Waverton Global (Ireland) Probability of Target Price Finishing Over Current Price

    IE00BQ1KPV61 -- Ireland Fund  

    EUR 9.59  0.06  0.62%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     9.59 30 days 9.59 
    ABOUT 19.76%
    Based on normal probability distribution, the odds of Waverton Global to move above current price in 30 days from now is about 19.76% (This Waverton Global Bond I EUR Hedge Acc probability density function shows the probability of Waverton Global Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, Waverton Global has beta of 0.0816 . This indicates as returns on market go up, Waverton Global average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Waverton Global Bond I EUR Hedge Acc will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Waverton Global Bond is significantly underperforming DOW.
     Waverton Global Price Density 
          Price 
    α
    Alpha over DOW
    =0.1
    β
    Beta against DOW=0.08
    σ
    Overall volatility
    =5.09
    Ir
    Information ratio =0.67

    Waverton Global Alerts and Suggestions

    Waverton Global Bond is not yet fully synchronised with the market data
    The fund retains about 19.54% of its assets under management (AUM) in cash

    Waverton GlobalPrice Density Drivers

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