Allianz NFJ Probability of Target Price Finishing Over 18.69

ANFVX -- USA Fund  

USD 17.93  0.08  0.45%

Allianz NFJ probability of target price tool provides mechanism to make assumptions about upside and downside potential of Allianz NFJ Small Cap Value Fun performance during a given time horizon utilizing its historical volatility. Please specify Allianz NFJ time horizon, a valid symbol (red box) and a target price (blue box) you would like Allianz NFJ odds to be computed. Check also Allianz NFJ Backtesting, Portfolio Optimization, Allianz NFJ Correlation, Allianz NFJ Hype Analysis, Allianz NFJ Volatility, Allianz NFJ History as well as Allianz NFJ Performance.
Horizon     30 Days    Login   to change
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Allianz NFJ Target Price Odds to finish over 18.69

Current PriceHorizonTarget PriceOdds to move over $ 18.69  or more in 30 days
 17.93 30 days 18.69 
near 1
Based on normal probability distribution, the odds of Allianz NFJ to move over $ 18.69  or more in 30 days from now is near 1 (This Allianz NFJ Small Cap Value Fun probability density function shows the probability of Allianz NFJ Fund to fall within a particular range of prices over 30 days) . Probability of Allianz NFJ Small price to stay between its current price of $ 17.93  and $ 18.69  at the end of the 30-day period is under 4.
Assuming 30 trading days horizon, Allianz NFJ has beta of 0.9903 . This suggests Allianz NFJ Small Cap Value Fun market returns are sensitive to returns on the market. As the market goes up or down, Allianz NFJ is expected to follow. Additionally The company has an alpha of 0.0437 implying that it can potentially generate 0.0437% excess return over DOW after adjusting for the inherited market risk (beta).
 Allianz NFJ Price Density 
      Price 
α
Alpha over DOW
=0.043726
β
Beta against DOW=0.99
σ
Overall volatility
=0.52
Ir
Information ratio =0.040852

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