Dimensional World (Ireland) Probability of Target Price Finishing Over Current Price

    Dimensional World probability of target price tool provides mechanism to make assumptions about upside and downside potential of Dimensional World Allocation 4 performance during a given time horizon utilizing its historical volatility. Please specify Dimensional World time horizon, a valid symbol (red box) and a target price (blue box) you would like Dimensional World odds to be computed. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
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    Dimensional World Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     0.00 30 days 0.00  ABOUT 91.53%
    Based on normal probability distribution, the odds of Dimensional World to move above current price in 30 days from now is about 91.53% (This Dimensional World Allocation 4 probability density function shows the probability of Dimensional World Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Dimensional World Allocation 4 has beta of -0.0916 . This indicates as returns on benchmark increase, returns on holding Dimensional World are expected to decrease at a much smaller rate. During bear market, however, Dimensional World Allocation 4 is likely to outperform the market. Additionally Dimensional World Allocation 4 has an alpha of 0.1442 implying that it can potentially generate 0.1442% excess return over DOW after adjusting for the inherited market risk (beta).
     Dimensional World Price Density 
          Price 
    α
    Alpha over DOW
    =0.14
    β
    Beta against DOW=0.09
    σ
    Overall volatility
    =748.68
    Ir
    Information ratio =0.40

    Dimensional World Alerts

    Dimensional World Alerts and Suggestions

    Dimensional World is not yet fully synchronised with the market data
    Dimensional World has some characteristics of a very speculative penny stock
    The fund retains about 13.07% of its assets under management (AUM) in cash

    Price Density Drivers

    Dimensional World Health Indicators

    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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