Vanguard (Ireland) Probability of Target Price Finishing Over Current Price

    F00000PKSJ -- Ireland Fund  

    GBp 27,667  958.00  3.35%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     27,667 30 days 27,667  ABOUT 37.12%
    Based on normal probability distribution, the odds of Vanguard to move above current price in 30 days from now is about 37.12% (This Vanguard US Eq Idx Common Cntrctul Acc probability density function shows the probability of Vanguard Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Vanguard US Eq Idx Common Cntrctul Acc has beta of -0.0749 suggesting as returns on benchmark increase, returns on holding Vanguard are expected to decrease at a much smaller rate. During bear market, however, Vanguard US Eq Idx Common Cntrctul Acc is likely to outperform the market. Additionally The company has an alpha of 0.3931 implying that it can potentially generate 0.3931% excess return over DOW after adjusting for the inherited market risk (beta).
     Vanguard Price Density 
          Price 
    α
    Alpha over DOW
    =0.39
    β
    Beta against DOW=0.07
    σ
    Overall volatility
    =13,411
    Ir
    Information ratio =0.1

    Vanguard Alerts and Suggestions

    Vanguard US Eq is not yet fully synchronised with the market data
    The fund retains 99.19% of its assets under management (AUM) in equities
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