Macquarie Group (Germany) Probability of Future Stock Price Finishing Under 109.84
| 4M4 Stock | EUR 138.22 0.48 0.35% |
Macquarie |
Macquarie Group Target Price Odds to finish below 109.84
The tendency of Macquarie 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 € 109.84 or more in 90 days |
| 138.22 | 90 days | 109.84 | near 1 |
Based on a normal probability distribution, the odds of Macquarie Group to drop to € 109.84 or more in 90 days from now is near 1 (This Macquarie Group Limited probability density function shows the probability of Macquarie Stock to fall within a particular range of prices over 90 days) . Probability of Macquarie Group price to stay between € 109.84 and its current price of €138.22 at the end of the 90-day period is about 49.71 .
Assuming the 90 days horizon Macquarie Group has a beta of 0.43. This suggests as returns on the market go up, Macquarie Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Macquarie Group Limited will be expected to be much smaller as well. Additionally Macquarie Group Limited has an alpha of 0.0289, implying that it can generate a 0.0289 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Macquarie Group Price Density |
| Price |
Predictive Modules for Macquarie Group
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Macquarie Group. 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.Macquarie Group Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Macquarie Group is not an exception. The market had few large corrections towards the Macquarie Group'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 Macquarie Group Limited, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Macquarie Group within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.43 | |
σ | Overall volatility | 3.22 | |
Ir | Information ratio | -0.03 |
Macquarie Group 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 Macquarie Stock often depends not only on the future outlook of the current and potential Macquarie Group'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. Macquarie Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 368.4 M |
Macquarie Group Technical Analysis
Macquarie Group's future price can be derived by breaking down and analyzing its technical indicators over time. Macquarie Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Macquarie Group Limited. In general, you should focus on analyzing Macquarie Stock price patterns and their correlations with different microeconomic environments and drivers.
Macquarie Group Predictive Forecast Models
Macquarie Group's time-series forecasting models is one of many Macquarie Group'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 Macquarie Group'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 Macquarie Group 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, Macquarie Group's short interest history, or implied volatility extrapolated from Macquarie Group options trading.
Other Information on Investing in Macquarie Stock
Macquarie Group financial ratios help investors to determine whether Macquarie Stock 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 Macquarie with respect to the benefits of owning Macquarie Group security.