PSIBV 10 (Israel) Probability of Target Price Finishing Over Current Price

    PSIBV-10 -- Israel ETF  

    ILS 5,531  76.00  1.39%

    PSIBV 10 probability of target price tool provides mechanism to make assumptions about upside and downside potential of PSIBV-10 performance during a given time horizon utilizing its historical volatility. Please specify PSIBV 10 time horizon, a valid symbol (red box) and a target price (blue box) you would like PSIBV 10 odds to be computed. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
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    PSIBV 10 Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     5,531 30 days 5,531  ABOUT 25.58%
    Based on normal probability distribution, the odds of PSIBV 10 to move above current price in 30 days from now is about 25.58% (This PSIBV-10 probability density function shows the probability of PSIBV 10 ETF to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, PSIBV-10 has beta of -0.4666 . This implies as returns on benchmark increase, returns on holding PSIBV 10 are expected to decrease at a much smaller rate. During bear market, however, PSIBV-10 is likely to outperform the market. Additionally PSIBV-10 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     PSIBV 10 Price Density 
    Current Price   Target Price   
    Alpha over DOW
    Beta against DOW=0.47
    Overall volatility
    Information ratio =0.17

    PSIBV 10 Alerts

    PSIBV 10 Alerts and Suggestions

    PSIBV-10 is not yet fully synchronised with the market data
    PSIBV-10 generates negative expected return over the last 30 days
    Additionally take a look at Your Equity Center. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.