Holcim AG (Switzerland) Probability of Future Stock Price Finishing Over 84.53
| HOLN Stock | 90.12 0.06 0.07% |
Holcim |
Holcim AG Target Price Odds to finish over 84.53
The tendency of Holcim 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 above 84.53 in 90 days |
| 90.12 | 90 days | 84.53 | about 70.51 |
Based on a normal probability distribution, the odds of Holcim AG to stay above 84.53 in 90 days from now is about 70.51 (This Holcim AG probability density function shows the probability of Holcim Stock to fall within a particular range of prices over 90 days) . Probability of Holcim AG price to stay between 84.53 and its current price of 90.12 at the end of the 90-day period is about 57.89 .
Assuming the 90 days trading horizon Holcim AG has a beta of -0.0858. This usually indicates as returns on the benchmark increase, returns on holding Holcim AG are expected to decrease at a much lower rate. During a bear market, however, Holcim AG is likely to outperform the market. Additionally Holcim AG has an alpha of 0.1583, implying that it can generate a 0.16 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Holcim AG Price Density |
| Price |
Predictive Modules for Holcim AG
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Holcim AG. 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.Holcim AG Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Holcim AG is not an exception. The market had few large corrections towards the Holcim AG'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 Holcim AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Holcim AG within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | -0.09 | |
σ | Overall volatility | 3.32 | |
Ir | Information ratio | 0.05 |
Holcim AG 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 Holcim Stock often depends not only on the future outlook of the current and potential Holcim AG'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. Holcim AG's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 612 M | |
| Cash And Short Term Investments | 6.7 B |
Holcim AG Technical Analysis
Holcim AG's future price can be derived by breaking down and analyzing its technical indicators over time. Holcim Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Holcim AG. In general, you should focus on analyzing Holcim Stock price patterns and their correlations with different microeconomic environments and drivers.
Holcim AG Predictive Forecast Models
Holcim AG's time-series forecasting models is one of many Holcim AG's 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 Holcim AG'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 stock 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 Holcim AG 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, Holcim AG's short interest history, or implied volatility extrapolated from Holcim AG options trading.
Additional Tools for Holcim Stock Analysis
When running Holcim AG's price analysis, check to measure Holcim AG's 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 Holcim AG is operating at the current time. Most of Holcim AG's value examination focuses on studying past and present price action to predict the probability of Holcim AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Holcim AG's price. Additionally, you may evaluate how the addition of Holcim AG to your portfolios can decrease your overall portfolio volatility.