Embraer SA (Brazil) Probability of Future Stock Price Finishing Under 38.86
| EMBR3 Stock | BRL 57.11 0.21 0.37% |
Embraer |
Embraer SA Target Price Odds to finish below 38.86
The tendency of Embraer 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 R$ 38.86 or more in 90 days |
| 57.11 | 90 days | 38.86 | near 1 |
Based on a normal probability distribution, the odds of Embraer SA to drop to R$ 38.86 or more in 90 days from now is near 1 (This Embraer SA probability density function shows the probability of Embraer Stock to fall within a particular range of prices over 90 days) . Probability of Embraer SA price to stay between R$ 38.86 and its current price of R$57.11 at the end of the 90-day period is close to 99 .
Assuming the 90 days trading horizon Embraer SA has a beta of -0.0279 suggesting as returns on the benchmark increase, returns on holding Embraer SA are expected to decrease at a much lower rate. During a bear market, however, Embraer SA is likely to outperform the market. Additionally Embraer SA has an alpha of 0.3498, implying that it can generate a 0.35 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Embraer SA Price Density |
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Predictive Modules for Embraer SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Embraer SA. 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.Embraer SA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Embraer SA is not an exception. The market had few large corrections towards the Embraer SA'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 Embraer SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Embraer SA within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.35 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 3.17 | |
Ir | Information ratio | 0.09 |
Embraer SA 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 Embraer SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Embraer SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The company reported the revenue of 4.2 B. Net Loss for the year was (44.7 M) with profit before overhead, payroll, taxes, and interest of 3.54 B. |
Embraer SA 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 Embraer Stock often depends not only on the future outlook of the current and potential Embraer SA'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. Embraer SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 736.2 M | |
| Cash And Short Term Investments | 2.6 B |
Embraer SA Technical Analysis
Embraer SA's future price can be derived by breaking down and analyzing its technical indicators over time. Embraer Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Embraer SA. In general, you should focus on analyzing Embraer Stock price patterns and their correlations with different microeconomic environments and drivers.
Embraer SA Predictive Forecast Models
Embraer SA's time-series forecasting models is one of many Embraer SA'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 Embraer SA'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 Embraer SA
Checking the ongoing alerts about Embraer SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Embraer SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The company reported the revenue of 4.2 B. Net Loss for the year was (44.7 M) with profit before overhead, payroll, taxes, and interest of 3.54 B. |
Additional Tools for Embraer Stock Analysis
When running Embraer SA's price analysis, check to measure Embraer SA'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 Embraer SA is operating at the current time. Most of Embraer SA's value examination focuses on studying past and present price action to predict the probability of Embraer SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embraer SA's price. Additionally, you may evaluate how the addition of Embraer SA to your portfolios can decrease your overall portfolio volatility.