Lindsell Train (Ireland) Probability of Target Price Finishing Over

F0GBR04FKP -- Ireland Fund  

JPY 500.83  9.82  2.00%

Lindsell Train probability of target price tool provides mechanism to make assumptions about upside and downside potential of Lindsell Train Japanese Eq A Yen performance during a given time horizon utilizing its historical volatility. Please specify Lindsell Train time horizon, a valid symbol (red box) and a target price (blue box) you would like Lindsell Train odds to be computed. Additionally see Lindsell Train Backtesting, Portfolio Optimization, Lindsell Train Correlation, Lindsell Train Hype Analysis, Lindsell Train Volatility, Lindsell Train History as well as Lindsell Train Performance.
 Time Horizon     30 Days    Login   to change
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Lindsell Train Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 500.83 30 days 500.83  ABOUT 8.25%
Based on normal probability distribution, the odds of Lindsell Train to move above current price in 30 days from now is about 8.25% (This Lindsell Train Japanese Eq A Yen probability density function shows the probability of Lindsell Train Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, Lindsell Train has beta of 0.561 suggesting as returns on market go up, Lindsell Train average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lindsell Train Japanese Eq A Yen will be expected to be much smaller as well. Additionally Lindsell Train Japanese Eq A Yen has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Lindsell Train Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.12
β
Beta against DOW=0.56
σ
Overall volatility
=243.62
Ir
Information ratio =0.29

Lindsell Train Alerts

Lindsell Train Alerts and Suggestions
Lindsell Train generates negative expected return over the last 30 days
The fund retains about 5.46% of its assets under management (AUM) in cash
Additionally see Lindsell Train Backtesting, Portfolio Optimization, Lindsell Train Correlation, Lindsell Train Hype Analysis, Lindsell Train Volatility, Lindsell Train History as well as Lindsell Train Performance. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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