GS USD (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B2Q5LL07 -- Ireland Fund  

    USD 10,239  0.49  0.0048%

    GS USD probability of target price tool provides mechanism to make assumptions about upside and downside potential of GS USD Treasury Liq Res Adm Acc performance during a given time horizon utilizing its historical volatility. Please specify GS USD time horizon, a valid symbol (red box) and a target price (blue box) you would like GS USD odds to be computed. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    GS USD Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     10,239 30 days 10,239  ABOUT 27.72%
    Based on normal probability distribution, the odds of GS USD to move above current price in 30 days from now is about 27.72% (This GS USD Treasury Liq Res Adm Acc probability density function shows the probability of GS USD Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, GS USD has beta of 0.0196 . This indicates as returns on market go up, GS USD average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GS USD Treasury Liq Res Adm Acc will be expected to be much smaller as well. Additionally GS USD Treasury Liq Res Adm Acc has an alpha of 0.0285 implying that it can potentially generate 0.0285% excess return over DOW after adjusting for the inherited market risk (beta).
     GS USD Price Density 
          Price 
    α
    Alpha over DOW
    =0.028467
    β
    Beta against DOW=0.0196
    σ
    Overall volatility
    =4,668
    Ir
    Information ratio =1.11

    GS USD Alerts

    GS USD Alerts and Suggestions

    GS USD Treasury is not yet fully synchronised with the market data
    The fund retains about 96.88% of its assets under management (AUM) in cash

    Price Density Drivers

    GS USD Health Indicators

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