Lyxor Tiedemann (Ireland) Probability of Target Price Finishing Over Current Price

    F00000QESG -- Ireland Fund  

    EUR 106.00  0.81  0.77%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     106.00 30 days 106.00  ABOUT 21.95%
    Based on normal probability distribution, the odds of Lyxor Tiedemann to move above current price in 30 days from now is about 21.95% (This Lyxor Tiedemann Arbitrage Strat A EUR probability density function shows the probability of Lyxor Tiedemann Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Lyxor Tiedemann Arbitrage Strat A EUR has beta of -0.0678 suggesting as returns on benchmark increase, returns on holding Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, however, Lyxor Tiedemann Arbitrage Strat A EUR is likely to outperform the market. Additionally Lyxor Tiedemann Arbitrage Strat A EUR has an alpha of 0.0866 implying that it can potentially generate 0.0866% excess return over DOW after adjusting for the inherited market risk (beta).
     Lyxor Tiedemann Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.09
    β
    Beta against DOW=0.07
    σ
    Overall volatility
    =54.16
    Ir
    Information ratio =0.09

    Current Sentiment - F00000QESG

    Lyxor Tiedemann Arbi Investor Sentiment

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