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

    F00000THF0 -- Ireland Fund  

    USD 994.81  16.21  1.66%

    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
    Refresh Odds

    Lyxor Epsilon Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     994.81 30 days 994.81  ABOUT 39.99%
    Based on normal probability distribution, the odds of Lyxor Epsilon to move above current price in 30 days from now is about 39.99% (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 0.0125 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 The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lyxor Epsilon Managed is significantly underperforming DOW.
     Lyxor Epsilon Price Density 
    Alpha over DOW
    Beta against DOW=0.0125
    Overall volatility
    Information ratio =0.13

    Lyxor Epsilon Alerts

    Lyxor Epsilon Alerts and Suggestions

    Lyxor Epsilon is not yet fully synchronised with the market data
    Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.