Vanguard SRI (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B5456744 -- Ireland Fund  

    EUR 212.46  0.18  0.08%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     212.46 30 days 212.46  NEAR 1%
    Based on normal probability distribution, the odds of Vanguard SRI to move above current price in 30 days from now is near 1% (This Vanguard SRI Global Stock Instl EUR probability density function shows the probability of Vanguard SRI Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Vanguard SRI Global Stock Instl EUR has beta of -0.7189 . This indicates as returns on benchmark increase, returns on holding Vanguard SRI are expected to decrease at a much smaller rate. During bear market, however, Vanguard SRI Global Stock Instl EUR is likely to outperform the market. Additionally Vanguard SRI Global Stock Instl EUR has an alpha of 0.2962 implying that it can potentially generate 0.2962% excess return over DOW after adjusting for the inherited market risk (beta).
     Vanguard SRI Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.30
    β
    Beta against DOW=0.72
    σ
    Overall volatility
    =58.69
    Ir
    Information ratio =0.12

    Vanguard SRI Alerts

    Vanguard SRI Alerts and Suggestions

    The fund retains 99.82% of its assets under management (AUM) in equities
    Please also check Risk vs Return Analysis. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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