LONDON STEXUNSPADRS12 (Germany) Probability of Future Stock Price Finishing Under 31.90
| LS4D Stock | EUR 33.60 0.20 0.59% |
LONDON |
LONDON STEXUNSPADRS12 Target Price Odds to finish below 31.90
The tendency of LONDON 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 € 31.90 or more in 90 days |
| 33.60 | 90 days | 31.90 | about 62.25 |
Based on a normal probability distribution, the odds of LONDON STEXUNSPADRS12 to drop to € 31.90 or more in 90 days from now is about 62.25 (This LONDON STEXUNSPADRS12 probability density function shows the probability of LONDON Stock to fall within a particular range of prices over 90 days) . Probability of LONDON STEXUNSPADRS12 price to stay between € 31.90 and its current price of €33.6 at the end of the 90-day period is about 31.44 .
Assuming the 90 days trading horizon LONDON STEXUNSPADRS12 has a beta of -0.0935. This indicates as returns on the benchmark increase, returns on holding LONDON STEXUNSPADRS12 are expected to decrease at a much lower rate. During a bear market, however, LONDON STEXUNSPADRS12 is likely to outperform the market. Additionally LONDON STEXUNSPADRS12 has an alpha of 0.1733, implying that it can generate a 0.17 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). LONDON STEXUNSPADRS12 Price Density |
| Price |
Predictive Modules for LONDON STEXUNSPADRS12
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as LONDON STEXUNSPADRS12. 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 LONDON STEXUNSPADRS12'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.
LONDON STEXUNSPADRS12 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. LONDON STEXUNSPADRS12 is not an exception. The market had few large corrections towards the LONDON STEXUNSPADRS12'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 LONDON STEXUNSPADRS12, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of LONDON STEXUNSPADRS12 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.17 | |
β | Beta against Dow Jones | -0.09 | |
σ | Overall volatility | 1.38 | |
Ir | Information ratio | 0.05 |
LONDON STEXUNSPADRS12 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 LONDON Stock often depends not only on the future outlook of the current and potential LONDON STEXUNSPADRS12'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. LONDON STEXUNSPADRS12's indicators that are reflective of the short sentiment are summarized in the table below.
| Dividend Yield | 0.0146 | |
| Forward Annual Dividend Rate | 0.3 | |
| Shares Float | 1.4 B |
LONDON STEXUNSPADRS12 Technical Analysis
LONDON STEXUNSPADRS12's future price can be derived by breaking down and analyzing its technical indicators over time. LONDON Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of LONDON STEXUNSPADRS12. In general, you should focus on analyzing LONDON Stock price patterns and their correlations with different microeconomic environments and drivers.
LONDON STEXUNSPADRS12 Predictive Forecast Models
LONDON STEXUNSPADRS12's time-series forecasting models is one of many LONDON STEXUNSPADRS12'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 LONDON STEXUNSPADRS12'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 LONDON STEXUNSPADRS12 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, LONDON STEXUNSPADRS12's short interest history, or implied volatility extrapolated from LONDON STEXUNSPADRS12 options trading.
Other Information on Investing in LONDON Stock
LONDON STEXUNSPADRS12 financial ratios help investors to determine whether LONDON 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 LONDON with respect to the benefits of owning LONDON STEXUNSPADRS12 security.