BTG Pactual (Brazil) Probability of Future Fund Price Finishing Under 95.84
| BTLG11 Fund | BRL 96.12 0.38 0.39% |
BTG |
BTG Pactual Target Price Odds to finish below 95.84
The tendency of BTG Fund 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$ 95.84 or more in 90 days |
| 96.12 | 90 days | 95.84 | about 12.71 |
Based on a normal probability distribution, the odds of BTG Pactual to drop to R$ 95.84 or more in 90 days from now is about 12.71 (This BTG Pactual Logstica probability density function shows the probability of BTG Fund to fall within a particular range of prices over 90 days) . Probability of BTG Pactual Logstica price to stay between R$ 95.84 and its current price of R$96.12 at the end of the 90-day period is roughly 2.8 .
Assuming the 90 days trading horizon BTG Pactual has a beta of 0.0633 suggesting as returns on the market go up, BTG Pactual average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding BTG Pactual Logstica will be expected to be much smaller as well. Additionally BTG Pactual Logstica 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. BTG Pactual Price Density |
| Price |
Predictive Modules for BTG Pactual
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BTG Pactual Logstica. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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.BTG Pactual Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. BTG Pactual is not an exception. The market had few large corrections towards the BTG Pactual'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 BTG Pactual Logstica, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of BTG Pactual within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.1 | |
β | Beta against Dow Jones | 0.06 | |
σ | Overall volatility | 2.26 | |
Ir | Information ratio | -0.29 |
BTG Pactual 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 BTG Pactual for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BTG Pactual Logstica can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| BTG Pactual Logstica generated a negative expected return over the last 90 days |
BTG Pactual 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 BTG Fund often depends not only on the future outlook of the current and potential BTG Pactual'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. BTG Pactual's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 41.09k | |
| Average Daily Volume In Three Month | 50.19k |
BTG Pactual Technical Analysis
BTG Pactual's future price can be derived by breaking down and analyzing its technical indicators over time. BTG Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of BTG Pactual Logstica. In general, you should focus on analyzing BTG Fund price patterns and their correlations with different microeconomic environments and drivers.
BTG Pactual Predictive Forecast Models
BTG Pactual's time-series forecasting models is one of many BTG Pactual's fund 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 BTG Pactual'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 fund market movement and maximize returns from investment trading.
Things to note about BTG Pactual Logstica
Checking the ongoing alerts about BTG Pactual for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BTG Pactual Logstica help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| BTG Pactual Logstica generated a negative expected return over the last 90 days |
Other Information on Investing in BTG Fund
BTG Pactual financial ratios help investors to determine whether BTG Fund 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 BTG with respect to the benefits of owning BTG Pactual security.
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