Loft II (Brazil) Odds of Future Fund Price Finishing Under 2.65
| LFTT11 Fund | BRL 9.60 0.60 6.67% |
Loft |
Loft II Target Price Odds to finish below 2.65
The tendency of Loft 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 R$ 2.65 or more in 90 days |
| 9.60 | 90 days | 2.65 | near 1 |
Based on a normal probability distribution, the odds of Loft II to drop to R$ 2.65 or more in 90 days from now is near 1 (This Loft II Fundo probability density function shows the probability of Loft Fund to fall within a particular range of prices over 90 days) . Probability of Loft II Fundo price to stay between R$ 2.65 and its current price of R$9.6 at the end of the 90-day period is about 25.7 .
Assuming the 90 days trading horizon Loft II Fundo has a beta of -0.0307. This indicates as returns on the benchmark increase, returns on holding Loft II are expected to decrease at a much lower rate. During a bear market, however, Loft II Fundo is likely to outperform the market. Additionally Loft II Fundo 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. Loft II Price Density |
| Price |
Predictive Modules for Loft II
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Loft II Fundo. 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.Loft II Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Loft II is not an exception. The market had few large corrections towards the Loft II'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 Loft II Fundo, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Loft II within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.62 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 2.27 | |
Ir | Information ratio | -0.14 |
Loft II 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 Loft II for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Loft II Fundo can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Loft II Fundo generated a negative expected return over the last 90 days | |
| Loft II Fundo has high historical volatility and very poor performance |
Loft II Technical Analysis
Loft II's future price can be derived by breaking down and analyzing its technical indicators over time. Loft Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Loft II Fundo. In general, you should focus on analyzing Loft Fund price patterns and their correlations with different microeconomic environments and drivers.
Loft II Predictive Forecast Models
Loft II's time-series forecasting models is one of many Loft II'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 Loft II'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 Loft II Fundo
Checking the ongoing alerts about Loft II for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Loft II Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Loft II Fundo generated a negative expected return over the last 90 days | |
| Loft II Fundo has high historical volatility and very poor performance |
Other Information on Investing in Loft Fund
Loft II financial ratios help investors to determine whether Loft 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 Loft with respect to the benefits of owning Loft II security.
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