Grupo Mateus (Brazil) Probability of Future Stock Price Finishing Under 6.72
| GMAT3 Stock | BRL 6.50 0.44 6.34% |
Grupo |
Grupo Mateus Target Price Odds to finish below 6.72
The tendency of Grupo Stock 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 under R$ 6.72 after 90 days |
| 6.50 | 90 days | 6.72 | about 1.62 |
Based on a normal probability distribution, the odds of Grupo Mateus to stay under R$ 6.72 after 90 days from now is about 1.62 (This Grupo Mateus SA probability density function shows the probability of Grupo Stock to fall within a particular range of prices over 90 days) . Probability of Grupo Mateus SA price to stay between its current price of R$ 6.50 and R$ 6.72 at the end of the 90-day period is about 1.56 .
Assuming the 90 days trading horizon Grupo Mateus SA has a beta of -0.0087. This usually indicates as returns on the benchmark increase, returns on holding Grupo Mateus are expected to decrease at a much lower rate. During a bear market, however, Grupo Mateus SA is likely to outperform the market. Additionally Grupo Mateus SA 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. Grupo Mateus Price Density |
| Price |
Predictive Modules for Grupo Mateus
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Grupo Mateus SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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.Grupo Mateus Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Grupo Mateus is not an exception. The market had few large corrections towards the Grupo Mateus' 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 Grupo Mateus SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Grupo Mateus within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | -0.0087 | |
σ | Overall volatility | 0.23 | |
Ir | Information ratio | -0.06 |
Grupo Mateus 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 Grupo Mateus for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Grupo Mateus SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Grupo Mateus SA generated a negative expected return over the last 90 days | |
| Grupo Mateus SA has accumulated about 775.36 M in cash with (104.26 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.81. |
Grupo Mateus 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 Grupo Stock often depends not only on the future outlook of the current and potential Grupo Mateus' 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. Grupo Mateus' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 2.2 B | |
| Cash And Short Term Investments | 877.3 M |
Grupo Mateus Technical Analysis
Grupo Mateus' future price can be derived by breaking down and analyzing its technical indicators over time. Grupo Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Grupo Mateus SA. In general, you should focus on analyzing Grupo Stock price patterns and their correlations with different microeconomic environments and drivers.
Grupo Mateus Predictive Forecast Models
Grupo Mateus' time-series forecasting models is one of many Grupo Mateus' stock 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 Grupo Mateus' 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 stock market movement and maximize returns from investment trading.
Things to note about Grupo Mateus SA
Checking the ongoing alerts about Grupo Mateus for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Grupo Mateus SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Grupo Mateus SA generated a negative expected return over the last 90 days | |
| Grupo Mateus SA has accumulated about 775.36 M in cash with (104.26 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.81. |
Additional Tools for Grupo Stock Analysis
When running Grupo Mateus' price analysis, check to measure Grupo Mateus' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Grupo Mateus is operating at the current time. Most of Grupo Mateus' value examination focuses on studying past and present price action to predict the probability of Grupo Mateus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupo Mateus' price. Additionally, you may evaluate how the addition of Grupo Mateus to your portfolios can decrease your overall portfolio volatility.