Capitania Infra (Brazil) Probability of Future Etf Price Finishing Under 88.61
| CPTI11 Etf | BRL 86.65 0.71 0.83% |
Capitania |
Capitania Infra Target Price Odds to finish below 88.61
The tendency of Capitania 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 stay under R$ 88.61 after 90 days |
| 86.65 | 90 days | 88.61 | about 27.0 |
Based on a normal probability distribution, the odds of Capitania Infra to stay under R$ 88.61 after 90 days from now is about 27.0 (This Capitania Infra Fic probability density function shows the probability of Capitania Etf to fall within a particular range of prices over 90 days) . Probability of Capitania Infra Fic price to stay between its current price of R$ 86.65 and R$ 88.61 at the end of the 90-day period is about 14.58 .
Assuming the 90 days trading horizon Capitania Infra has a beta of 0.0819 suggesting as returns on the market go up, Capitania Infra average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Capitania Infra Fic will be expected to be much smaller as well. Additionally Capitania Infra Fic 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. Capitania Infra Price Density |
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Predictive Modules for Capitania Infra
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Capitania Infra Fic. 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.Capitania Infra Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Capitania Infra is not an exception. The market had few large corrections towards the Capitania Infra'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 Capitania Infra Fic, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Capitania Infra within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.17 | |
β | Beta against Dow Jones | 0.08 | |
σ | Overall volatility | 3.65 | |
Ir | Information ratio | -0.41 |
Capitania Infra 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 Capitania Infra for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Capitania Infra Fic can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Capitania Infra Fic generated a negative expected return over the last 90 days |
Capitania Infra Technical Analysis
Capitania Infra's future price can be derived by breaking down and analyzing its technical indicators over time. Capitania Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Capitania Infra Fic. In general, you should focus on analyzing Capitania Etf price patterns and their correlations with different microeconomic environments and drivers.
Capitania Infra Predictive Forecast Models
Capitania Infra's time-series forecasting models is one of many Capitania Infra'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 Capitania Infra'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 Capitania Infra Fic
Checking the ongoing alerts about Capitania Infra for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Capitania Infra Fic help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Capitania Infra Fic generated a negative expected return over the last 90 days |
Other Information on Investing in Capitania Etf
Capitania Infra financial ratios help investors to determine whether Capitania 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 Capitania with respect to the benefits of owning Capitania Infra security.