PEPRA 15 (Israel) Probability of Target Price Finishing Over Current Price

    PEPRA-15 -- Israel ETF  

    ILS 7,999  172.00  2.20%

    PEPRA 15 probability of target price tool provides mechanism to make assumptions about upside and downside potential of PEPRA-15 performance during a given time horizon utilizing its historical volatility. Please specify PEPRA 15 time horizon, a valid symbol (red box) and a target price (blue box) you would like PEPRA 15 odds to be computed. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
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    PEPRA 15 Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     7,999 30 days 7,999  ABOUT 19.31%
    Based on normal probability distribution, the odds of PEPRA 15 to move above current price in 30 days from now is about 19.31% (This PEPRA-15 probability density function shows the probability of PEPRA 15 ETF to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, PEPRA 15 has beta of 0.2916 . This implies as returns on market go up, PEPRA 15 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding PEPRA-15 will be expected to be much smaller as well. Additionally PEPRA-15 has an alpha of 0.0528 implying that it can potentially generate 0.0528% excess return over DOW after adjusting for the inherited market risk (beta).
     PEPRA 15 Price Density 
     
          
    Current Price   Target Price   
    α
    Alpha over DOW
    =0.05
    β
    Beta against DOW=0.29
    σ
    Overall volatility
    =4,013
    Ir
    Information ratio =0.13

    PEPRA 15 Alerts

    PEPRA 15 Alerts and Suggestions

    PEPRA-15 is not yet fully synchronised with the market data
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