Faria Lima (Brazil) Probability of Future Fund Price Finishing Over 96.78
| FLCR11 Fund | BRL 96.80 0.10 0.10% |
Faria |
Faria Lima Target Price Odds to finish over 96.78
The tendency of Faria 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 stay above R$ 96.78 in 90 days |
| 96.80 | 90 days | 96.78 | about 75.9 |
Based on a normal probability distribution, the odds of Faria Lima to stay above R$ 96.78 in 90 days from now is about 75.9 (This Faria Lima Capital probability density function shows the probability of Faria Fund to fall within a particular range of prices over 90 days) . Probability of Faria Lima Capital price to stay between R$ 96.78 and its current price of R$96.8 at the end of the 90-day period is near 1 .
Assuming the 90 days trading horizon Faria Lima has a beta of 0.0104. This usually indicates as returns on the market go up, Faria Lima average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Faria Lima Capital will be expected to be much smaller as well. Additionally Faria Lima Capital 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. Faria Lima Price Density |
| Price |
Predictive Modules for Faria Lima
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Faria Lima Capital. 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.Faria Lima Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Faria Lima is not an exception. The market had few large corrections towards the Faria Lima'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 Faria Lima Capital, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Faria Lima within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.04 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.64 | |
Ir | Information ratio | -0.3 |
Faria Lima Technical Analysis
Faria Lima's future price can be derived by breaking down and analyzing its technical indicators over time. Faria Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Faria Lima Capital. In general, you should focus on analyzing Faria Fund price patterns and their correlations with different microeconomic environments and drivers.
Faria Lima Predictive Forecast Models
Faria Lima's time-series forecasting models is one of many Faria Lima'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 Faria Lima'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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Faria Lima in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Faria Lima's short interest history, or implied volatility extrapolated from Faria Lima options trading.
Other Information on Investing in Faria Fund
Faria Lima financial ratios help investors to determine whether Faria 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 Faria with respect to the benefits of owning Faria Lima security.
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