Bayer Aktiengesellscha (Germany) Probability of Future Stock Price Finishing Under 4.67
| BAYA Stock | EUR 4.94 0.24 5.11% |
Bayer |
Bayer Aktiengesellscha Target Price Odds to finish below 4.67
The tendency of Bayer 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 € 4.67 or more in 90 days |
| 4.94 | 90 days | 4.67 | near 1 |
Based on a normal probability distribution, the odds of Bayer Aktiengesellscha to drop to € 4.67 or more in 90 days from now is near 1 (This Bayer Aktiengesellschaft probability density function shows the probability of Bayer Stock to fall within a particular range of prices over 90 days) . Probability of Bayer Aktiengesellschaft price to stay between € 4.67 and its current price of €4.94 at the end of the 90-day period is about 1.13 .
Assuming the 90 days trading horizon Bayer Aktiengesellscha has a beta of 0.36 suggesting as returns on the market go up, Bayer Aktiengesellscha average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Bayer Aktiengesellschaft will be expected to be much smaller as well. Additionally Bayer Aktiengesellschaft 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. Bayer Aktiengesellscha Price Density |
| Price |
Predictive Modules for Bayer Aktiengesellscha
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bayer Aktiengesellschaft. 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.Bayer Aktiengesellscha Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Bayer Aktiengesellscha is not an exception. The market had few large corrections towards the Bayer Aktiengesellscha'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 Bayer Aktiengesellschaft, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Bayer Aktiengesellscha within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.46 | |
β | Beta against Dow Jones | 0.36 | |
σ | Overall volatility | 0.72 | |
Ir | Information ratio | -0.13 |
Bayer Aktiengesellscha 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 Bayer Aktiengesellscha for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Bayer Aktiengesellschaft can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Bayer Aktiengesellscha generated a negative expected return over the last 90 days | |
| Bayer Aktiengesellscha has high historical volatility and very poor performance |
Bayer Aktiengesellscha 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 Bayer Stock often depends not only on the future outlook of the current and potential Bayer Aktiengesellscha'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. Bayer Aktiengesellscha's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 982.4 M |
Bayer Aktiengesellscha Technical Analysis
Bayer Aktiengesellscha's future price can be derived by breaking down and analyzing its technical indicators over time. Bayer Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Bayer Aktiengesellschaft. In general, you should focus on analyzing Bayer Stock price patterns and their correlations with different microeconomic environments and drivers.
Bayer Aktiengesellscha Predictive Forecast Models
Bayer Aktiengesellscha's time-series forecasting models is one of many Bayer Aktiengesellscha'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 Bayer Aktiengesellscha'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.
Things to note about Bayer Aktiengesellschaft
Checking the ongoing alerts about Bayer Aktiengesellscha for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Bayer Aktiengesellschaft help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Bayer Aktiengesellscha generated a negative expected return over the last 90 days | |
| Bayer Aktiengesellscha has high historical volatility and very poor performance |
Other Information on Investing in Bayer Stock
Bayer Aktiengesellscha financial ratios help investors to determine whether Bayer Stock 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 Bayer with respect to the benefits of owning Bayer Aktiengesellscha security.