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

    F00000SK63 -- Ireland Fund  

    GBp 10,234  22.00  0.21%

    Vanguard probability of target price tool provides mechanism to make assumptions about upside and downside potential of Vanguard US Gov Bond Index GBP Hg 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
     10,234 30 days 10,234  ABOUT 19.42%
    Based on normal probability distribution, the odds of Vanguard to move above current price in 30 days from now is about 19.42% (This Vanguard US Gov Bond Index GBP Hg 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 Gov Bond Index GBP Hg Acc has beta of -0.005 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 Gov Bond Index GBP Hg Acc is likely to outperform the market. Additionally Vanguard US Gov Bond Index GBP Hg Acc has an alpha of 0.0242 implying that it can potentially generate 0.0242% excess return over DOW after adjusting for the inherited market risk (beta).
     Vanguard Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.024157
    β
    Beta against DOW=0.005
    σ
    Overall volatility
    =5,295
    Ir
    Information ratio =0.36

    Vanguard Alerts

    Vanguard Alerts and Suggestions

    Vanguard US Gov is not yet fully synchronised with the market data
    Vanguard US Gov generates negative expected return over the last 30 days
    The fund retains about 96.9% of its assets under management (AUM) in fixed income securities
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