Conservative Real (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B3QTGS12 -- Ireland Fund  

    GBp 74.00  1.00  1.33%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     74.00 30 days 74.00  ABOUT 9.78%
    Based on normal probability distribution, the odds of Conservative Real to move above current price in 30 days from now is about 9.78% (This The Conservative Real Ret F GBP Acc probability density function shows the probability of Conservative Real Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, The Conservative Real Ret F GBP Acc has beta of -0.0963 . This indicates as returns on benchmark increase, returns on holding Conservative Real are expected to decrease at a much smaller rate. During bear market, however, The Conservative Real Ret F GBP Acc is likely to outperform the market. Additionally The Conservative Real Ret F GBP Acc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Conservative Real Price Density 
          Price 
    α
    Alpha over DOW
    =0.02
    β
    Beta against DOW=0.1
    σ
    Overall volatility
    =36.25
    Ir
    Information ratio =0.22

    Conservative Real Alerts

    Conservative Real Alerts and Suggestions

    Conservative Real is not yet fully synchronised with the market data
    Conservative Real generates negative expected return over the last 30 days
    This fund has annual holdings turnover of about 186.85% suggesting active trading
    Conservative Real retains roughly 23.09% of its assets under management (AUM) in fixed income securities
    Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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