Aurizon Holdings (Australia) Probability of Future Stock Price Finishing Over 4.27
| AZJ Stock | 3.40 0.01 0.29% |
Aurizon |
Aurizon Holdings Target Price Odds to finish over 4.27
The tendency of Aurizon 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 move over 4.27 or more in 90 days |
| 3.40 | 90 days | 4.27 | close to zero percent |
Based on a normal probability distribution, the odds of Aurizon Holdings to move over 4.27 or more in 90 days from now is close to zero percent (This Aurizon Holdings probability density function shows the probability of Aurizon Stock to fall within a particular range of prices over 90 days) . Probability of Aurizon Holdings price to stay between its current price of 3.40 and 4.27 at the end of the 90-day period is about 77.56 .
Assuming the 90 days trading horizon Aurizon Holdings has a beta of 0.13. This suggests as returns on the market go up, Aurizon Holdings average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Aurizon Holdings will be expected to be much smaller as well. Additionally Aurizon Holdings 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. Aurizon Holdings Price Density |
| Price |
Predictive Modules for Aurizon Holdings
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Aurizon Holdings. 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.Aurizon Holdings Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Aurizon Holdings is not an exception. The market had few large corrections towards the Aurizon Holdings' 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 Aurizon Holdings, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Aurizon Holdings within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.01 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 0.05 | |
Ir | Information ratio | -0.14 |
Aurizon Holdings 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 Aurizon Holdings for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Aurizon Holdings can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Aurizon Holdings generated a negative expected return over the last 90 days | |
| Aurizon Holdings has high likelihood to experience some financial distress in the next 2 years | |
| Latest headline from news.google.com: Aurizon Holdings Updates on Share Buy-Back Program - TipRanks |
Aurizon Holdings 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 Aurizon Stock often depends not only on the future outlook of the current and potential Aurizon Holdings' 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. Aurizon Holdings' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.8 B | |
| Cash And Short Term Investments | 49 M |
Aurizon Holdings Technical Analysis
Aurizon Holdings' future price can be derived by breaking down and analyzing its technical indicators over time. Aurizon Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Aurizon Holdings. In general, you should focus on analyzing Aurizon Stock price patterns and their correlations with different microeconomic environments and drivers.
Aurizon Holdings Predictive Forecast Models
Aurizon Holdings' time-series forecasting models is one of many Aurizon Holdings' 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 Aurizon Holdings' 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 Aurizon Holdings
Checking the ongoing alerts about Aurizon Holdings for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Aurizon Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Aurizon Holdings generated a negative expected return over the last 90 days | |
| Aurizon Holdings has high likelihood to experience some financial distress in the next 2 years | |
| Latest headline from news.google.com: Aurizon Holdings Updates on Share Buy-Back Program - TipRanks |
Additional Tools for Aurizon Stock Analysis
When running Aurizon Holdings' price analysis, check to measure Aurizon Holdings' 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 Aurizon Holdings is operating at the current time. Most of Aurizon Holdings' value examination focuses on studying past and present price action to predict the probability of Aurizon Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aurizon Holdings' price. Additionally, you may evaluate how the addition of Aurizon Holdings to your portfolios can decrease your overall portfolio volatility.