JOHCM Continental (Ireland) Probability of Target Price Finishing Over Current Price

    IE00BSJCJ493 -- Ireland Fund  

    GBp 125.00  3.00  2.34%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     125.00 30 days 125.00  ABOUT 5.54%
    Based on normal probability distribution, the odds of JOHCM Continental to move above current price in 30 days from now is about 5.54% (This JOHCM Continental European A GBP Hdg probability density function shows the probability of JOHCM Continental Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, JOHCM Continental European A GBP Hdg has beta of -478.6375 . This indicates as returns on its benchmark rise, returns on holding JOHCM Continental European A GBP Hdg are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, JOHCM Continental is expected to outperform its benchmark. In addition to that JOHCM Continental European A GBP Hdg has an alpha of 1255.8757 implying that it can potentially generate 1255.8757% excess return over DOW after adjusting for the inherited market risk (beta).
     JOHCM Continental Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =1,256
    β
    Beta against DOW=478.64
    σ
    Overall volatility
    =58.02
    Ir
    Information ratio =0.35

    JOHCM Continental Alerts

    JOHCM Continental Alerts and Suggestions

    JOHCM Continental is not yet fully synchronised with the market data
    The fund retains 97.8% of its assets under management (AUM) in equities
    Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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