LDI SO (Ireland) Probability of Target Price Finishing Over Current Price

    11118080 -- Ireland Fund  

    GBP 20,549  9,451  31.50%

    LDI SO probability of target price tool provides mechanism to make assumptions about upside and downside potential of LDI SO 56 60 GBP 1 performance during a given time horizon utilizing its historical volatility. Please specify LDI SO time horizon, a valid symbol (red box) and a target price (blue box) you would like LDI SO odds to be computed. Check also Trending Equities.
    Horizon     30 Days    Login   to change
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    LDI SO Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     20,549 30 days 20,549  ABOUT 41.21%
    Based on normal probability distribution, the odds of LDI SO to move above current price in 30 days from now is about 41.21% (This LDI SO 56 60 GBP 1 probability density function shows the probability of LDI SO Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, LDI SO 56 60 GBP 1 has beta of -4.0572 . This suggests as returns on its benchmark rise, returns on holding LDI SO 56 60 GBP 1 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, LDI SO is expected to outperform its benchmark. Additionally LDI SO 56 60 GBP 1 has an alpha of 0.9272 implying that it can potentially generate 0.9272% excess return over DOW after adjusting for the inherited market risk (beta).
     LDI SO Price Density 
          Price 
    α
    Alpha over DOW
    =0.93
    β
    Beta against DOW=4.06
    σ
    Overall volatility
    =12,254
    Ir
    Information ratio =0.05

    LDI SO Alerts

    LDI SO Alerts and Suggestions

    LDI SO 56 is not yet fully synchronised with the market data
    LDI SO 56 generates negative expected return over the last 30 days
    Check also Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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