ALPHANATICS CHFUR (Ireland) Probability of Target Price Finishing Over Current Price

    2338346 -- Ireland Fund  

    CHF 132.24  1.44  1.10%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     132.24 30 days 132.24  ABOUT 8.3%
    Based on normal probability distribution, the odds of ALPHANATICS CHFUR to move above current price in 30 days from now is about 8.3% (This ALPHANATICS CHFUR probability density function shows the probability of ALPHANATICS CHFUR Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, ALPHANATICS CHFUR has beta of 0.0866 . This suggests as returns on market go up, ALPHANATICS CHFUR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ALPHANATICS CHFUR will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. ALPHANATICS CHFUR is significantly underperforming DOW.
     ALPHANATICS CHFUR Price Density 
          Price 
    α
    Alpha over DOW
    =0.01
    β
    Beta against DOW=0.09
    σ
    Overall volatility
    =63.09
    Ir
    Information ratio =0.15

    ALPHANATICS CHFUR Alerts

    ALPHANATICS CHFUR Alerts and Suggestions

    ALPHANATICS CHFUR is not yet fully synchronised with the market data
    Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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