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 20.16%
    Based on normal probability distribution, the odds of PEPRA 15 to move above current price in 30 days from now is about 20.16% (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 -0.0361 . This implies as returns on benchmark increase, returns on holding PEPRA 15 are expected to decrease at a much smaller rate. During bear market, however, PEPRA-15 is likely to outperform the market. Additionally PEPRA-15 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     PEPRA 15 Price Density 
          Price 
    α
    Alpha over DOW
    =0.0074
    β
    Beta against DOW=0.04
    σ
    Overall volatility
    =3,979
    Ir
    Information ratio =0.12

    PEPRA 15 Alerts

    PEPRA 15 Alerts and Suggestions

    PEPRA-15 is not yet fully synchronised with the market data
    Additionally take a look at Your Equity Center. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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