E I (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B5VJPM77 -- Ireland Fund  

    EUR 220.94  8.70  3.79%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     220.94 30 days 220.94  ABOUT 31.22%
    Based on normal probability distribution, the odds of E I to move above current price in 30 days from now is about 31.22% (This E I Sturdza Strgc Eurp Value EUR probability density function shows the probability of E I Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, E I Sturdza Strgc Eurp Value EUR has beta of -0.2091 . This indicates as returns on benchmark increase, returns on holding E I are expected to decrease at a much smaller rate. During bear market, however, E I Sturdza Strgc Eurp Value EUR is likely to outperform the market. Additionally E I Sturdza Strgc Eurp Value EUR has an alpha of 0.1288 implying that it can potentially generate 0.1288% excess return over DOW after adjusting for the inherited market risk (beta).
     E I Price Density 
          Price 
    α
    Alpha over DOW
    =0.13
    β
    Beta against DOW=0.21
    σ
    Overall volatility
    =94.65
    Ir
    Information ratio =0.21

    E I Alerts

    E I Alerts and Suggestions

    E I Sturdza is not yet fully synchronised with the market data
    The fund retains 99.93% of its assets under management (AUM) in equities
    Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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