Intech Managed Volatility Fund Probability of Future Mutual Fund Price Finishing Over 12.85
| JRSDX Fund | USD 12.10 0.05 0.41% |
Intech |
Intech Managed Target Price Odds to finish over 12.85
The tendency of Intech 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 $ 12.85 or more in 90 days |
| 12.10 | 90 days | 12.85 | near 1 |
Based on a normal probability distribution, the odds of Intech Managed to move over $ 12.85 or more in 90 days from now is near 1 (This Intech Managed Volatility probability density function shows the probability of Intech Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Intech Managed Volatility price to stay between its current price of $ 12.10 and $ 12.85 at the end of the 90-day period is about 5.05 .
Assuming the 90 days horizon Intech Managed has a beta of 0.76. This indicates as returns on the market go up, Intech Managed average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Intech Managed Volatility will be expected to be much smaller as well. Additionally Intech Managed Volatility 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. Intech Managed Price Density |
| Price |
Predictive Modules for Intech Managed
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Intech Managed Volatility. 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 Intech Managed'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.
Intech Managed Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Intech Managed is not an exception. The market had few large corrections towards the Intech Managed'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 Intech Managed Volatility, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Intech Managed within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0042 | |
β | Beta against Dow Jones | 0.76 | |
σ | Overall volatility | 0.25 | |
Ir | Information ratio | -0.05 |
Intech Managed 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 Intech Managed for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Intech Managed Volatility can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains 99.64% of its assets under management (AUM) in equities |
Intech Managed 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 Intech Mutual Fund often depends not only on the future outlook of the current and potential Intech Managed'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. Intech Managed's indicators that are reflective of the short sentiment are summarized in the table below.
Intech Managed Technical Analysis
Intech Managed's future price can be derived by breaking down and analyzing its technical indicators over time. Intech Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Intech Managed Volatility. In general, you should focus on analyzing Intech Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Intech Managed Predictive Forecast Models
Intech Managed's time-series forecasting models is one of many Intech Managed'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 Intech Managed'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 Intech Managed Volatility
Checking the ongoing alerts about Intech Managed for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Intech Managed Volatility help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains 99.64% of its assets under management (AUM) in equities |
Other Information on Investing in Intech Mutual Fund
Intech Managed financial ratios help investors to determine whether Intech 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 Intech with respect to the benefits of owning Intech Managed security.
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