Vanguard SRI (Ireland) Probability of Target Price Finishing Over

IE00B5456744 -- Ireland Fund  

EUR 206.14  2.60  1.25%

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 Vanguard SRI Backtesting, Portfolio Optimization, Vanguard SRI Correlation, Vanguard SRI Hype Analysis, Vanguard SRI Volatility, Vanguard SRI History as well as Vanguard SRI Performance.
 Time 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
 206.14 30 days 206.14  ABOUT 1.27%
Based on normal probability distribution, the odds of Vanguard SRI to move above current price in 30 days from now is about 1.27% (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 -0.0822 . 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 a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Vanguard SRI Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.0049
β
Beta against DOW=0.08
σ
Overall volatility
=76.50
Ir
Information ratio =1.03

Vanguard SRI Alerts

Vanguard SRI Alerts and Suggestions
The fund retains 99.82% of its assets under management (AUM) in equities
Please also check Vanguard SRI Backtesting, Portfolio Optimization, Vanguard SRI Correlation, Vanguard SRI Hype Analysis, Vanguard SRI Volatility, Vanguard SRI History as well as Vanguard SRI Performance. Please also try Equity Search module to search for activelly-traded equities including funds and etfs from over 30 global markets.
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