AyalaLand REIT (Philippines) Probability of Future Stock Price Finishing Under 26.87
| AREIT Stock | 37.95 1.65 4.17% |
AyalaLand |
AyalaLand REIT Target Price Odds to finish below 26.87
The tendency of AyalaLand 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 26.87 or more in 90 days |
| 37.95 | 90 days | 26.87 | near 1 |
Based on a normal probability distribution, the odds of AyalaLand REIT to drop to 26.87 or more in 90 days from now is near 1 (This AyalaLand REIT probability density function shows the probability of AyalaLand Stock to fall within a particular range of prices over 90 days) . Probability of AyalaLand REIT price to stay between 26.87 and its current price of 37.95 at the end of the 90-day period is about 42.48 .
Assuming the 90 days trading horizon AyalaLand REIT has a beta of -0.25. This suggests as returns on the benchmark increase, returns on holding AyalaLand REIT are expected to decrease at a much lower rate. During a bear market, however, AyalaLand REIT is likely to outperform the market. Additionally AyalaLand REIT has an alpha of 0.1974, implying that it can generate a 0.2 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). AyalaLand REIT Price Density |
| Price |
Predictive Modules for AyalaLand REIT
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AyalaLand REIT. 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 AyalaLand REIT'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.
AyalaLand REIT Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AyalaLand REIT is not an exception. The market had few large corrections towards the AyalaLand REIT'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 AyalaLand REIT, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AyalaLand REIT within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.20 | |
β | Beta against Dow Jones | -0.25 | |
σ | Overall volatility | 1.22 | |
Ir | Information ratio | 0.04 |
AyalaLand REIT 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 AyalaLand Stock often depends not only on the future outlook of the current and potential AyalaLand REIT'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. AyalaLand REIT's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.5 B | |
| Dividends Paid | 1.7 B | |
| Cash And Short Term Investments | 92 M |
AyalaLand REIT Technical Analysis
AyalaLand REIT's future price can be derived by breaking down and analyzing its technical indicators over time. AyalaLand Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AyalaLand REIT. In general, you should focus on analyzing AyalaLand Stock price patterns and their correlations with different microeconomic environments and drivers.
AyalaLand REIT Predictive Forecast Models
AyalaLand REIT's time-series forecasting models is one of many AyalaLand REIT'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 AyalaLand REIT'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 AyalaLand REIT 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, AyalaLand REIT's short interest history, or implied volatility extrapolated from AyalaLand REIT options trading.
Additional Tools for AyalaLand Stock Analysis
When running AyalaLand REIT's price analysis, check to measure AyalaLand REIT'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 AyalaLand REIT is operating at the current time. Most of AyalaLand REIT's value examination focuses on studying past and present price action to predict the probability of AyalaLand REIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AyalaLand REIT's price. Additionally, you may evaluate how the addition of AyalaLand REIT to your portfolios can decrease your overall portfolio volatility.