Fundo Invest (Brazil) Probability of Future Fund Price Finishing Over 6.74
| CTXT11 Fund | BRL 6.31 0.34 5.70% |
Fundo |
Fundo Invest Target Price Odds to finish over 6.74
The tendency of Fundo Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move over R$ 6.74 or more in 90 days |
| 6.31 | 90 days | 6.74 | about 68.0 |
Based on a normal probability distribution, the odds of Fundo Invest to move over R$ 6.74 or more in 90 days from now is about 68.0 (This Fundo Invest Imobiliario probability density function shows the probability of Fundo Fund to fall within a particular range of prices over 90 days) . Probability of Fundo Invest Imobiliario price to stay between its current price of R$ 6.31 and R$ 6.74 at the end of the 90-day period is about 19.72 .
Assuming the 90 days trading horizon Fundo Invest Imobiliario has a beta of -0.0161 suggesting as returns on the benchmark increase, returns on holding Fundo Invest are expected to decrease at a much lower rate. During a bear market, however, Fundo Invest Imobiliario is likely to outperform the market. Additionally Fundo Invest Imobiliario has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Fundo Invest Price Density |
| Price |
Predictive Modules for Fundo Invest
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Fundo Invest Imobiliario. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Fundo Invest Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Fundo Invest is not an exception. The market had few large corrections towards the Fundo Invest's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Fundo Invest Imobiliario, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Fundo Invest within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.31 | |
β | Beta against Dow Jones | -0.02 | |
σ | Overall volatility | 0.62 | |
Ir | Information ratio | -0.12 |
Fundo Invest Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Fundo Invest for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Fundo Invest Imobiliario can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Fundo Invest generated a negative expected return over the last 90 days | |
| Fundo Invest has high historical volatility and very poor performance |
Fundo Invest Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Fundo Fund often depends not only on the future outlook of the current and potential Fundo Invest's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Fundo Invest's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 830 | |
| Average Daily Volume In Three Month | 635 |
Fundo Invest Technical Analysis
Fundo Invest's future price can be derived by breaking down and analyzing its technical indicators over time. Fundo Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Fundo Invest Imobiliario. In general, you should focus on analyzing Fundo Fund price patterns and their correlations with different microeconomic environments and drivers.
Fundo Invest Predictive Forecast Models
Fundo Invest's time-series forecasting models is one of many Fundo Invest's fund analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Fundo Invest's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the fund market movement and maximize returns from investment trading.
Things to note about Fundo Invest Imobiliario
Checking the ongoing alerts about Fundo Invest for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Fundo Invest Imobiliario help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Fundo Invest generated a negative expected return over the last 90 days | |
| Fundo Invest has high historical volatility and very poor performance |
Other Information on Investing in Fundo Fund
Fundo Invest financial ratios help investors to determine whether Fundo Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Fundo with respect to the benefits of owning Fundo Invest security.
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