Genpact Probability of Target Price Finishing Over Current Price

G -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Genpact probability of target price tool provides mechanism to make assumptions about upside and downside potential of Genpact Limited performance during a given time horizon utilizing its historical volatility. Please specify Genpact time horizon, a valid symbol (red box) and a target price (blue box) you would like Genpact odds to be computed. Please also check Genpact Backtesting, Genpact Valuation, Genpact Correlation, Genpact Hype Analysis, Genpact Volatility, Genpact History as well as Genpact Performance.
Horizon     30 Days    Login   to change
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Genpact Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 39.64 30 days 39.64 
about 43.27
Based on normal probability distribution, the odds of Genpact to move above current price in 30 days from now is about 43.27 (This Genpact Limited probability density function shows the probability of Genpact Stock to fall within a particular range of prices over 30 days) .
Taking into account the 30 trading days horizon, Genpact has beta of 0.7982 . This indicates as returns on market go up, Genpact average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Genpact Limited 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. Genpact Limited is significantly underperforming DOW.
 Genpact Price Density 
      Price 
α
Alpha over DOW
=0.14
β
Beta against DOW=0.80
σ
Overall volatility
=1.06
Ir
Information ratio =0.12

Genpact Alerts and Suggestions

Genpact Limited generates negative expected return over the last 30 days
Genpact Limited has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
About 62.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Genpact exotic insider transaction detected

GenpactPrice Density Drivers

Shares Percent Shares Out0.51%
Trailing Annual Dividend Rate0.33
Short Percent Of Float0.78%
Float Shares162.25M
Shares Short Prior Month1.69M
Average Daily Volume Last 10 Day1.52M
Average Daily Volume In Three Month1.18M
Date Short InterestOctober 15, 2019
Trailing Annual Dividend Yield0.84%
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