard SRI Projected Return Density Against MarketAssuming 30 trading days horizon, Vanguard SRI has beta of 0.0035 . This indicates as returns on market go up, Vanguard SRI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard SRI Global Stock Instl EUR will be expected to be much smaller as well. Moreover, Vanguard SRI Global Stock Instl EUR has an alpha of 0.0056 implying that it can potentially generate 0.0056% excess return over DOW after adjusting for the inherited market risk (beta).
Vanguard SRI Return VolatilityVanguard SRI Global Stock Instl EUR accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.