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

    F00000QESG -- Ireland Fund  

    EUR 107.00  0.16  0.15%

    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
     107.00 30 days 107.00  ABOUT 27.61%
    Based on normal probability distribution, the odds of Lyxor Tiedemann to move above current price in 30 days from now is about 27.61% (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 -0.0427 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 a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Lyxor Tiedemann Price Density 
          Price 
    α
    Alpha over DOW
    =0.02
    β
    Beta against DOW=0.04
    σ
    Overall volatility
    =48.14
    Ir
    Information ratio =0.03

    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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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