Ferrexpo PLC (UK) Probability of Future Stock Price Finishing Under 70.33
| FXPO Stock | 79.60 3.10 4.05% |
Ferrexpo |
Ferrexpo PLC Target Price Odds to finish below 70.33
The tendency of Ferrexpo 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 70.33 or more in 90 days |
| 79.60 | 90 days | 70.33 | about 88.3 |
Based on a normal probability distribution, the odds of Ferrexpo PLC to drop to 70.33 or more in 90 days from now is about 88.3 (This Ferrexpo PLC probability density function shows the probability of Ferrexpo Stock to fall within a particular range of prices over 90 days) . Probability of Ferrexpo PLC price to stay between 70.33 and its current price of 79.6 at the end of the 90-day period is about 8.41 .
Assuming the 90 days trading horizon the stock has the beta coefficient of 4.43 . This usually indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Ferrexpo PLC will likely underperform. Additionally Ferrexpo PLC has an alpha of 0.4474, implying that it can generate a 0.45 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Ferrexpo PLC Price Density |
| Price |
Predictive Modules for Ferrexpo PLC
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Ferrexpo PLC. 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.Ferrexpo PLC Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Ferrexpo PLC is not an exception. The market had few large corrections towards the Ferrexpo PLC'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 Ferrexpo PLC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Ferrexpo PLC within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.45 | |
β | Beta against Dow Jones | 4.43 | |
σ | Overall volatility | 14.18 | |
Ir | Information ratio | 0.13 |
Ferrexpo PLC 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 Ferrexpo PLC for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Ferrexpo PLC can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Ferrexpo PLC is way too risky over 90 days horizon | |
| Ferrexpo PLC appears to be risky and price may revert if volatility continues | |
| The company reported the revenue of 651.79 M. Net Loss for the year was (68.4 M) with profit before overhead, payroll, taxes, and interest of 926.08 M. | |
| About 52.0% of the company shares are held by company insiders |
Ferrexpo PLC 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 Ferrexpo Stock often depends not only on the future outlook of the current and potential Ferrexpo PLC'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. Ferrexpo PLC's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 588.3 M | |
| Cash And Short Term Investments | 115.2 M |
Ferrexpo PLC Technical Analysis
Ferrexpo PLC's future price can be derived by breaking down and analyzing its technical indicators over time. Ferrexpo Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Ferrexpo PLC. In general, you should focus on analyzing Ferrexpo Stock price patterns and their correlations with different microeconomic environments and drivers.
Ferrexpo PLC Predictive Forecast Models
Ferrexpo PLC's time-series forecasting models is one of many Ferrexpo PLC'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 Ferrexpo PLC'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 Ferrexpo PLC
Checking the ongoing alerts about Ferrexpo PLC for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Ferrexpo PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Ferrexpo PLC is way too risky over 90 days horizon | |
| Ferrexpo PLC appears to be risky and price may revert if volatility continues | |
| The company reported the revenue of 651.79 M. Net Loss for the year was (68.4 M) with profit before overhead, payroll, taxes, and interest of 926.08 M. | |
| About 52.0% of the company shares are held by company insiders |
Additional Tools for Ferrexpo Stock Analysis
When running Ferrexpo PLC's price analysis, check to measure Ferrexpo PLC'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 Ferrexpo PLC is operating at the current time. Most of Ferrexpo PLC's value examination focuses on studying past and present price action to predict the probability of Ferrexpo PLC's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrexpo PLC's price. Additionally, you may evaluate how the addition of Ferrexpo PLC to your portfolios can decrease your overall portfolio volatility.