BrandywineGLOBAL Probability of Target Price Finishing Over Current Price

LGOCX -- USA Fund  

USD 10.07  0.06  0.60%

BrandywineGLOBAL probability of target price tool provides mechanism to make assumptions about upside and downside potential of BrandywineGLOBAL Global Opp Bond C performance during a given time horizon utilizing its historical volatility. Please specify BrandywineGLOBAL time horizon, a valid symbol (red box) and a target price (blue box) you would like BrandywineGLOBAL odds to be computed. Please see also BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History as well as BrandywineGLOBAL Performance.
Horizon     30 Days    Login   to change
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BrandywineGLOBAL Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 10.07 30 days 10.07  ABOUT 13.97%
Based on normal probability distribution, the odds of BrandywineGLOBAL to move above current price in 30 days from now is about 13.97% (This BrandywineGLOBAL Global Opp Bond C probability density function shows the probability of BrandywineGLOBAL Fund to fall within a particular range of prices over 30 days) .
Assuming 30 trading days horizon, BrandywineGLOBAL has beta of 0.2963 indicating as returns on market go up, BrandywineGLOBAL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BrandywineGLOBAL Global Opp Bond C will be expected to be much smaller as well. Additionally BrandywineGLOBAL Global Opp Bond C has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 BrandywineGLOBAL Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.06
β
Beta against DOW=0.30
σ
Overall volatility
=0.08
Ir
Information ratio =0.37

BrandywineGLOBAL Alerts

BrandywineGLOBAL Alerts and Suggestions

The fund maintains about 39.22% of its assets in cash

Price Density Drivers

BrandywineGLOBAL Health Indicators

Please see also BrandywineGLOBAL Backtesting, Portfolio Optimization, BrandywineGLOBAL Correlation, BrandywineGLOBAL Hype Analysis, BrandywineGLOBAL Volatility, BrandywineGLOBAL History as well as BrandywineGLOBAL Performance. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
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