SEI GMF (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B068BC69 -- Ireland Fund  

    GBp 1,288  12.00  0.94%

    SEI GMF probability of target price tool provides mechanism to make assumptions about upside and downside potential of SEI GMF UK Core Fxd Intr GBP Wlth A performance during a given time horizon utilizing its historical volatility. Please specify SEI GMF time horizon, a valid symbol (red box) and a target price (blue box) you would like SEI GMF odds to be computed. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    SEI GMF Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     1,288 30 days 1,288  ABOUT 20.47%
    Based on normal probability distribution, the odds of SEI GMF to move above current price in 30 days from now is about 20.47% (This SEI GMF UK Core Fxd Intr GBP Wlth A probability density function shows the probability of SEI GMF Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, SEI GMF has beta of 0.062 . This indicates as returns on market go up, SEI GMF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SEI GMF UK Core Fxd Intr GBP Wlth A will be expected to be much smaller as well. Additionally SEI GMF UK Core Fxd Intr GBP Wlth A has an alpha of 0.0251 implying that it can potentially generate 0.0251% excess return over DOW after adjusting for the inherited market risk (beta).
     SEI GMF Price Density 
          Price 
    α
    Alpha over DOW
    =0.025082
    β
    Beta against DOW=0.06
    σ
    Overall volatility
    =653.79
    Ir
    Information ratio =0.27

    SEI GMF Alerts

    SEI GMF Alerts and Suggestions

    SEI GMF UK is not yet fully synchronised with the market data
    The fund retains about 11.7% of its assets under management (AUM) in cash

    Price Density Drivers

    SEI GMF Health Indicators

    Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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