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

    IE00B5456744 -- Ireland Fund  

    EUR 210.52  2.32  1.09%

    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
     210.52 30 days 210.52  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 has beta of 0.0035 . This indicates as returns on market go up, Vanguard SRI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vanguard SRI Global Stock Instl EUR will be expected to be much smaller as well. Additionally Vanguard SRI Global Stock Instl EUR has an alpha of 0.0056 implying that it can potentially generate 0.0056% excess return over DOW after adjusting for the inherited market risk (beta).
     Vanguard SRI Price Density 
          Price 
    α
    Alpha over DOW
    =0.005606
    β
    Beta against DOW=0.0035
    σ
    Overall volatility
    =71.92
    Ir
    Information ratio =1.15

    Vanguard SRI Alerts

    Vanguard SRI Alerts and Suggestions

    Vanguard SRI Global is not yet fully synchronised with the market data
    The fund retains 99.82% of its assets under management (AUM) in equities
    Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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