Jensen Quality Value Fund Probability of Future Mutual Fund Price Finishing Over 18.8
| JNVSX Fund | USD 19.64 0.28 1.45% |
Jensen |
Jensen Quality Target Price Odds to finish over 18.8
The tendency of Jensen Mutual 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 above $ 18.80 in 90 days |
| 19.64 | 90 days | 18.80 | close to 99 |
Based on a normal probability distribution, the odds of Jensen Quality to stay above $ 18.80 in 90 days from now is close to 99 (This Jensen Quality Value probability density function shows the probability of Jensen Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Jensen Quality Value price to stay between $ 18.80 and its current price of $19.64 at the end of the 90-day period is about 8.94 .
Assuming the 90 days horizon Jensen Quality has a beta of 0.69. This indicates as returns on the market go up, Jensen Quality average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Jensen Quality Value will be expected to be much smaller as well. Additionally Jensen Quality Value 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. Jensen Quality Price Density |
| Price |
Predictive Modules for Jensen Quality
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Jensen Quality Value. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jensen Quality's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jensen Quality Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Jensen Quality is not an exception. The market had few large corrections towards the Jensen Quality'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 Jensen Quality Value, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Jensen Quality within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | 0.69 | |
σ | Overall volatility | 0.44 | |
Ir | Information ratio | -0.15 |
Jensen Quality 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 Jensen Quality for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Jensen Quality Value can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Jensen Quality Value generated a negative expected return over the last 90 days | |
| The fund retains 98.63% of its assets under management (AUM) in equities |
Jensen Quality Technical Analysis
Jensen Quality's future price can be derived by breaking down and analyzing its technical indicators over time. Jensen Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Jensen Quality Value. In general, you should focus on analyzing Jensen Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Jensen Quality Predictive Forecast Models
Jensen Quality's time-series forecasting models is one of many Jensen Quality's mutual 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 Jensen Quality'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Jensen Quality Value
Checking the ongoing alerts about Jensen Quality for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Jensen Quality Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Jensen Quality Value generated a negative expected return over the last 90 days | |
| The fund retains 98.63% of its assets under management (AUM) in equities |
Other Information on Investing in Jensen Mutual Fund
Jensen Quality financial ratios help investors to determine whether Jensen Mutual 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 Jensen with respect to the benefits of owning Jensen Quality security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |