Bank of the (Philippines) Probability of Future Stock Price Finishing Under 111.35
| BPI Stock | 134.30 1.20 0.89% |
Bank |
Bank of the Target Price Odds to finish below 111.35
The tendency of Bank 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 111.35 or more in 90 days |
| 134.30 | 90 days | 111.35 | near 1 |
Based on a normal probability distribution, the odds of Bank of the to drop to 111.35 or more in 90 days from now is near 1 (This Bank of the probability density function shows the probability of Bank Stock to fall within a particular range of prices over 90 days) . Probability of Bank of the price to stay between 111.35 and its current price of 134.3 at the end of the 90-day period is about 46.69 .
Assuming the 90 days trading horizon Bank of the has a beta of -0.15 suggesting as returns on the benchmark increase, returns on holding Bank of the are expected to decrease at a much lower rate. During a bear market, however, Bank of the is likely to outperform the market. Additionally Bank of the has an alpha of 0.1979, implying that it can generate a 0.2 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Bank of the Price Density |
| Price |
Predictive Modules for Bank of the
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bank of the. 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.Bank of the Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Bank of the is not an exception. The market had few large corrections towards the Bank of the'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 Bank of the, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Bank of the within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.20 | |
β | Beta against Dow Jones | -0.15 | |
σ | Overall volatility | 7.99 | |
Ir | Information ratio | 0.04 |
Bank of the 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 Bank Stock often depends not only on the future outlook of the current and potential Bank of the'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. Bank of the's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 4.5 B | |
| Dividends Paid | 8.1 B |
Bank of the Technical Analysis
Bank of the's future price can be derived by breaking down and analyzing its technical indicators over time. Bank Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Bank of the. In general, you should focus on analyzing Bank Stock price patterns and their correlations with different microeconomic environments and drivers.
Bank of the Predictive Forecast Models
Bank of the's time-series forecasting models is one of many Bank of the'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 Bank of the'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.
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 Bank of the 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, Bank of the's short interest history, or implied volatility extrapolated from Bank of the options trading.
Additional Information and Resources on Investing in Bank Stock
When determining whether Bank of the is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Bank Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Bank Of The Stock. Highlighted below are key reports to facilitate an investment decision about Bank Of The Stock:Check out Bank of the Backtesting, Bank of the Valuation, Bank of the Correlation, Bank of the Hype Analysis, Bank of the Volatility, Bank of the History as well as Bank of the Performance. For information on how to trade Bank Stock refer to our How to Trade Bank Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..