Real Estate (Brazil) Probability of Future Fund Price Finishing Under 490.03
| FIIB11 Fund | BRL 493.58 5.59 1.15% |
Real |
Real Estate Target Price Odds to finish below 490.03
The tendency of Real Fund 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$ 490.03 or more in 90 days |
| 493.58 | 90 days | 490.03 | about 43.87 |
Based on a normal probability distribution, the odds of Real Estate to drop to R$ 490.03 or more in 90 days from now is about 43.87 (This Real Estate Investment probability density function shows the probability of Real Fund to fall within a particular range of prices over 90 days) . Probability of Real Estate Investment price to stay between R$ 490.03 and its current price of R$493.58 at the end of the 90-day period is about 28.56 .
Assuming the 90 days trading horizon Real Estate Investment has a beta of -0.0703. This usually indicates as returns on the benchmark increase, returns on holding Real Estate are expected to decrease at a much lower rate. During a bear market, however, Real Estate Investment is likely to outperform the market. Additionally Real Estate Investment 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. Real Estate Price Density |
| Price |
Predictive Modules for Real Estate
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Real Estate Investment. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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.Real Estate Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Real Estate is not an exception. The market had few large corrections towards the Real Estate'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 Real Estate Investment, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Real Estate within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | -0.07 | |
σ | Overall volatility | 4.70 | |
Ir | Information ratio | -0.16 |
Real Estate 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 Real Fund often depends not only on the future outlook of the current and potential Real Estate'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. Real Estate's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 930 | |
| Average Daily Volume In Three Month | 1.62k |
Real Estate Technical Analysis
Real Estate's future price can be derived by breaking down and analyzing its technical indicators over time. Real Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Real Estate Investment. In general, you should focus on analyzing Real Fund price patterns and their correlations with different microeconomic environments and drivers.
Real Estate Predictive Forecast Models
Real Estate's time-series forecasting models is one of many Real Estate's fund 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 Real Estate'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 fund 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 Real Estate 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, Real Estate's short interest history, or implied volatility extrapolated from Real Estate options trading.
Other Information on Investing in Real Fund
Real Estate financial ratios help investors to determine whether Real Fund 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 Real with respect to the benefits of owning Real Estate security.
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |