Investec Limited (South Africa) Probability of Future Stock Price Finishing Under 8600.0
| INPR Stock | 9,300 80.00 0.87% |
Investec |
Investec Limited Target Price Odds to finish below 8600.0
The tendency of Investec 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 drop to 8,600 or more in 90 days |
| 9,300 | 90 days | 8,600 | near 1 |
Based on a normal probability distribution, the odds of Investec Limited to drop to 8,600 or more in 90 days from now is near 1 (This Investec Limited NON probability density function shows the probability of Investec Stock to fall within a particular range of prices over 90 days) . Probability of Investec Limited NON price to stay between 8,600 and its current price of 9300.0 at the end of the 90-day period is about 60.45 .
Assuming the 90 days trading horizon Investec Limited NON has a beta of -0.3. This usually indicates as returns on the benchmark increase, returns on holding Investec Limited are expected to decrease at a much lower rate. During a bear market, however, Investec Limited NON is likely to outperform the market. Additionally Investec Limited NON has an alpha of 0.1044, implying that it can generate a 0.1 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Investec Limited Price Density |
| Price |
Predictive Modules for Investec Limited
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Investec Limited NON. 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.Investec Limited Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Investec Limited is not an exception. The market had few large corrections towards the Investec Limited'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 Investec Limited NON, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Investec Limited within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.10 | |
β | Beta against Dow Jones | -0.3 | |
σ | Overall volatility | 206.31 | |
Ir | Information ratio | -0.02 |
Investec Limited 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 Investec Stock often depends not only on the future outlook of the current and potential Investec Limited'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. Investec Limited's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 954.2 M |
Investec Limited Technical Analysis
Investec Limited's future price can be derived by breaking down and analyzing its technical indicators over time. Investec Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Investec Limited NON. In general, you should focus on analyzing Investec Stock price patterns and their correlations with different microeconomic environments and drivers.
Investec Limited Predictive Forecast Models
Investec Limited's time-series forecasting models is one of many Investec Limited'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 Investec Limited'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 Investec Limited 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, Investec Limited's short interest history, or implied volatility extrapolated from Investec Limited options trading.
Additional Tools for Investec Stock Analysis
When running Investec Limited's price analysis, check to measure Investec Limited'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 Investec Limited is operating at the current time. Most of Investec Limited's value examination focuses on studying past and present price action to predict the probability of Investec Limited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investec Limited's price. Additionally, you may evaluate how the addition of Investec Limited to your portfolios can decrease your overall portfolio volatility.