Kfa Mount Lucas Etf Probability of Future Etf Price Finishing Under 26.31
| KMLM Etf | USD 27.51 0.22 0.79% |
Closest to current price KFA long CALL Option Payoff at Expiration
KFA |
KFA Mount Target Price Odds to finish below 26.31
The tendency of KFA Etf 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 $ 26.31 or more in 90 days |
| 27.51 | 90 days | 26.31 | near 1 |
Based on a normal probability distribution, the odds of KFA Mount to drop to $ 26.31 or more in 90 days from now is near 1 (This KFA Mount Lucas probability density function shows the probability of KFA Etf to fall within a particular range of prices over 90 days) . Probability of KFA Mount Lucas price to stay between $ 26.31 and its current price of $27.51 at the end of the 90-day period is about 8.32 .
Given the investment horizon of 90 days KFA Mount has a beta of 0.0398. This indicates as returns on the market go up, KFA Mount average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding KFA Mount Lucas will be expected to be much smaller as well. Additionally KFA Mount Lucas 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. KFA Mount Price Density |
| Price |
Predictive Modules for KFA Mount
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as KFA Mount Lucas. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.KFA Mount Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. KFA Mount is not an exception. The market had few large corrections towards the KFA Mount'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 KFA Mount Lucas, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of KFA Mount within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.11 | |
β | Beta against Dow Jones | 0.04 | |
σ | Overall volatility | 0.78 | |
Ir | Information ratio | -0.32 |
KFA Mount 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 KFA Mount for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for KFA Mount Lucas can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| KFA Mount Lucas generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Trading Advice - Stock Traders Daily | |
| The fund maintains most of the assets in different exotic instruments. |
KFA Mount Technical Analysis
KFA Mount's future price can be derived by breaking down and analyzing its technical indicators over time. KFA Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of KFA Mount Lucas. In general, you should focus on analyzing KFA Etf price patterns and their correlations with different microeconomic environments and drivers.
KFA Mount Predictive Forecast Models
KFA Mount's time-series forecasting models is one of many KFA Mount's etf 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 KFA Mount'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 etf market movement and maximize returns from investment trading.
Things to note about KFA Mount Lucas
Checking the ongoing alerts about KFA Mount for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for KFA Mount Lucas help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| KFA Mount Lucas generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: Trading Advice - Stock Traders Daily | |
| The fund maintains most of the assets in different exotic instruments. |
Check out KFA Mount Backtesting, Portfolio Optimization, KFA Mount Correlation, KFA Mount Hype Analysis, KFA Mount Volatility, KFA Mount History as well as KFA Mount Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
The market value of KFA Mount Lucas is measured differently than its book value, which is the value of KFA that is recorded on the company's balance sheet. Investors also form their own opinion of KFA Mount's value that differs from its market value or its book value, called intrinsic value, which is KFA Mount's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because KFA Mount's market value can be influenced by many factors that don't directly affect KFA Mount's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between KFA Mount's value and its price as these two are different measures arrived at by different means. Investors typically determine if KFA Mount is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, KFA Mount's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.