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 European Stock GBP which you can use to evaluate future volatility of the fund. Please validate Vanguard SRI Coefficient Of Variation of
(3,390) and Risk Adjusted Performance of (0.04348) 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 European Demand TrendCheck current 30 days Vanguard SRI correlation with market (DOW)|
β = 0.1404
Vanguard SRI Central Daily Price Deviation
Vanguard SRI European Technical Analysis
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Vanguard SRI Projected Return Density Against MarketAssuming 30 trading days horizon, Vanguard SRI has beta of 0.1404 . 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 European Stock GBP will be expected to be much smaller as well. Additionally, Vanguard SRI European Stock GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.14|
Vanguard SRI Return VolatilityVanguard SRI European Stock GBP accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than Vanguard SRI European Stock GBP. 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 European Stock GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vanguard SRI European Stock GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Vanguard SRI to be traded at p;15365.7 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