Trend ETF (Brazil) Probability of Future Etf Price Finishing Over 12.91
| EURP11 Etf | BRL 13.05 0.03 0.23% |
Trend |
Trend ETF Target Price Odds to finish over 12.91
The tendency of Trend 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 above R$ 12.91 in 90 days |
| 13.05 | 90 days | 12.91 | about 28.2 |
Based on a normal probability distribution, the odds of Trend ETF to stay above R$ 12.91 in 90 days from now is about 28.2 (This Trend ETF MSCI probability density function shows the probability of Trend Etf to fall within a particular range of prices over 90 days) . Probability of Trend ETF MSCI price to stay between R$ 12.91 and its current price of R$13.05 at the end of the 90-day period is about 14.96 .
Assuming the 90 days trading horizon Trend ETF MSCI has a beta of -0.017 suggesting as returns on the benchmark increase, returns on holding Trend ETF are expected to decrease at a much lower rate. During a bear market, however, Trend ETF MSCI is likely to outperform the market. Additionally Trend ETF MSCI has an alpha of 0.0507, implying that it can generate a 0.0507 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Trend ETF Price Density |
| Price |
Predictive Modules for Trend ETF
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Trend ETF MSCI. 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.Trend ETF Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Trend ETF is not an exception. The market had few large corrections towards the Trend ETF'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 Trend ETF MSCI, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Trend ETF within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | -0.02 | |
σ | Overall volatility | 0.26 | |
Ir | Information ratio | -0.05 |
Trend ETF Technical Analysis
Trend ETF's future price can be derived by breaking down and analyzing its technical indicators over time. Trend Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Trend ETF MSCI. In general, you should focus on analyzing Trend Etf price patterns and their correlations with different microeconomic environments and drivers.
Trend ETF Predictive Forecast Models
Trend ETF's time-series forecasting models is one of many Trend ETF'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 Trend ETF'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.
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 Trend ETF 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, Trend ETF's short interest history, or implied volatility extrapolated from Trend ETF options trading.
Other Information on Investing in Trend Etf
Trend ETF financial ratios help investors to determine whether Trend 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 Trend with respect to the benefits of owning Trend ETF security.