Asseco Poland (Poland) Probability of Future Stock Price Finishing Under 90.8
| ACP Stock | 86.35 0.65 0.76% |
Asseco |
Asseco Poland Target Price Odds to finish below 90.8
The tendency of Asseco 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 stay under 90.80 after 90 days |
| 86.35 | 90 days | 90.80 | about 89.84 |
Based on a normal probability distribution, the odds of Asseco Poland to stay under 90.80 after 90 days from now is about 89.84 (This Asseco Poland SA probability density function shows the probability of Asseco Stock to fall within a particular range of prices over 90 days) . Probability of Asseco Poland SA price to stay between its current price of 86.35 and 90.80 at the end of the 90-day period is about 74.69 .
Assuming the 90 days trading horizon Asseco Poland has a beta of 0.3. This suggests as returns on the market go up, Asseco Poland average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Asseco Poland SA will be expected to be much smaller as well. Additionally Asseco Poland SA 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. Asseco Poland Price Density |
| Price |
Predictive Modules for Asseco Poland
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Asseco Poland SA. 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 Asseco Poland'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.
Asseco Poland Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Asseco Poland is not an exception. The market had few large corrections towards the Asseco Poland'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 Asseco Poland SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Asseco Poland within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | 0.30 | |
σ | Overall volatility | 1.93 | |
Ir | Information ratio | -0.1 |
Asseco Poland 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 Asseco Poland for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Asseco Poland SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Asseco Poland SA generated a negative expected return over the last 90 days | |
| About 33.0% of the company shares are held by company insiders |
Asseco Poland 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 Asseco Stock often depends not only on the future outlook of the current and potential Asseco Poland'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. Asseco Poland's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 83 M | |
| Cash And Short Term Investments | 3.2 B |
Asseco Poland Technical Analysis
Asseco Poland's future price can be derived by breaking down and analyzing its technical indicators over time. Asseco Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Asseco Poland SA. In general, you should focus on analyzing Asseco Stock price patterns and their correlations with different microeconomic environments and drivers.
Asseco Poland Predictive Forecast Models
Asseco Poland's time-series forecasting models is one of many Asseco Poland'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 Asseco Poland'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 Asseco Poland SA
Checking the ongoing alerts about Asseco Poland for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Asseco Poland SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Asseco Poland SA generated a negative expected return over the last 90 days | |
| About 33.0% of the company shares are held by company insiders |
Additional Tools for Asseco Stock Analysis
When running Asseco Poland's price analysis, check to measure Asseco Poland'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 Asseco Poland is operating at the current time. Most of Asseco Poland's value examination focuses on studying past and present price action to predict the probability of Asseco Poland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Asseco Poland's price. Additionally, you may evaluate how the addition of Asseco Poland to your portfolios can decrease your overall portfolio volatility.