Lyxor Epsilon (Ireland) Probability of Target Price Finishing Over

    F00000THF0 -- Ireland Fund  

    USD 1,138  15.26  1.36%

    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.
     Time Horizon     30 Days    Login   to change
    Refresh Odds

    Lyxor Epsilon Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     1,138 30 days 1,138  ABOUT 19.15%
    Based on normal probability distribution, the odds of Lyxor Epsilon to move above current price in 30 days from now is about 19.15% (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 has beta of 4.0E-4 suggesting as returns on market go up, Lyxor Epsilon average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lyxor Epsilon Managed Futures B USD Acc will be expected to be much smaller as well. Additionally Lyxor Epsilon Managed Futures B USD Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Lyxor Epsilon Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.0078
    β
    Beta against DOW=0.0004
    σ
    Overall volatility
    =654.46
    Ir
    Information ratio =21.05

    Current Sentiment - F00000THF0

    Lyxor Epsilon Managed Investor Sentiment
    Macroaxis portfolio users are insensible in their opinion about investing in Lyxor Epsilon Managed Futures B USD Acc. What is your trading attitude regarding investing in Lyxor Epsilon Managed Futures B USD Acc? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Thematic Opportunities

    Explore Investment Opportunities
    Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked.
    Explore Thematic Ideas
    Explore Investing Ideas  
    Additionally see Investing Opportunities. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.