GAM Star (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B88LXR84 -- Ireland Fund  

    USD 25.96  0.37  1.45%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     25.96 30 days 25.96  ABOUT 23.2%
    Based on normal probability distribution, the odds of GAM Star to move above current price in 30 days from now is about 23.2% (This GAM Star Japan Equity Z USD Acc probability density function shows the probability of GAM Star Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, GAM Star has beta of 0.1595 . This indicates as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star Japan Equity Z USD Acc will be expected to be much smaller as well. Additionally GAM Star Japan Equity Z USD Acc has an alpha of 0.0853 implying that it can potentially generate 0.0853% excess return over DOW after adjusting for the inherited market risk (beta).
     GAM Star Price Density 
          Price 
    α
    Alpha over DOW
    =0.09
    β
    Beta against DOW=0.16
    σ
    Overall volatility
    =14.30
    Ir
    Information ratio =0.22

    GAM Star Alerts

    GAM Star Alerts and Suggestions

    GAM Star Japan is not yet fully synchronised with the market data
    GAM Star Japan generates negative expected return over the last 30 days
    The fund retains 99.65% of its assets under management (AUM) in equities

    Price Density Drivers

    GAM Star Health Indicators

    Please also check Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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