Japan Smaller Capitalization Fund Probability of Future Fund Price Finishing Under 7.35
| JOF Fund | USD 7.67 0.07 0.92% |
Japan |
Japan Smaller Target Price Odds to finish below 7.35
The tendency of Japan 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 $ 7.35 or more in 90 days |
| 7.67 | 90 days | 7.35 | about 1.26 |
Based on a normal probability distribution, the odds of Japan Smaller to drop to $ 7.35 or more in 90 days from now is about 1.26 (This Japan Smaller Capitalization probability density function shows the probability of Japan Fund to fall within a particular range of prices over 90 days) . Probability of Japan Smaller Capita price to stay between $ 7.35 and its current price of $7.67 at the end of the 90-day period is about 20.68 .
Considering the 90-day investment horizon Japan Smaller Capitalization has a beta of -0.0356. This indicates as returns on the benchmark increase, returns on holding Japan Smaller are expected to decrease at a much lower rate. During a bear market, however, Japan Smaller Capitalization is likely to outperform the market. Additionally Japan Smaller Capitalization 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. Japan Smaller Price Density |
| Price |
Predictive Modules for Japan Smaller
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Japan Smaller Capita. 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.Japan Smaller Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Japan Smaller is not an exception. The market had few large corrections towards the Japan Smaller'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 Japan Smaller Capitalization, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Japan Smaller within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.07 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 0.22 | |
Ir | Information ratio | -0.22 |
Japan Smaller 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 Japan Smaller for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Japan Smaller Capita can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Japan Smaller Capita generated a negative expected return over the last 90 days |
Japan Smaller Technical Analysis
Japan Smaller's future price can be derived by breaking down and analyzing its technical indicators over time. Japan Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Japan Smaller Capitalization. In general, you should focus on analyzing Japan Fund price patterns and their correlations with different microeconomic environments and drivers.
Japan Smaller Predictive Forecast Models
Japan Smaller's time-series forecasting models is one of many Japan Smaller'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 Japan Smaller'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 Japan Smaller Capita
Checking the ongoing alerts about Japan Smaller for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Japan Smaller Capita help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Japan Smaller Capita generated a negative expected return over the last 90 days |
Other Information on Investing in Japan Fund
Japan Smaller financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Smaller security.
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