Singapore Reinsurance (Germany) Probability of Future Stock Price Finishing Under 34.6
| S49 Stock | 34.20 0.40 1.16% |
Singapore |
Singapore Reinsurance Target Price Odds to finish below 34.6
The tendency of Singapore 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 34.60 after 90 days |
| 34.20 | 90 days | 34.60 | about 84.9 |
Based on a normal probability distribution, the odds of Singapore Reinsurance to stay under 34.60 after 90 days from now is about 84.9 (This Singapore Reinsurance probability density function shows the probability of Singapore Stock to fall within a particular range of prices over 90 days) . Probability of Singapore Reinsurance price to stay between its current price of 34.20 and 34.60 at the end of the 90-day period is under 4.
Assuming the 90 days trading horizon Singapore Reinsurance has a beta of -0.54. This usually implies as returns on the benchmark increase, returns on holding Singapore Reinsurance are expected to decrease at a much lower rate. During a bear market, however, Singapore Reinsurance is likely to outperform the market. Additionally Singapore Reinsurance has an alpha of 0.3574, implying that it can generate a 0.36 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Singapore Reinsurance Price Density |
| Price |
Predictive Modules for Singapore Reinsurance
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Singapore Reinsurance. 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 Singapore Reinsurance'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.
Singapore Reinsurance Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Singapore Reinsurance is not an exception. The market had few large corrections towards the Singapore Reinsurance'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 Singapore Reinsurance, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Singapore Reinsurance within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.36 | |
β | Beta against Dow Jones | -0.54 | |
σ | Overall volatility | 2.75 | |
Ir | Information ratio | 0.09 |
Singapore Reinsurance 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 Singapore Stock often depends not only on the future outlook of the current and potential Singapore Reinsurance'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. Singapore Reinsurance's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 53.3 M |
Singapore Reinsurance Technical Analysis
Singapore Reinsurance's future price can be derived by breaking down and analyzing its technical indicators over time. Singapore Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Singapore Reinsurance. In general, you should focus on analyzing Singapore Stock price patterns and their correlations with different microeconomic environments and drivers.
Singapore Reinsurance Predictive Forecast Models
Singapore Reinsurance's time-series forecasting models is one of many Singapore Reinsurance'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 Singapore Reinsurance'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 Singapore Reinsurance 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, Singapore Reinsurance's short interest history, or implied volatility extrapolated from Singapore Reinsurance options trading.
Additional Tools for Singapore Stock Analysis
When running Singapore Reinsurance's price analysis, check to measure Singapore Reinsurance'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 Singapore Reinsurance is operating at the current time. Most of Singapore Reinsurance's value examination focuses on studying past and present price action to predict the probability of Singapore Reinsurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Singapore Reinsurance's price. Additionally, you may evaluate how the addition of Singapore Reinsurance to your portfolios can decrease your overall portfolio volatility.