Valiant Holding (Switzerland) Probability of Future Stock Price Finishing Over 114.18
| VATN Stock | CHF 103.80 0.80 0.78% |
Valiant |
Valiant Holding Target Price Odds to finish over 114.18
The tendency of Valiant 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 move over ₣ 114.18 or more in 90 days |
| 103.80 | 90 days | 114.18 | near 1 |
Based on a normal probability distribution, the odds of Valiant Holding to move over ₣ 114.18 or more in 90 days from now is near 1 (This Valiant Holding AG probability density function shows the probability of Valiant Stock to fall within a particular range of prices over 90 days) . Probability of Valiant Holding AG price to stay between its current price of ₣ 103.80 and ₣ 114.18 at the end of the 90-day period is about 20.11 .
Assuming the 90 days trading horizon Valiant Holding has a beta of 0.2. This entails as returns on the market go up, Valiant Holding average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Valiant Holding AG will be expected to be much smaller as well. Additionally Valiant Holding AG has an alpha of 0.0625, implying that it can generate a 0.0625 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Valiant Holding Price Density |
| Price |
Predictive Modules for Valiant Holding
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Valiant Holding AG. 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.Valiant Holding Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Valiant Holding is not an exception. The market had few large corrections towards the Valiant Holding'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 Valiant Holding AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Valiant Holding within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.06 | |
β | Beta against Dow Jones | 0.20 | |
σ | Overall volatility | 2.34 | |
Ir | Information ratio | 0.04 |
Valiant Holding 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 Valiant Stock often depends not only on the future outlook of the current and potential Valiant Holding'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. Valiant Holding's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 15.8 M | |
| Dividends Paid | 79 M | |
| Forward Annual Dividend Rate | 5 | |
| Shares Float | 15.8 M |
Valiant Holding Technical Analysis
Valiant Holding's future price can be derived by breaking down and analyzing its technical indicators over time. Valiant Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Valiant Holding AG. In general, you should focus on analyzing Valiant Stock price patterns and their correlations with different microeconomic environments and drivers.
Valiant Holding Predictive Forecast Models
Valiant Holding's time-series forecasting models is one of many Valiant Holding'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 Valiant Holding'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 Valiant Holding 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, Valiant Holding's short interest history, or implied volatility extrapolated from Valiant Holding options trading.
Additional Tools for Valiant Stock Analysis
When running Valiant Holding's price analysis, check to measure Valiant Holding'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 Valiant Holding is operating at the current time. Most of Valiant Holding's value examination focuses on studying past and present price action to predict the probability of Valiant Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valiant Holding's price. Additionally, you may evaluate how the addition of Valiant Holding to your portfolios can decrease your overall portfolio volatility.