Johcm International Opportunities Fund Probability of Future Mutual Fund Price Finishing Over 12.77
| JOPSX Fund | USD 12.62 0.03 0.24% |
Johcm |
Johcm International Target Price Odds to finish over 12.77
The tendency of Johcm 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 move over $ 12.77 or more in 90 days |
| 12.62 | 90 days | 12.77 | about 91.69 |
Based on a normal probability distribution, the odds of Johcm International to move over $ 12.77 or more in 90 days from now is about 91.69 (This Johcm International Opportunities probability density function shows the probability of Johcm Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Johcm International price to stay between its current price of $ 12.62 and $ 12.77 at the end of the 90-day period is about 5.82 .
Assuming the 90 days horizon Johcm International has a beta of 0.37. This indicates as returns on the market go up, Johcm International average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Johcm International Opportunities will be expected to be much smaller as well. Additionally Johcm International Opportunities 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. Johcm International Price Density |
| Price |
Predictive Modules for Johcm International
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Johcm International. 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 Johcm International'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.
Johcm International Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Johcm International is not an exception. The market had few large corrections towards the Johcm International'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 Johcm International Opportunities, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Johcm International within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | 0.37 | |
σ | Overall volatility | 0.26 | |
Ir | Information ratio | -0.26 |
Johcm International 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 Johcm International for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Johcm International can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Johcm International generated a negative expected return over the last 90 days | |
| The fund retains about 12.06% of its assets under management (AUM) in cash |
Johcm International 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 Johcm Mutual Fund often depends not only on the future outlook of the current and potential Johcm International'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. Johcm International's indicators that are reflective of the short sentiment are summarized in the table below.
Johcm International Technical Analysis
Johcm International's future price can be derived by breaking down and analyzing its technical indicators over time. Johcm Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Johcm International Opportunities. In general, you should focus on analyzing Johcm Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Johcm International Predictive Forecast Models
Johcm International's time-series forecasting models is one of many Johcm International'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 Johcm International'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 Johcm International
Checking the ongoing alerts about Johcm International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Johcm International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Johcm International generated a negative expected return over the last 90 days | |
| The fund retains about 12.06% of its assets under management (AUM) in cash |
Other Information on Investing in Johcm Mutual Fund
Johcm International financial ratios help investors to determine whether Johcm 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 Johcm with respect to the benefits of owning Johcm International security.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals |