MBI Administradora (Chile) Probability of Future Etf Price Finishing Under 27,390
| CFIMBDPA-E | CLP 27,351 165.17 0.60% |
MBI |
MBI Administradora Target Price Odds to finish below 27,390
The tendency of MBI 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 below current price in 90 days |
| 27,351 | 90 days | 27,351 | about 81.67 |
Based on a normal probability distribution, the odds of MBI Administradora to move below current price in 90 days from now is about 81.67 (This MBI Administradora General probability density function shows the probability of MBI Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon the etf has the beta coefficient of 1.02 suggesting MBI Administradora General market returns are sensible to returns on the market. As the market goes up or down, MBI Administradora is expected to follow. Additionally MBI Administradora General 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. MBI Administradora Price Density |
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Predictive Modules for MBI Administradora
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as MBI Administradora. 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.MBI Administradora Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. MBI Administradora is not an exception. The market had few large corrections towards the MBI Administradora'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 MBI Administradora General, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of MBI Administradora within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.09 | |
β | Beta against Dow Jones | 1.02 | |
σ | Overall volatility | 780.49 | |
Ir | Information ratio | -0.05 |
MBI Administradora Technical Analysis
MBI Administradora's future price can be derived by breaking down and analyzing its technical indicators over time. MBI Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of MBI Administradora General. In general, you should focus on analyzing MBI Etf price patterns and their correlations with different microeconomic environments and drivers.
MBI Administradora Predictive Forecast Models
MBI Administradora's time-series forecasting models is one of many MBI Administradora'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 MBI Administradora'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.
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 MBI Administradora 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, MBI Administradora's short interest history, or implied volatility extrapolated from MBI Administradora options trading.
Other Information on Investing in MBI Etf
MBI Administradora financial ratios help investors to determine whether MBI Etf 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 MBI with respect to the benefits of owning MBI Administradora security.