Capitania Malls (Brazil) Probability of Future Fund Price Finishing Under 6.58
| AJFI11 Fund | 7.33 0.05 0.69% |
Capitania |
Capitania Malls Target Price Odds to finish below 6.58
The tendency of Capitania 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 6.58 or more in 90 days |
| 7.33 | 90 days | 6.58 | near 1 |
Based on a normal probability distribution, the odds of Capitania Malls to drop to 6.58 or more in 90 days from now is near 1 (This Capitania Malls Fundo probability density function shows the probability of Capitania Fund to fall within a particular range of prices over 90 days) . Probability of Capitania Malls Fundo price to stay between 6.58 and its current price of 7.33 at the end of the 90-day period is about 23.82 .
Assuming the 90 days trading horizon Capitania Malls has a beta of 0.12. This suggests as returns on the market go up, Capitania Malls average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Capitania Malls Fundo will be expected to be much smaller as well. Additionally Capitania Malls Fundo 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. Capitania Malls Price Density |
| Price |
Predictive Modules for Capitania Malls
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Capitania Malls Fundo. 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.Capitania Malls Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Capitania Malls is not an exception. The market had few large corrections towards the Capitania Malls' 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 Capitania Malls Fundo, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Capitania Malls within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.19 | |
β | Beta against Dow Jones | 0.12 | |
σ | Overall volatility | 0.34 | |
Ir | Information ratio | -0.43 |
Capitania Malls 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 Capitania Malls for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Capitania Malls Fundo can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Capitania Malls generated a negative expected return over the last 90 days |
Capitania Malls Technical Analysis
Capitania Malls' future price can be derived by breaking down and analyzing its technical indicators over time. Capitania Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Capitania Malls Fundo. In general, you should focus on analyzing Capitania Fund price patterns and their correlations with different microeconomic environments and drivers.
Capitania Malls Predictive Forecast Models
Capitania Malls' time-series forecasting models is one of many Capitania Malls' 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 Capitania Malls' 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 Capitania Malls Fundo
Checking the ongoing alerts about Capitania Malls for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Capitania Malls Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Capitania Malls generated a negative expected return over the last 90 days |
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