ALPEK SAB (Mexico) Probability of Future Stock Price Finishing Under 12.18
| ALPEKA Stock | MXN 13.87 0.06 0.43% |
ALPEK |
ALPEK SAB Target Price Odds to finish below 12.18
The tendency of ALPEK 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 12.18 or more in 90 days |
| 13.87 | 90 days | 12.18 | about 22.7 |
Based on a normal probability distribution, the odds of ALPEK SAB to drop to 12.18 or more in 90 days from now is about 22.7 (This ALPEK SAB de probability density function shows the probability of ALPEK Stock to fall within a particular range of prices over 90 days) . Probability of ALPEK SAB de price to stay between 12.18 and its current price of 13.87 at the end of the 90-day period is about 67.76 .
Assuming the 90 days trading horizon ALPEK SAB has a beta of 0.54. This suggests as returns on the market go up, ALPEK SAB average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding ALPEK SAB de will be expected to be much smaller as well. Additionally ALPEK SAB de has an alpha of 0.2579, implying that it can generate a 0.26 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). ALPEK SAB Price Density |
| Price |
Predictive Modules for ALPEK SAB
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ALPEK SAB de. 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.ALPEK SAB Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. ALPEK SAB is not an exception. The market had few large corrections towards the ALPEK SAB'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 ALPEK SAB de, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ALPEK SAB within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.26 | |
β | Beta against Dow Jones | 0.54 | |
σ | Overall volatility | 0.82 | |
Ir | Information ratio | 0.10 |
ALPEK SAB 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 ALPEK Stock often depends not only on the future outlook of the current and potential ALPEK SAB'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. ALPEK SAB's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 2.1 B |
ALPEK SAB Technical Analysis
ALPEK SAB's future price can be derived by breaking down and analyzing its technical indicators over time. ALPEK Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ALPEK SAB de. In general, you should focus on analyzing ALPEK Stock price patterns and their correlations with different microeconomic environments and drivers.
ALPEK SAB Predictive Forecast Models
ALPEK SAB's time-series forecasting models is one of many ALPEK SAB'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 ALPEK SAB'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 ALPEK SAB 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, ALPEK SAB's short interest history, or implied volatility extrapolated from ALPEK SAB options trading.
Other Information on Investing in ALPEK Stock
ALPEK SAB financial ratios help investors to determine whether ALPEK 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 ALPEK with respect to the benefits of owning ALPEK SAB security.