Agfiq Market Neutral Etf Probability of Future Etf Price Finishing Over 22.11
| BTAL Etf | USD 18.95 0.13 0.69% |
Closest to current price AGFiQ long CALL Option Payoff at Expiration
AGFiQ |
AGFiQ Market Target Price Odds to finish over 22.11
The tendency of AGFiQ Etf 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 $ 22.11 or more in 90 days |
| 18.95 | 90 days | 22.11 | near 1 |
Based on a normal probability distribution, the odds of AGFiQ Market to move over $ 22.11 or more in 90 days from now is near 1 (This AGFiQ Market Neutral probability density function shows the probability of AGFiQ Etf to fall within a particular range of prices over 90 days) . Probability of AGFiQ Market Neutral price to stay between its current price of $ 18.95 and $ 22.11 at the end of the 90-day period is under 95 .
Given the investment horizon of 90 days AGFiQ Market Neutral has a beta of -0.52 suggesting as returns on the benchmark increase, returns on holding AGFiQ Market are expected to decrease at a much lower rate. During a bear market, however, AGFiQ Market Neutral is likely to outperform the market. Additionally AGFiQ Market Neutral 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. AGFiQ Market Price Density |
| Price |
Predictive Modules for AGFiQ Market
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AGFiQ Market Neutral. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.AGFiQ Market Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AGFiQ Market is not an exception. The market had few large corrections towards the AGFiQ Market'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 AGFiQ Market Neutral, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AGFiQ Market within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | -0.52 | |
σ | Overall volatility | 0.47 | |
Ir | Information ratio | -0.24 |
AGFiQ Market 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 AGFiQ Market for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for AGFiQ Market Neutral can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| AGFiQ Market Neutral generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: AGF U.S. Market Neutral Anti-Beta Fund Trading 1.1 percent Higher Time to Buy | |
| The fund created five year return of -2.0% | |
| AGFiQ Market Neutral holds most of the assets under management (AUM) in different types of exotic instruments. |
AGFiQ Market 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 AGFiQ Etf often depends not only on the future outlook of the current and potential AGFiQ Market'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. AGFiQ Market's indicators that are reflective of the short sentiment are summarized in the table below.
AGFiQ Market Technical Analysis
AGFiQ Market's future price can be derived by breaking down and analyzing its technical indicators over time. AGFiQ Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AGFiQ Market Neutral. In general, you should focus on analyzing AGFiQ Etf price patterns and their correlations with different microeconomic environments and drivers.
AGFiQ Market Predictive Forecast Models
AGFiQ Market's time-series forecasting models is one of many AGFiQ Market's etf 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 AGFiQ Market'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 etf market movement and maximize returns from investment trading.
Things to note about AGFiQ Market Neutral
Checking the ongoing alerts about AGFiQ Market for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for AGFiQ Market Neutral help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| AGFiQ Market Neutral generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: AGF U.S. Market Neutral Anti-Beta Fund Trading 1.1 percent Higher Time to Buy | |
| The fund created five year return of -2.0% | |
| AGFiQ Market Neutral holds most of the assets under management (AUM) in different types of exotic instruments. |
Check out AGFiQ Market Backtesting, Portfolio Optimization, AGFiQ Market Correlation, AGFiQ Market Hype Analysis, AGFiQ Market Volatility, AGFiQ Market History as well as AGFiQ Market Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
The market value of AGFiQ Market Neutral is measured differently than its book value, which is the value of AGFiQ that is recorded on the company's balance sheet. Investors also form their own opinion of AGFiQ Market's value that differs from its market value or its book value, called intrinsic value, which is AGFiQ Market's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AGFiQ Market's market value can be influenced by many factors that don't directly affect AGFiQ Market's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AGFiQ Market's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGFiQ Market is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGFiQ Market's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.