MERCEDES-BENZ GRP (Germany) Probability of Future Stock Price Finishing Under 10.62
| DAII Stock | EUR 13.60 0.50 3.82% |
MERCEDES-BENZ |
MERCEDES-BENZ GRP Target Price Odds to finish below 10.62
The tendency of MERCEDES-BENZ 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 Price | Horizon | Target Price | Odds to drop to € 10.62 or more in 90 days |
| 13.60 | 90 days | 10.62 | near 1 |
Based on a normal probability distribution, the odds of MERCEDES-BENZ GRP to drop to € 10.62 or more in 90 days from now is near 1 (This MERCEDES BENZ GRP ADR14 probability density function shows the probability of MERCEDES-BENZ Stock to fall within a particular range of prices over 90 days) . Probability of MERCEDES BENZ GRP price to stay between € 10.62 and its current price of €13.6 at the end of the 90-day period is about 46.54 .
Assuming the 90 days trading horizon MERCEDES BENZ GRP ADR14 has a beta of -0.61 suggesting as returns on the benchmark increase, returns on holding MERCEDES-BENZ GRP are expected to decrease at a much lower rate. During a bear market, however, MERCEDES BENZ GRP ADR14 is likely to outperform the market. Additionally MERCEDES BENZ GRP ADR14 has an alpha of 0.0213, implying that it can generate a 0.0213 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). MERCEDES-BENZ GRP Price Density |
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Predictive Modules for MERCEDES-BENZ GRP
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as MERCEDES BENZ GRP. 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.MERCEDES-BENZ GRP Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. MERCEDES-BENZ GRP is not an exception. The market had few large corrections towards the MERCEDES-BENZ GRP'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 MERCEDES BENZ GRP ADR14, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of MERCEDES-BENZ GRP within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | -0.61 | |
σ | Overall volatility | 0.58 | |
Ir | Information ratio | -0.06 |
MERCEDES-BENZ GRP 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 MERCEDES-BENZ Stock often depends not only on the future outlook of the current and potential MERCEDES-BENZ GRP'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. MERCEDES-BENZ GRP's indicators that are reflective of the short sentiment are summarized in the table below.
| Trailing Annual Dividend Rate | 1.35 | |
| Float Shares | 3.23B | |
| Average Daily Volume Last 10 Day | 81 | |
| Average Daily Volume In Three Month | 177 | |
| Trailing Annual Dividend Yield | 6.43% |
MERCEDES-BENZ GRP Technical Analysis
MERCEDES-BENZ GRP's future price can be derived by breaking down and analyzing its technical indicators over time. MERCEDES-BENZ Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of MERCEDES BENZ GRP ADR14. In general, you should focus on analyzing MERCEDES-BENZ Stock price patterns and their correlations with different microeconomic environments and drivers.
MERCEDES-BENZ GRP Predictive Forecast Models
MERCEDES-BENZ GRP's time-series forecasting models is one of many MERCEDES-BENZ GRP'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 MERCEDES-BENZ GRP'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.
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 MERCEDES-BENZ GRP 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, MERCEDES-BENZ GRP's short interest history, or implied volatility extrapolated from MERCEDES-BENZ GRP options trading.
Other Information on Investing in MERCEDES-BENZ Stock
MERCEDES-BENZ GRP financial ratios help investors to determine whether MERCEDES-BENZ Stock 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 MERCEDES-BENZ with respect to the benefits of owning MERCEDES-BENZ GRP security.