iShares MSCI (Ireland) Probability of Target Price Finishing Over Current Price

    IJPHL -- Ireland Fund  

    GBp 4,186  167.00  3.84%

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

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     4,186 30 days 4,186  ABOUT 24.24%
    Based on normal probability distribution, the odds of iShares MSCI to move above current price in 30 days from now is about 24.24% (This iShares MSCI Japan GBP Hedged ETF Acc probability density function shows the probability of iShares MSCI Fund to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, iShares MSCI has beta of 0.3115 . This indicates as returns on market go up, iShares MSCI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding iShares MSCI Japan GBP Hedged ETF Acc will be expected to be much smaller as well. Additionally iShares MSCI Japan GBP Hedged ETF Acc has an alpha of 0.253 implying that it can potentially generate 0.253% excess return over DOW after adjusting for the inherited market risk (beta).
     iShares MSCI Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.25
    β
    Beta against DOW=0.31
    σ
    Overall volatility
    =2,103
    Ir
    Information ratio =0.15

    iShares MSCI Alerts

    iShares MSCI Alerts and Suggestions

    iShares MSCI Japan is not yet fully synchronised with the market data
    iShares MSCI Japan generates negative expected return over the last 30 days
    Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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