Groupama Entreprises (Germany) Probability of Future Fund Price Finishing Under 590.43
| 0P00001S8S | EUR 592.74 0.14 0.02% |
Groupama |
Groupama Entreprises Target Price Odds to finish below 590.43
The tendency of Groupama 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 drop to € 590.43 or more in 90 days |
| 592.74 | 90 days | 590.43 | about 48.47 |
Based on a normal probability distribution, the odds of Groupama Entreprises to drop to € 590.43 or more in 90 days from now is about 48.47 (This Groupama Entreprises N probability density function shows the probability of Groupama Fund to fall within a particular range of prices over 90 days) . Probability of Groupama Entreprises price to stay between € 590.43 and its current price of €592.74 at the end of the 90-day period is about 42.53 .
Assuming the 90 days trading horizon Groupama Entreprises has a beta of 0.0035. This suggests as returns on the market go up, Groupama Entreprises average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Groupama Entreprises N will be expected to be much smaller as well. Additionally Groupama Entreprises N has an alpha of 0.0022, implying that it can generate a 0.002175 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Groupama Entreprises Price Density |
| Price |
Predictive Modules for Groupama Entreprises
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Groupama Entreprises. 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.Groupama Entreprises Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Groupama Entreprises is not an exception. The market had few large corrections towards the Groupama Entreprises' 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 Groupama Entreprises N, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Groupama Entreprises within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0 | |
β | Beta against Dow Jones | 0 | |
σ | Overall volatility | 1.46 | |
Ir | Information ratio | -8.96 |
Groupama Entreprises 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 Groupama Entreprises for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Groupama Entreprises can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Groupama is showing solid risk-adjusted performance over 90 days | |
| Groupama Entreprises generated five year return of 0.0% | |
| This fund holds about 95.38% of its total net assets in cash |
Groupama Entreprises Technical Analysis
Groupama Entreprises' future price can be derived by breaking down and analyzing its technical indicators over time. Groupama Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Groupama Entreprises N. In general, you should focus on analyzing Groupama Fund price patterns and their correlations with different microeconomic environments and drivers.
Groupama Entreprises Predictive Forecast Models
Groupama Entreprises' time-series forecasting models is one of many Groupama Entreprises' 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 Groupama Entreprises' 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.
Things to note about Groupama Entreprises
Checking the ongoing alerts about Groupama Entreprises for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Groupama Entreprises help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Groupama is showing solid risk-adjusted performance over 90 days | |
| Groupama Entreprises generated five year return of 0.0% | |
| This fund holds about 95.38% of its total net assets in cash |
Other Information on Investing in Groupama Fund
Groupama Entreprises financial ratios help investors to determine whether Groupama 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 Groupama with respect to the benefits of owning Groupama Entreprises security.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |