Sinar Mas (Indonesia) Probability of Future Stock Price Finishing Over 3404.98
| SMAR Stock | IDR 3,790 30.00 0.79% |
Sinar |
Sinar Mas Target Price Odds to finish over 3404.98
The tendency of Sinar 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 3,405 in 90 days |
| 3,790 | 90 days | 3,405 | close to 99 |
Based on a normal probability distribution, the odds of Sinar Mas to stay above 3,405 in 90 days from now is close to 99 (This Sinar Mas Agro probability density function shows the probability of Sinar Stock to fall within a particular range of prices over 90 days) . Probability of Sinar Mas Agro price to stay between 3,405 and its current price of 3790.0 at the end of the 90-day period is about 18.39 .
Assuming the 90 days trading horizon Sinar Mas Agro has a beta of -0.093. This usually implies as returns on the benchmark increase, returns on holding Sinar Mas are expected to decrease at a much lower rate. During a bear market, however, Sinar Mas Agro is likely to outperform the market. Additionally Sinar Mas Agro has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Sinar Mas Price Density |
| Price |
Predictive Modules for Sinar Mas
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sinar Mas Agro. 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.Sinar Mas Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Sinar Mas is not an exception. The market had few large corrections towards the Sinar Mas' 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 Sinar Mas Agro, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sinar Mas within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | -0.09 | |
σ | Overall volatility | 135.84 | |
Ir | Information ratio | -0.1 |
Sinar Mas 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 Sinar Mas for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sinar Mas Agro can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Sinar Mas Agro generated a negative expected return over the last 90 days | |
| About 92.0% of the company outstanding shares are owned by corporate insiders |
Sinar Mas 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 Sinar Stock often depends not only on the future outlook of the current and potential Sinar Mas' 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. Sinar Mas' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 2.9 B | |
| Cash And Short Term Investments | 2.7 T |
Sinar Mas Technical Analysis
Sinar Mas' future price can be derived by breaking down and analyzing its technical indicators over time. Sinar Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Sinar Mas Agro. In general, you should focus on analyzing Sinar Stock price patterns and their correlations with different microeconomic environments and drivers.
Sinar Mas Predictive Forecast Models
Sinar Mas' time-series forecasting models is one of many Sinar Mas' 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 Sinar Mas' 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 Sinar Mas Agro
Checking the ongoing alerts about Sinar Mas for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sinar Mas Agro help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Sinar Mas Agro generated a negative expected return over the last 90 days | |
| About 92.0% of the company outstanding shares are owned by corporate insiders |
Other Information on Investing in Sinar Stock
Sinar Mas financial ratios help investors to determine whether Sinar 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 Sinar with respect to the benefits of owning Sinar Mas security.