Siemens Aktiengesellscha (Germany) Probability of Future Stock Price Finishing Over 188.2
| SIE Stock | 192.88 1.26 0.65% |
Siemens |
Siemens Aktiengesellscha Target Price Odds to finish over 188.2
The tendency of Siemens 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 188.20 in 90 days |
| 192.88 | 90 days | 188.20 | about 15.3 |
Based on a normal probability distribution, the odds of Siemens Aktiengesellscha to stay above 188.20 in 90 days from now is about 15.3 (This Siemens Aktiengesellschaft probability density function shows the probability of Siemens Stock to fall within a particular range of prices over 90 days) . Probability of Siemens Aktiengesellscha price to stay between 188.20 and its current price of 192.88 at the end of the 90-day period is about 10.25 .
Assuming the 90 days trading horizon Siemens Aktiengesellscha has a beta of 0.13. This usually implies as returns on the market go up, Siemens Aktiengesellscha average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Siemens Aktiengesellschaft will be expected to be much smaller as well. Additionally Siemens Aktiengesellschaft has an alpha of 0.256, implying that it can generate a 0.26 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Siemens Aktiengesellscha Price Density |
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Predictive Modules for Siemens Aktiengesellscha
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Siemens Aktiengesellscha. 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 Siemens Aktiengesellscha'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.
Siemens Aktiengesellscha Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Siemens Aktiengesellscha is not an exception. The market had few large corrections towards the Siemens Aktiengesellscha'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 Siemens Aktiengesellschaft, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Siemens Aktiengesellscha within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 7.59 | |
Ir | Information ratio | 0.09 |
Siemens Aktiengesellscha 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 Siemens Stock often depends not only on the future outlook of the current and potential Siemens Aktiengesellscha'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. Siemens Aktiengesellscha's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 811.5 M | |
| Cash And Short Term Investments | 13 B |
Siemens Aktiengesellscha Technical Analysis
Siemens Aktiengesellscha's future price can be derived by breaking down and analyzing its technical indicators over time. Siemens Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Siemens Aktiengesellschaft. In general, you should focus on analyzing Siemens Stock price patterns and their correlations with different microeconomic environments and drivers.
Siemens Aktiengesellscha Predictive Forecast Models
Siemens Aktiengesellscha's time-series forecasting models is one of many Siemens Aktiengesellscha'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 Siemens Aktiengesellscha'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 Siemens Aktiengesellscha 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, Siemens Aktiengesellscha's short interest history, or implied volatility extrapolated from Siemens Aktiengesellscha options trading.
Additional Tools for Siemens Stock Analysis
When running Siemens Aktiengesellscha's price analysis, check to measure Siemens Aktiengesellscha'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 Siemens Aktiengesellscha is operating at the current time. Most of Siemens Aktiengesellscha's value examination focuses on studying past and present price action to predict the probability of Siemens Aktiengesellscha's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Aktiengesellscha's price. Additionally, you may evaluate how the addition of Siemens Aktiengesellscha to your portfolios can decrease your overall portfolio volatility.