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

    F00000QESG -- Ireland Fund  

    EUR 108.20  0.12  0.11%

    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
     108.20 30 days 108.20  ABOUT 27.92%
    Based on normal probability distribution, the odds of Lyxor Tiedemann to move above current price in 30 days from now is about 27.92% (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 has beta of 0.0062 suggesting as returns on market go up, Lyxor Tiedemann average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor Tiedemann Arbitrage Strat A EUR will be expected to be much smaller as well. Additionally The company has an alpha of 0.024 implying that it can potentially generate 0.024% excess return over DOW after adjusting for the inherited market risk (beta).
     Lyxor Tiedemann Price Density 
          Price 
    α
    Alpha over DOW
    =0.023978
    β
    Beta against DOW=0.0062
    σ
    Overall volatility
    =46.42
    Ir
    Information ratio =0.16

    Lyxor Tiedemann Alerts

    Lyxor Tiedemann Alerts and Suggestions

    Lyxor Tiedemann Arbi is not yet fully synchronised with the market data
    Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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