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

    IE00B94Q3K76 -- Ireland Fund  

    GBp 121.00  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
     121.00 30 days 121.00  NEAR 1%
    Based on normal probability distribution, the odds of Sanlam Managed to move above current price in 30 days from now is near 1% (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 -1.5437 . This indicates as returns on its benchmark rise, returns on holding Sanlam Managed Risk A GBP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Sanlam Managed is expected to outperform its benchmark. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Sanlam Managed Risk is significantly underperforming DOW.
     Sanlam Managed Price Density 
          Price 
    α
    Alpha over DOW
    =2.26
    β
    Beta against DOW=1.54
    σ
    Overall volatility
    =17.75
    Ir
    Information ratio =0.15

    Sanlam Managed Alerts and Suggestions

    Sanlam Managed Risk is not yet fully synchronised with the market data
    Sanlam Managed Risk generates negative expected return over the last 30 days
    The fund retains about 50.46% of its assets under management (AUM) in cash

    Sanlam ManagedPrice Density Drivers

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