FDO INV (Brazil) Odds of Future Fund Price Finishing Over 15.52
| VPSI11 Fund | BRL 15.61 0.00 0.00% |
FDO |
FDO INV Target Price Odds to finish over 15.52
The tendency of FDO Fund 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 R$ 15.52 in 90 days |
| 15.61 | 90 days | 15.52 | about 10.52 |
Based on a normal probability distribution, the odds of FDO INV to stay above R$ 15.52 in 90 days from now is about 10.52 (This FDO INV IMOB probability density function shows the probability of FDO Fund to fall within a particular range of prices over 90 days) . Probability of FDO INV IMOB price to stay between R$ 15.52 and its current price of R$15.61 at the end of the 90-day period is about 1.4 .
Assuming the 90 days trading horizon FDO INV IMOB has a beta of -0.03. This entails as returns on the benchmark increase, returns on holding FDO INV are expected to decrease at a much lower rate. During a bear market, however, FDO INV IMOB is likely to outperform the market. Additionally FDO INV IMOB has an alpha of 0.2762, implying that it can generate a 0.28 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). FDO INV Price Density |
| Price |
Predictive Modules for FDO INV
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as FDO INV IMOB. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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.FDO INV Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. FDO INV is not an exception. The market had few large corrections towards the FDO INV'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 FDO INV IMOB, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of FDO INV within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.28 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 1.11 | |
Ir | Information ratio | 0.10 |
FDO INV Technical Analysis
FDO INV's future price can be derived by breaking down and analyzing its technical indicators over time. FDO Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of FDO INV IMOB. In general, you should focus on analyzing FDO Fund price patterns and their correlations with different microeconomic environments and drivers.
FDO INV Predictive Forecast Models
FDO INV's time-series forecasting models is one of many FDO INV's fund 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 FDO INV'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 fund 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 FDO INV 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, FDO INV's short interest history, or implied volatility extrapolated from FDO INV options trading.
Other Information on Investing in FDO Fund
FDO INV financial ratios help investors to determine whether FDO Fund 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 FDO with respect to the benefits of owning FDO INV security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |