Commerzbank Ag Stock Probability of Future Pink Sheet Price Finishing Under 10.25
| CRZBF Stock | USD 15.05 2.95 16.39% |
Commerzbank |
Commerzbank Target Price Odds to finish below 10.25
The tendency of Commerzbank Pink Sheet 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 $ 10.25 or more in 90 days |
| 15.05 | 90 days | 10.25 | near 1 |
Based on a normal probability distribution, the odds of Commerzbank to drop to $ 10.25 or more in 90 days from now is near 1 (This Commerzbank AG probability density function shows the probability of Commerzbank Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Commerzbank AG price to stay between $ 10.25 and its current price of $15.05 at the end of the 90-day period is about 11.0 .
Assuming the 90 days horizon Commerzbank has a beta of 0.21 suggesting as returns on the market go up, Commerzbank average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Commerzbank AG will be expected to be much smaller as well. Additionally Commerzbank AG has an alpha of 0.1644, implying that it can generate a 0.16 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Commerzbank Price Density |
| Price |
Predictive Modules for Commerzbank
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Commerzbank AG. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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.Commerzbank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Commerzbank is not an exception. The market had few large corrections towards the Commerzbank'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 Commerzbank AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Commerzbank within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.16 | |
β | Beta against Dow Jones | 0.21 | |
σ | Overall volatility | 1.46 | |
Ir | Information ratio | 0.02 |
Commerzbank 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 Commerzbank for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Commerzbank AG can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Commerzbank AG had very high historical volatility over the last 90 days | |
| Commerzbank AG has high likelihood to experience some financial distress in the next 2 years | |
| Commerzbank AG has accumulated about 159.17 B in cash with (24.26 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 73.86, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 15.0% of the company shares are held by company insiders |
Commerzbank 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 Commerzbank Pink Sheet often depends not only on the future outlook of the current and potential Commerzbank'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. Commerzbank's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.3 B |
Commerzbank Technical Analysis
Commerzbank's future price can be derived by breaking down and analyzing its technical indicators over time. Commerzbank Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Commerzbank AG. In general, you should focus on analyzing Commerzbank Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
Commerzbank Predictive Forecast Models
Commerzbank's time-series forecasting models is one of many Commerzbank's pink sheet 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 Commerzbank'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 pink sheet market movement and maximize returns from investment trading.
Things to note about Commerzbank AG
Checking the ongoing alerts about Commerzbank for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Commerzbank AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Commerzbank AG had very high historical volatility over the last 90 days | |
| Commerzbank AG has high likelihood to experience some financial distress in the next 2 years | |
| Commerzbank AG has accumulated about 159.17 B in cash with (24.26 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 73.86, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 15.0% of the company shares are held by company insiders |
Other Information on Investing in Commerzbank Pink Sheet
Commerzbank financial ratios help investors to determine whether Commerzbank Pink Sheet 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 Commerzbank with respect to the benefits of owning Commerzbank security.