Grupa KTY (Poland) Probability of Future Stock Price Finishing Over 788.70

KTY Stock   715.00  4.50  0.63%   
Grupa KTY's future price is the expected price of Grupa KTY instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Grupa KTY SA performance during a given time horizon utilizing its historical volatility. Check out Grupa KTY Backtesting, Grupa KTY Valuation, Grupa KTY Correlation, Grupa KTY Hype Analysis, Grupa KTY Volatility, Grupa KTY History as well as Grupa KTY Performance.
  
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Grupa KTY Target Price Odds to finish over 788.70

The tendency of Grupa Stock 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 PriceHorizonTarget PriceOdds to move over  788.70  or more in 90 days
 715.00 90 days 788.70 
about 27.19
Based on a normal probability distribution, the odds of Grupa KTY to move over  788.70  or more in 90 days from now is about 27.19 (This Grupa KTY SA probability density function shows the probability of Grupa Stock to fall within a particular range of prices over 90 days) . Probability of Grupa KTY SA price to stay between its current price of  715.00  and  788.70  at the end of the 90-day period is about 52.21 .
Assuming the 90 days trading horizon Grupa KTY has a beta of 0.25. This indicates as returns on the market go up, Grupa KTY average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Grupa KTY SA will be expected to be much smaller as well. Additionally Grupa KTY SA 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.
   Grupa KTY Price Density   
       Price  

Predictive Modules for Grupa KTY

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Grupa KTY SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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 Grupa KTY'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.
Hype
Prediction
LowEstimatedHigh
712.70715.00717.30
Details
Intrinsic
Valuation
LowRealHigh
712.70715.00717.30
Details

Grupa KTY Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Grupa KTY is not an exception. The market had few large corrections towards the Grupa KTY'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 Grupa KTY SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Grupa KTY within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.17
β
Beta against Dow Jones0.25
σ
Overall volatility
51.62
Ir
Information ratio -0.12

Grupa KTY 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 Grupa KTY for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Grupa KTY SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Grupa KTY SA generated a negative expected return over the last 90 days
About 60.0% of the company shares are owned by institutional investors

Grupa KTY 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 Grupa Stock often depends not only on the future outlook of the current and potential Grupa KTY'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. Grupa KTY's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding31.4 M
Cash And Short Term Investments91.9 M

Grupa KTY Technical Analysis

Grupa KTY's future price can be derived by breaking down and analyzing its technical indicators over time. Grupa Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Grupa KTY SA. In general, you should focus on analyzing Grupa Stock price patterns and their correlations with different microeconomic environments and drivers.

Grupa KTY Predictive Forecast Models

Grupa KTY's time-series forecasting models is one of many Grupa KTY's stock 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 Grupa KTY'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 stock market movement and maximize returns from investment trading.

Things to note about Grupa KTY SA

Checking the ongoing alerts about Grupa KTY for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Grupa KTY SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Grupa KTY SA generated a negative expected return over the last 90 days
About 60.0% of the company shares are owned by institutional investors

Additional Tools for Grupa Stock Analysis

When running Grupa KTY's price analysis, check to measure Grupa KTY's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Grupa KTY is operating at the current time. Most of Grupa KTY's value examination focuses on studying past and present price action to predict the probability of Grupa KTY's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grupa KTY's price. Additionally, you may evaluate how the addition of Grupa KTY to your portfolios can decrease your overall portfolio volatility.