|Horizon||30 Days Login to change|
Lyxor Tiedemann Target Price Odds to finish over
|Current Price||Horizon||Target Price||Odds to move above current price in 30 days|
|11,422||30 days||11,422||ABOUT 1.51%|
Based on normal probability distribution, the odds of Lyxor Tiedemann to move above current price in 30 days from now is about 1.51% (This Lyxor Tiedemann Arbitrage Strat I GBP probability density function shows the probability of Lyxor Tiedemann Fund to fall within a particular range of prices over 30 days) .Assuming 30 trading days horizon, Lyxor Tiedemann Arbitrage Strat I GBP has beta of -0.0554 . This indicates as returns on benchmark increase, returns on holding Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, however, Lyxor Tiedemann Arbitrage Strat I GBP is likely to outperform the market. Additionally The company has an alpha of 0.024 implying that it can potentially generate 0.024% excess return over DOW after adjusting for the inherited market risk (beta).
Lyxor Tiedemann Price Density
|Alpha over DOW||=||0.024012|
|Beta against DOW||=||0.06|