Cosco Capital (Philippines) Probability of Future Stock Price Finishing Under 0.58

COSCO Stock   5.31  0.04  0.75%   
Cosco Capital's future price is the expected price of Cosco Capital instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Cosco Capital performance during a given time horizon utilizing its historical volatility. Check out Cosco Capital Backtesting, Cosco Capital Valuation, Cosco Capital Correlation, Cosco Capital Hype Analysis, Cosco Capital Volatility, Cosco Capital History as well as Cosco Capital Performance.
  
Please specify Cosco Capital's target price for which you would like Cosco Capital odds to be computed.

Cosco Capital Target Price Odds to finish below 0.58

The tendency of Cosco 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 PriceHorizonTarget PriceOdds to drop to  0.58  or more in 90 days
 5.31 90 days 0.58 
close to zero percent
Based on a normal probability distribution, the odds of Cosco Capital to drop to  0.58  or more in 90 days from now is close to zero percent (This Cosco Capital probability density function shows the probability of Cosco Stock to fall within a particular range of prices over 90 days) . Probability of Cosco Capital price to stay between  0.58  and its current price of 5.31 at the end of the 90-day period is about 15.04 .
Assuming the 90 days trading horizon Cosco Capital has a beta of -0.11 suggesting as returns on the benchmark increase, returns on holding Cosco Capital are expected to decrease at a much lower rate. During a bear market, however, Cosco Capital is likely to outperform the market. Additionally Cosco Capital 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.
   Cosco Capital Price Density   
       Price  

Predictive Modules for Cosco Capital

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Cosco Capital. 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.
Hype
Prediction
LowEstimatedHigh
4.035.356.67
Details
Intrinsic
Valuation
LowRealHigh
3.204.525.84
Details
Naive
Forecast
LowNextHigh
4.125.446.77
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.215.405.60
Details

Cosco Capital Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Cosco Capital is not an exception. The market had few large corrections towards the Cosco Capital'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 Cosco Capital, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Cosco Capital within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.0015
β
Beta against Dow Jones-0.11
σ
Overall volatility
0.1
Ir
Information ratio -0.09

Cosco Capital 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 Cosco Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Cosco Capital can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Cosco Capital generated a negative expected return over the last 90 days

Cosco Capital 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 Cosco Stock often depends not only on the future outlook of the current and potential Cosco Capital'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. Cosco Capital's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding6.9 B
Dividends Paid1.7 B
Cash And Short Term Investments63.9 B

Cosco Capital Technical Analysis

Cosco Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Cosco Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Cosco Capital. In general, you should focus on analyzing Cosco Stock price patterns and their correlations with different microeconomic environments and drivers.

Cosco Capital Predictive Forecast Models

Cosco Capital's time-series forecasting models is one of many Cosco Capital'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 Cosco Capital'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.

Things to note about Cosco Capital

Checking the ongoing alerts about Cosco Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Cosco Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Cosco Capital generated a negative expected return over the last 90 days

Additional Tools for Cosco Stock Analysis

When running Cosco Capital's price analysis, check to measure Cosco Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cosco Capital is operating at the current time. Most of Cosco Capital's value examination focuses on studying past and present price action to predict the probability of Cosco Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cosco Capital's price. Additionally, you may evaluate how the addition of Cosco Capital to your portfolios can decrease your overall portfolio volatility.