Itau Fundo (Brazil) Probability of Future Fund Price Finishing Under 101.30
| IFRI11 Fund | 87.40 1.97 2.20% |
Itau |
Itau Fundo Target Price Odds to finish below 101.30
The tendency of Itau 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 stay under 101.30 after 90 days |
| 87.40 | 90 days | 101.30 | about 76.77 |
Based on a normal probability distribution, the odds of Itau Fundo to stay under 101.30 after 90 days from now is about 76.77 (This Itau Fundo De probability density function shows the probability of Itau Fund to fall within a particular range of prices over 90 days) . Probability of Itau Fundo De price to stay between its current price of 87.40 and 101.30 at the end of the 90-day period is about 76.37 .
Assuming the 90 days trading horizon Itau Fundo De has a beta of -0.2. This usually indicates as returns on the benchmark increase, returns on holding Itau Fundo are expected to decrease at a much lower rate. During a bear market, however, Itau Fundo De is likely to outperform the market. Additionally Itau Fundo De 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. Itau Fundo Price Density |
| Price |
Predictive Modules for Itau Fundo
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Itau Fundo De. 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.Itau Fundo Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Itau Fundo is not an exception. The market had few large corrections towards the Itau Fundo'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 Itau Fundo De, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Itau Fundo within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.19 | |
β | Beta against Dow Jones | -0.2 | |
σ | Overall volatility | 4.28 | |
Ir | Information ratio | -0.37 |
Itau Fundo 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 Itau Fundo for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Itau Fundo De can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Itau Fundo De generated a negative expected return over the last 90 days |
Itau Fundo Technical Analysis
Itau Fundo's future price can be derived by breaking down and analyzing its technical indicators over time. Itau Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Itau Fundo De. In general, you should focus on analyzing Itau Fund price patterns and their correlations with different microeconomic environments and drivers.
Itau Fundo Predictive Forecast Models
Itau Fundo's time-series forecasting models is one of many Itau Fundo'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 Itau Fundo'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.
Things to note about Itau Fundo De
Checking the ongoing alerts about Itau Fundo for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Itau Fundo De help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Itau Fundo De generated a negative expected return over the last 90 days |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios |