AXA Rosenberg (Ireland) Probability of Target Price Finishing Over Current Price

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Fund AXA Rosenberg Pac ex Jap Sm Cp Alp B
    IE0031069499 -- Ireland Fund  

    EUR 66.13  1.62  2.39%

    AXA Rosenberg probability of target price tool provides mechanism to make assumptions about upside and downside potential of AXA Rosenberg Pac ex Jap Sm Cp Alp B performance during a given time horizon utilizing its historical volatility. Please specify AXA Rosenberg time horizon, a valid symbol (red box) and a target price (blue box) you would like AXA Rosenberg odds to be computed. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    AXA Rosenberg Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     66.13 30 days 66.13  NEAR 1%
    Based on normal probability distribution, the odds of AXA Rosenberg to move above current price in 30 days from now is near 1% (This AXA Rosenberg Pac ex Jap Sm Cp Alp B probability density function shows the probability of AXA Rosenberg Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, AXA Rosenberg Pac ex Jap Sm Cp Alp B has beta of -0.0011 . This indicates as returns on benchmark increase, returns on holding AXA Rosenberg are expected to decrease at a much smaller rate. During bear market, however, AXA Rosenberg Pac ex Jap Sm Cp Alp B is likely to outperform the market. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. AXA Rosenberg Pac is significantly underperforming DOW.
     AXA Rosenberg Price Density 
          Price 
    α
    Alpha over DOW    		=0.07
    β
    		Beta against DOW=0.0011
    σ
    Overall volatility    		=16.30
    Ir
    		Information ratio =0.36

    AXA Rosenberg Alerts

    AXA Rosenberg Alerts and Suggestions

    AXA Rosenberg Pac is not yet fully synchronised with the market data
    The fund retains 98.95% of its assets under management (AUM) in equities

    Price Density Drivers

    AXA Rosenberg Health Indicators

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