Lyxor Tiedemann (Ireland) Probability of Target Price Finishing Over Current Price

    IE00B9CB6D86 -- Ireland Fund  

    GBp 11,422  12.00  0.11%

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

    Current PriceHorizonTarget PriceOdds 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 
          Price 
    α
    Alpha over DOW
    =0.024012
    β
    Beta against DOW=0.06
    σ
    Overall volatility
    =4,335
    Ir
    Information ratio =0.33

    Lyxor Tiedemann Alerts

    Lyxor Tiedemann Alerts and Suggestions

    Lyxor Tiedemann Arbi is not yet fully synchronised with the market data
    Lyxor Tiedemann Arbi generates negative expected return over the last 30 days
    The fund retains all of the assets under management (AUM) in different types of exotic instruments
    Please also check Risk vs Return Analysis. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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