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

    F00000THF0 -- Ireland Fund  

    USD 1,112  9.55  0.87%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     1,112 30 days 1,112  ABOUT 25.94%
    Based on normal probability distribution, the odds of Lyxor Epsilon to move above current price in 30 days from now is about 25.94% (This Lyxor Epsilon Managed Futures B USD Acc probability density function shows the probability of Lyxor Epsilon Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Lyxor Epsilon Managed Futures B USD Acc has beta of -0.0675 suggesting as returns on benchmark increase, returns on holding Lyxor Epsilon are expected to decrease at a much smaller rate. During bear market, however, Lyxor Epsilon Managed Futures B USD Acc is likely to outperform the market. Additionally Lyxor Epsilon Managed Futures B USD Acc has an alpha of 0.1868 implying that it can potentially generate 0.1868% excess return over DOW after adjusting for the inherited market risk (beta).
     Lyxor Epsilon Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.19
    β
    Beta against DOW=0.07
    σ
    Overall volatility
    =556.23
    Ir
    Information ratio =0.038425

    Lyxor Epsilon Alerts

    Lyxor Epsilon Alerts and Suggestions

    Lyxor Epsilon generates negative expected return over the last 30 days
    Additionally see Investing Opportunities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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