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

    IE00B76VTR58 -- Ireland Fund  

    GBp 15,462  32.00  0.21%

    Vanguard SRI probability of target price tool provides mechanism to make assumptions about upside and downside potential of Vanguard SRI European Stock GBP 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
     15,462 30 days 15,462  CLOSE TO ZERO PERCENT
    Based on normal probability distribution, the odds of Vanguard SRI to move above current price in 30 days from now is close to zero percent (This Vanguard SRI European Stock GBP 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 0.0168 . 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 European Stock GBP will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Vanguard SRI European is significantly underperforming DOW.
     Vanguard SRI Price Density 
          Price 
    α
    Alpha over DOW
    =0.03
    β
    Beta against DOW=0.0168
    σ
    Overall volatility
    =67.68
    Ir
    Information ratio =0.59

    Vanguard SRI Alerts and Suggestions

    Vanguard SRI is not yet fully synchronised with the market data
    Vanguard SRI generates negative expected return over the last 30 days
    The fund retains 99.86% of its assets under management (AUM) in equities

    Vanguard SRIPrice Density Drivers

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