CHINA SHENHUA (Germany) Probability of Future Stock Price Finishing Over 12.32
| IKFC Stock | EUR 15.50 0.10 0.64% |
CHINA |
CHINA SHENHUA Target Price Odds to finish over 12.32
The tendency of CHINA 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 € 12.32 in 90 days |
| 15.50 | 90 days | 12.32 | close to 99 |
Based on a normal probability distribution, the odds of CHINA SHENHUA to stay above € 12.32 in 90 days from now is close to 99 (This CHINA SHENHUA ENA probability density function shows the probability of CHINA Stock to fall within a particular range of prices over 90 days) . Probability of CHINA SHENHUA ENA price to stay between € 12.32 and its current price of €15.5 at the end of the 90-day period is about 23.82 .
Assuming the 90 days trading horizon CHINA SHENHUA ENA has a beta of -0.29. This usually indicates as returns on the benchmark increase, returns on holding CHINA SHENHUA are expected to decrease at a much lower rate. During a bear market, however, CHINA SHENHUA ENA is likely to outperform the market. Additionally CHINA SHENHUA ENA has an alpha of 0.1243, implying that it can generate a 0.12 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). CHINA SHENHUA Price Density |
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Predictive Modules for CHINA SHENHUA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CHINA SHENHUA ENA. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CHINA SHENHUA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
CHINA SHENHUA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. CHINA SHENHUA is not an exception. The market had few large corrections towards the CHINA SHENHUA'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 CHINA SHENHUA ENA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of CHINA SHENHUA within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.12 | |
β | Beta against Dow Jones | -0.29 | |
σ | Overall volatility | 0.45 | |
Ir | Information ratio | 0.04 |
CHINA SHENHUA 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 CHINA SHENHUA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for CHINA SHENHUA ENA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| CHINA SHENHUA ENA generated a negative expected return over the last 90 days |
CHINA SHENHUA Technical Analysis
CHINA SHENHUA's future price can be derived by breaking down and analyzing its technical indicators over time. CHINA Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of CHINA SHENHUA ENA. In general, you should focus on analyzing CHINA Stock price patterns and their correlations with different microeconomic environments and drivers.
CHINA SHENHUA Predictive Forecast Models
CHINA SHENHUA's time-series forecasting models is one of many CHINA SHENHUA'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 CHINA SHENHUA'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.
Things to note about CHINA SHENHUA ENA
Checking the ongoing alerts about CHINA SHENHUA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for CHINA SHENHUA ENA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| CHINA SHENHUA ENA generated a negative expected return over the last 90 days |
Other Information on Investing in CHINA Stock
CHINA SHENHUA financial ratios help investors to determine whether CHINA Stock 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 CHINA with respect to the benefits of owning CHINA SHENHUA security.