SOUR MSCI (Germany) Probability of Target Price Finishing Over Current Price

    EMSV -- Germany ETF  

    EUR 209.50  0.25  0.12%

    SOUR MSCI probability of target price tool provides mechanism to make assumptions about upside and downside potential of SOUR MSCI EUR A ACC performance during a given time horizon utilizing its historical volatility. Please specify SOUR MSCI time horizon, a valid symbol (red box) and a target price (blue box) you would like SOUR MSCI odds to be computed. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
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    SOUR MSCI Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     209.50 30 days 209.50  UNDER 95%
    Based on normal probability distribution, the odds of SOUR MSCI to move above current price in 30 days from now is under 95% (This SOUR MSCI EUR A ACC probability density function shows the probability of SOUR MSCI ETF to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, SOUR MSCI has beta of 0.0682 suggesting as returns on market go up, SOUR MSCI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SOUR MSCI EUR A ACC will be expected to be much smaller as well. Additionally SOUR MSCI EUR A ACC has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     SOUR MSCI Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.12
    β
    Beta against DOW=0.07
    σ
    Overall volatility
    =2.58
    Ir
    Information ratio =0.08

    SOUR MSCI Alerts

    SOUR MSCI Alerts and Suggestions

    SOUR MSCI EUR is not yet fully synchronised with the market data
    Additionally see Investing Opportunities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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