Man GLG (Ireland) Probability of Target Price Finishing Over

    IE00B5MLB684 -- Ireland Fund  

    EUR 100.81  0.19  0.19%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     100.81 30 days 100.81  ABOUT 16.39%
    Based on normal probability distribution, the odds of Man GLG to move above current price in 30 days from now is about 16.39% (This Man GLG European Equity Alt IN H SEK probability density function shows the probability of Man GLG Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Man GLG European Equity Alt IN H SEK has beta of -0.0725 . This indicates as returns on benchmark increase, returns on holding Man GLG are expected to decrease at a much smaller rate. During bear market, however, Man GLG European Equity Alt IN H SEK is likely to outperform the market. Additionally Man GLG European Equity Alt IN H SEK has an alpha of 0.0076 implying that it can potentially generate 0.0076% excess return over DOW after adjusting for the inherited market risk (beta).
     Man GLG Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.007552
    β
    Beta against DOW=0.07
    σ
    Overall volatility
    =51.55
    Ir
    Information ratio =1.15

    Man GLG Alerts

    Man GLG Alerts and Suggestions
    The fund retains all of the assets under management (AUM) in different types of exotic instruments
    Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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