Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Vanguard SRI Global Stock Instl EUR which you can use to evaluate future volatility of the fund. Please validate Vanguard SRI Coefficient Of Variation of 892.5, Semi Deviation of 0.7095 and Risk Adjusted Performance of 0.1958 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Vanguard SRI Market Sensitivity
|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. 2 Months Beta |Analyze Vanguard SRI Global Demand TrendCheck current 30 days Vanguard SRI correlation with market (DOW)|
β = 0.1068
Vanguard SRI Central Daily Price Deviation
Vanguard SRI Global Technical Analysis
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Vanguard SRI Projected Return Density Against MarketAssuming 30 trading days horizon, Vanguard SRI has beta of 0.1068 . 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, The company has an alpha of 0.115 implying that it can potentially generate 0.115% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.12|
|Beta against DOW||=||0.11|
Vanguard SRI Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Vanguard SRI Global Stock Instl EUR. 0% of all equities and portfolios are less risky than Vanguard SRI. Compared to the overall equity markets, volatility of historical daily returns of Vanguard SRI Global Stock Instl EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vanguard SRI Global Stock Instl EUR to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Vanguard SRI to be traded at 204.2 in 30 days. . 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.
Vanguard SRI correlation with market