CR MAR (Ireland) Probability of Target Price Finishing Over Current Price

    4778476 -- Ireland Fund  

    EUR 194.75  17.07  8.06%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     194.75 30 days 194.75  ABOUT 16.58%
    Based on normal probability distribution, the odds of CR MAR to move above current price in 30 days from now is about 16.58% (This CR MAR II EUR A probability density function shows the probability of CR MAR Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, CR MAR II EUR A has beta of -0.0252 . This suggests as returns on benchmark increase, returns on holding CR MAR are expected to decrease at a much smaller rate. During bear market, however, CR MAR II EUR A is likely to outperform the market. Additionally CR MAR II EUR A has an alpha of 0.082 implying that it can potentially generate 0.082% excess return over DOW after adjusting for the inherited market risk (beta).
     CR MAR Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.08
    β
    Beta against DOW=0.03
    σ
    Overall volatility
    =104.63
    Ir
    Information ratio =0.06

    CR MAR Alerts

    CR MAR Alerts and Suggestions

    CR MAR II is not yet fully synchronised with the market data
    CR MAR II generates negative expected return over the last 30 days
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