Mercer Passive (Ireland) Probability of Target Price Finishing Over Current Price |
| F00000VZHC -- Ireland Fund | EUR 123.78 0.26 0.21% |
Mercer Passive probability of target price tool provides mechanism to make assumptions about upside and downside potential of Mercer Passive Global Equity M 5 performance during a given time horizon utilizing its historical volatility. Please specify Mercer Passive time horizon, a valid symbol (red box) and a target price (blue box) you would like Mercer Passive odds to be computed. Additionally see Investing Opportunities.
| Horizon | 30 Days Login to change |
| Symbol: | Refresh Odds |
Mercer Passive Target Price Odds to finish over
| Current Price | Horizon | Target Price | Odds to move above current price in 30 days |
| 123.78 | 30 days | 123.78 | ABOUT 21.39% |
Based on normal probability distribution, the odds of Mercer Passive to move above current price in 30 days from now is about 21.39% (This Mercer Passive Global Equity M 5 probability density function shows the probability of Mercer Passive Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, Mercer Passive Global Equity M 5 has beta of -0.2525 suggesting as returns on benchmark increase, returns on holding Mercer Passive are expected to decrease at a much smaller rate. During bear market, however, Mercer Passive Global Equity M 5 is likely to outperform the market. Additionally Mercer Passive Global Equity M 5 has an alpha of 0.1205 implying that it can potentially generate 0.1205% excess return over DOW after adjusting for the inherited market risk (beta). Mercer Passive Price Density |
α | Alpha over DOW | = | 0.12 | |
β | Beta against DOW | = | 0.25 | |
σ | Overall volatility | = | 60.59 | |
Ir | Information ratio | = | 0.008599 |
Mercer Passive Technical Analysis
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| Mercer Passive generates negative expected return over the last 30 days |
Additionally see Investing Opportunities. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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