Tokio Marine (Ireland) Probability of Target Price Finishing Over

    F00000W8XM -- Ireland Fund  

    USD 105.28  0.09  0.09%

    Tokio Marine probability of target price tool provides mechanism to make assumptions about upside and downside potential of Tokio Marine Japanese Equity Focus M Hdg performance during a given time horizon utilizing its historical volatility. Please specify Tokio Marine time horizon, a valid symbol (red box) and a target price (blue box) you would like Tokio Marine odds to be computed. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
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    Tokio Marine Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     105.28 30 days 105.28  ABOUT 16.64%
    Based on normal probability distribution, the odds of Tokio Marine to move above current price in 30 days from now is about 16.64% (This Tokio Marine Japanese Equity Focus M Hdg probability density function shows the probability of Tokio Marine Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Tokio Marine Japanese Equity Focus M Hdg has beta of -0.6998 suggesting as returns on benchmark increase, returns on holding Tokio Marine are expected to decrease at a much smaller rate. During bear market, however, Tokio Marine Japanese Equity Focus M Hdg is likely to outperform the market. Additionally Tokio Marine Japanese Equity Focus M Hdg has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Tokio Marine Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.27
    β
    Beta against DOW=0.7
    σ
    Overall volatility
    =56.60
    Ir
    Information ratio =0.27

    Tokio Marine Alerts

    Tokio Marine Alerts and Suggestions
    Tokio Marine generates negative expected return over the last 30 days
    The fund retains about 10.97% of its assets under management (AUM) in cash
    Additionally see Investing Opportunities. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.