Baumer SA (Brazil) Probability of Future Preferred Stock Price Finishing Under 8.94
| BALM4 Preferred Stock | BRL 10.58 0.00 0.00% |
Baumer |
Baumer SA Target Price Odds to finish below 8.94
The tendency of Baumer Preferred 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 R$ 8.94 or more in 90 days |
| 10.58 | 90 days | 8.94 | near 1 |
Based on a normal probability distribution, the odds of Baumer SA to drop to R$ 8.94 or more in 90 days from now is near 1 (This Baumer SA probability density function shows the probability of Baumer Preferred Stock to fall within a particular range of prices over 90 days) . Probability of Baumer SA price to stay between R$ 8.94 and its current price of R$10.58 at the end of the 90-day period is about 63.92 .
Assuming the 90 days trading horizon Baumer SA has a beta of 0.0491 suggesting as returns on the market go up, Baumer SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Baumer SA will be expected to be much smaller as well. Additionally Baumer SA 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. Baumer SA Price Density |
| Price |
Predictive Modules for Baumer SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Baumer SA. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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.Baumer SA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Baumer SA is not an exception. The market had few large corrections towards the Baumer SA'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 Baumer SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Baumer SA within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | 0.05 | |
σ | Overall volatility | 0.28 | |
Ir | Information ratio | -0.09 |
Baumer SA 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 Baumer SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Baumer SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Baumer SA generated a negative expected return over the last 90 days | |
| About 41.0% of the company shares are held by company insiders |
Baumer SA 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 Baumer Preferred Stock often depends not only on the future outlook of the current and potential Baumer SA'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. Baumer SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 9.8 M | |
| Cash And Short Term Investments | 44 M |
Baumer SA Technical Analysis
Baumer SA's future price can be derived by breaking down and analyzing its technical indicators over time. Baumer Preferred Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Baumer SA. In general, you should focus on analyzing Baumer Preferred Stock price patterns and their correlations with different microeconomic environments and drivers.
Baumer SA Predictive Forecast Models
Baumer SA's time-series forecasting models is one of many Baumer SA's preferred 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 Baumer SA'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 preferred stock market movement and maximize returns from investment trading.
Things to note about Baumer SA
Checking the ongoing alerts about Baumer SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Baumer SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Baumer SA generated a negative expected return over the last 90 days | |
| About 41.0% of the company shares are held by company insiders |
Additional Tools for Baumer Preferred Stock Analysis
When running Baumer SA's price analysis, check to measure Baumer SA'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 Baumer SA is operating at the current time. Most of Baumer SA's value examination focuses on studying past and present price action to predict the probability of Baumer SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Baumer SA's price. Additionally, you may evaluate how the addition of Baumer SA to your portfolios can decrease your overall portfolio volatility.