Bae Systems Plc Stock Probability of Future Pink Sheet Price Finishing Under 64.1
| BAESY Stock | USD 66.97 0.99 1.50% |
BAE |
BAE Systems Target Price Odds to finish below 64.1
The tendency of BAE 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 drop to $ 64.10 or more in 90 days |
| 66.97 | 90 days | 64.10 | roughly 2.31 |
Based on a normal probability distribution, the odds of BAE Systems to drop to $ 64.10 or more in 90 days from now is roughly 2.31 (This BAE Systems PLC probability density function shows the probability of BAE Pink Sheet to fall within a particular range of prices over 90 days) . Probability of BAE Systems PLC price to stay between $ 64.10 and its current price of $66.97 at the end of the 90-day period is about 33.51 .
Assuming the 90 days horizon the pink sheet has the beta coefficient of 1.03 suggesting BAE Systems PLC market returns are sensitive to returns on the market. As the market goes up or down, BAE Systems is expected to follow. Additionally BAE Systems PLC 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. BAE Systems Price Density |
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Predictive Modules for BAE Systems
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BAE Systems PLC. 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 BAE Systems' 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.
BAE Systems Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. BAE Systems is not an exception. The market had few large corrections towards the BAE Systems' 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 BAE Systems PLC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of BAE Systems within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.18 | |
β | Beta against Dow Jones | 1.03 | |
σ | Overall volatility | 1.77 | |
Ir | Information ratio | -0.1 |
BAE Systems 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 BAE Systems for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BAE Systems PLC can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| BAE Systems PLC generated a negative expected return over the last 90 days |
BAE Systems 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 BAE Pink Sheet often depends not only on the future outlook of the current and potential BAE Systems' 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. BAE Systems' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 3.2 B |
BAE Systems Technical Analysis
BAE Systems' future price can be derived by breaking down and analyzing its technical indicators over time. BAE Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of BAE Systems PLC. In general, you should focus on analyzing BAE Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
BAE Systems Predictive Forecast Models
BAE Systems' time-series forecasting models is one of many BAE Systems' 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 BAE Systems' 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.
Things to note about BAE Systems PLC
Checking the ongoing alerts about BAE Systems for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BAE Systems PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| BAE Systems PLC generated a negative expected return over the last 90 days |
Additional Tools for BAE Pink Sheet Analysis
When running BAE Systems' price analysis, check to measure BAE Systems' 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 BAE Systems is operating at the current time. Most of BAE Systems' value examination focuses on studying past and present price action to predict the probability of BAE Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BAE Systems' price. Additionally, you may evaluate how the addition of BAE Systems to your portfolios can decrease your overall portfolio volatility.