Aristocrat Leisure Limited Stock Probability of Future Pink Sheet Price Finishing Over 43.24
| ARLUF Stock | USD 45.49 0.85 1.83% |
Aristocrat |
Aristocrat Leisure Target Price Odds to finish over 43.24
The tendency of Aristocrat Pink Sheet 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 above $ 43.24 in 90 days |
| 45.49 | 90 days | 43.24 | about 19.7 |
Based on a normal probability distribution, the odds of Aristocrat Leisure to stay above $ 43.24 in 90 days from now is about 19.7 (This Aristocrat Leisure Limited probability density function shows the probability of Aristocrat Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Aristocrat Leisure price to stay between $ 43.24 and its current price of $45.49 at the end of the 90-day period is about 14.3 .
Assuming the 90 days horizon Aristocrat Leisure Limited has a beta of -0.3. This suggests as returns on the benchmark increase, returns on holding Aristocrat Leisure are expected to decrease at a much lower rate. During a bear market, however, Aristocrat Leisure Limited is likely to outperform the market. Additionally Aristocrat Leisure Limited has an alpha of 0.4156, implying that it can generate a 0.42 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Aristocrat Leisure Price Density |
| Price |
Predictive Modules for Aristocrat Leisure
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aristocrat Leisure. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Aristocrat Leisure'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.
Aristocrat Leisure Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aristocrat Leisure is not an exception. The market had few large corrections towards the Aristocrat Leisure'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 Aristocrat Leisure Limited, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aristocrat Leisure within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.42 | |
β | Beta against Dow Jones | -0.3 | |
σ | Overall volatility | 2.98 | |
Ir | Information ratio | 0.1 |
Aristocrat Leisure 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 Aristocrat Pink Sheet often depends not only on the future outlook of the current and potential Aristocrat Leisure'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. Aristocrat Leisure's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 661.6 M |
Aristocrat Leisure Technical Analysis
Aristocrat Leisure's future price can be derived by breaking down and analyzing its technical indicators over time. Aristocrat Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Aristocrat Leisure Limited. In general, you should focus on analyzing Aristocrat Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
Aristocrat Leisure Predictive Forecast Models
Aristocrat Leisure's time-series forecasting models is one of many Aristocrat Leisure's pink sheet 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 Aristocrat Leisure'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 pink sheet 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 Aristocrat Leisure 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, Aristocrat Leisure's short interest history, or implied volatility extrapolated from Aristocrat Leisure options trading.
Other Information on Investing in Aristocrat Pink Sheet
Aristocrat Leisure financial ratios help investors to determine whether Aristocrat Pink Sheet 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 Aristocrat with respect to the benefits of owning Aristocrat Leisure security.