TB60PSAGOT BAS (Israel) Probability of Target Price Finishing Over Current Price

    PSM6-13 -- Israel ETF  

    ILS 3,062  5.26  0.17%

    TB60PSAGOT BAS probability of target price tool provides mechanism to make assumptions about upside and downside potential of TB60PSAGOT BAS S13 performance during a given time horizon utilizing its historical volatility. Please specify TB60PSAGOT BAS time horizon, a valid symbol (red box) and a target price (blue box) you would like TB60PSAGOT BAS odds to be computed. Additionally take a look at Your Equity Center.
    Horizon     30 Days    Login   to change
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    TB60PSAGOT BAS Target Price Odds to finish over

    Current PriceHorizonTarget PriceOdds to move above current price in 30 days
     3,062 30 days 3,062  ABOUT 24.86%
    Based on normal probability distribution, the odds of TB60PSAGOT BAS to move above current price in 30 days from now is about 24.86% (This TB60PSAGOT BAS S13 probability density function shows the probability of TB60PSAGOT BAS ETF to fall within a particular range of prices over 30 days) .
    Assuming 30 trading days horizon, TB60PSAGOT BAS has beta of 0.0039 . This implies as returns on market go up, TB60PSAGOT BAS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding TB60PSAGOT BAS S13 will be expected to be much smaller as well. Additionally TB60PSAGOT BAS S13 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
     TB60PSAGOT BAS Price Density 
          Price 
    α
    Alpha over DOW
    =0.0095
    β
    Beta against DOW=0.0039
    σ
    Overall volatility
    =1,506
    Ir
    Information ratio =0.83

    TB60PSAGOT BAS Alerts

    TB60PSAGOT BAS Alerts and Suggestions

    TB60PSAGOT BAS S13 is not yet fully synchronised with the market data
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