Five Year Treasury Note Commodity Probability of Future Commodity Price Finishing Under 109.65
| ZFUSD Commodity | 107.52 0.11 0.10% |
Five |
Five Year Target Price Odds to finish below 109.65
The tendency of Five Commodity 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 under 109.65 after 90 days |
| 107.52 | 90 days | 109.65 | about 84.34 |
Based on a normal probability distribution, the odds of Five Year to stay under 109.65 after 90 days from now is about 84.34 (This Five Year Treasury Note probability density function shows the probability of Five Commodity to fall within a particular range of prices over 90 days) . Probability of Five Year Treasury price to stay between its current price of 107.52 and 109.65 at the end of the 90-day period is about 54.87 .
Assuming the 90 days horizon Five Year has a beta of 0.0544. This usually means as returns on the market go up, Five Year average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Five Year Treasury Note will be expected to be much smaller as well. Additionally Five Year Treasury Note 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. Five Year Price Density |
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Predictive Modules for Five Year
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Five Year Treasury. Regardless of method or technology, however, to accurately forecast the commodity market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the commodity 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 Five Year'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.
Five Year Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Five Year is not an exception. The market had few large corrections towards the Five Year'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 Five Year Treasury Note, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Five Year within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | 0.05 | |
σ | Overall volatility | 1.37 | |
Ir | Information ratio | -0.79 |
Five Year 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 Five Year for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Five Year Treasury can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Five Year Treasury generated a negative expected return over the last 90 days |
Five Year Technical Analysis
Five Year's future price can be derived by breaking down and analyzing its technical indicators over time. Five Commodity technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Five Year Treasury Note. In general, you should focus on analyzing Five Commodity price patterns and their correlations with different microeconomic environments and drivers.
Five Year Predictive Forecast Models
Five Year's time-series forecasting models is one of many Five Year's commodity 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 Five Year'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 commodity market movement and maximize returns from investment trading.
Things to note about Five Year Treasury
Checking the ongoing alerts about Five Year for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Five Year Treasury help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Five Year Treasury generated a negative expected return over the last 90 days |