Castello Branco (Brazil) Probability of Future Fund Price Finishing Over 22.86
| CBOP11 Fund | BRL 24.44 0.64 2.69% |
Castello |
Castello Branco Target Price Odds to finish over 22.86
The tendency of Castello 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 stay above R$ 22.86 in 90 days |
| 24.44 | 90 days | 22.86 | about 99.0 |
Based on a normal probability distribution, the odds of Castello Branco to stay above R$ 22.86 in 90 days from now is about 99.0 (This Castello Branco Off probability density function shows the probability of Castello Fund to fall within a particular range of prices over 90 days) . Probability of Castello Branco Off price to stay between R$ 22.86 and its current price of R$24.44 at the end of the 90-day period is about 12.67 .
Assuming the 90 days trading horizon Castello Branco Off has a beta of -0.41 suggesting as returns on the benchmark increase, returns on holding Castello Branco are expected to decrease at a much lower rate. During a bear market, however, Castello Branco Off is likely to outperform the market. Additionally Castello Branco Off 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. Castello Branco Price Density |
| Price |
Predictive Modules for Castello Branco
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Castello Branco Off. 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.Castello Branco Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Castello Branco is not an exception. The market had few large corrections towards the Castello Branco'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 Castello Branco Off, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Castello Branco within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.15 | |
β | Beta against Dow Jones | -0.41 | |
σ | Overall volatility | 1.31 | |
Ir | Information ratio | -0.19 |
Castello Branco 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 Castello Branco for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Castello Branco Off can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Castello Branco Off generated a negative expected return over the last 90 days |
Castello Branco 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 Castello Fund often depends not only on the future outlook of the current and potential Castello Branco'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. Castello Branco's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 2.59k | |
| Average Daily Volume In Three Month | 3.23k |
Castello Branco Technical Analysis
Castello Branco's future price can be derived by breaking down and analyzing its technical indicators over time. Castello Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Castello Branco Off. In general, you should focus on analyzing Castello Fund price patterns and their correlations with different microeconomic environments and drivers.
Castello Branco Predictive Forecast Models
Castello Branco's time-series forecasting models is one of many Castello Branco'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 Castello Branco'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 Castello Branco Off
Checking the ongoing alerts about Castello Branco for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Castello Branco Off help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Castello Branco Off generated a negative expected return over the last 90 days |
Other Information on Investing in Castello Fund
Castello Branco financial ratios help investors to determine whether Castello 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 Castello with respect to the benefits of owning Castello Branco security.
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