Sanlam Managed (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B94Q3K76 -- Ireland Fund  

    GBp 122.00  1.00  0.83%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     122.00 30 days 122.00  ABOUT 6.13%
    Based on normal probability distribution, the odds of Sanlam Managed to move above current price in 30 days from now is about 6.13% (This Sanlam Managed Risk A GBP probability density function shows the probability of Sanlam Managed Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Sanlam Managed Risk A GBP has beta of -0.0575 . This indicates as returns on benchmark increase, returns on holding Sanlam Managed are expected to decrease at a much smaller rate. During bear market, however, Sanlam Managed Risk A GBP is likely to outperform the market. Additionally Sanlam Managed Risk A GBP has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     Sanlam Managed Price Density 
          Price 
    α
    Alpha over DOW
    =0.05
    β
    Beta against DOW=0.06
    σ
    Overall volatility
    =56.77
    Ir
    Information ratio =0.23

    Sanlam Managed Alerts

    Sanlam Managed Alerts and Suggestions

    Sanlam Managed Risk is not yet fully synchronised with the market data
    The fund retains about 45.11% of its assets under management (AUM) in cash

    Price Density Drivers

    Sanlam Managed Health Indicators

    Please also check Risk vs Return Analysis. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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