Vonovia SE (Germany) Probability of Future Stock Price Finishing Under 27.75
| VNA Stock | 29.43 0.63 2.19% |
Vonovia |
Vonovia SE Target Price Odds to finish below 27.75
The tendency of Vonovia 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 27.75 or more in 90 days |
| 29.43 | 90 days | 27.75 | near 1 |
Based on a normal probability distribution, the odds of Vonovia SE to drop to 27.75 or more in 90 days from now is near 1 (This Vonovia SE probability density function shows the probability of Vonovia Stock to fall within a particular range of prices over 90 days) . Probability of Vonovia SE price to stay between 27.75 and its current price of 29.43 at the end of the 90-day period is about 10.1 .
Assuming the 90 days trading horizon Vonovia SE has a beta of 0.18. This entails as returns on the market go up, Vonovia SE average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vonovia SE will be expected to be much smaller as well. Additionally Vonovia SE 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. Vonovia SE Price Density |
| Price |
Predictive Modules for Vonovia SE
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vonovia SE. 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 Vonovia SE'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.
Vonovia SE Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vonovia SE is not an exception. The market had few large corrections towards the Vonovia SE'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 Vonovia SE, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vonovia SE within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.12 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 1.24 | |
Ir | Information ratio | -0.08 |
Vonovia SE 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 Vonovia SE for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vonovia SE can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Vonovia SE generated a negative expected return over the last 90 days | |
| Vonovia SE has high likelihood to experience some financial distress in the next 2 years | |
| About 62.0% of the company outstanding shares are owned by institutional investors |
Vonovia SE 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 Vonovia Stock often depends not only on the future outlook of the current and potential Vonovia SE'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. Vonovia SE's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 626.5 M | |
| Cash And Short Term Investments | 1.8 B |
Vonovia SE Technical Analysis
Vonovia SE's future price can be derived by breaking down and analyzing its technical indicators over time. Vonovia Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vonovia SE. In general, you should focus on analyzing Vonovia Stock price patterns and their correlations with different microeconomic environments and drivers.
Vonovia SE Predictive Forecast Models
Vonovia SE's time-series forecasting models is one of many Vonovia SE'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 Vonovia SE'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.
Things to note about Vonovia SE
Checking the ongoing alerts about Vonovia SE for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vonovia SE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Vonovia SE generated a negative expected return over the last 90 days | |
| Vonovia SE has high likelihood to experience some financial distress in the next 2 years | |
| About 62.0% of the company outstanding shares are owned by institutional investors |
Additional Tools for Vonovia Stock Analysis
When running Vonovia SE's price analysis, check to measure Vonovia SE'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 Vonovia SE is operating at the current time. Most of Vonovia SE's value examination focuses on studying past and present price action to predict the probability of Vonovia SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vonovia SE's price. Additionally, you may evaluate how the addition of Vonovia SE to your portfolios can decrease your overall portfolio volatility.