Maj Invest (Denmark) Probability of Future Fund Price Finishing Under 105.92
| MAJGS Fund | DKK 106.84 0.31 0.29% |
Maj |
Maj Invest Target Price Odds to finish below 105.92
The tendency of Maj 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 kr 105.92 or more in 90 days |
| 106.84 | 90 days | 105.92 | about 21.64 |
Based on a normal probability distribution, the odds of Maj Invest to drop to kr 105.92 or more in 90 days from now is about 21.64 (This Maj Invest probability density function shows the probability of Maj Fund to fall within a particular range of prices over 90 days) . Probability of Maj Invest price to stay between kr 105.92 and its current price of kr106.84 at the end of the 90-day period is about 15.76 .
Assuming the 90 days trading horizon Maj Invest has a beta of 0.22. This indicates as returns on the market go up, Maj Invest average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Maj Invest will be expected to be much smaller as well. Additionally Maj Invest 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. Maj Invest Price Density |
| Price |
Predictive Modules for Maj Invest
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Maj Invest. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Maj Invest'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.
Maj Invest Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Maj Invest is not an exception. The market had few large corrections towards the Maj Invest'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 Maj Invest , one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Maj Invest within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.09 | |
β | Beta against Dow Jones | 0.22 | |
σ | Overall volatility | 2.00 | |
Ir | Information ratio | -0.24 |
Maj Invest 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 Maj Invest for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Maj Invest can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Maj Invest generated a negative expected return over the last 90 days |
Maj Invest Technical Analysis
Maj Invest's future price can be derived by breaking down and analyzing its technical indicators over time. Maj Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Maj Invest . In general, you should focus on analyzing Maj Fund price patterns and their correlations with different microeconomic environments and drivers.
Maj Invest Predictive Forecast Models
Maj Invest's time-series forecasting models is one of many Maj Invest'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 Maj Invest'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 Maj Invest
Checking the ongoing alerts about Maj Invest for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Maj Invest help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Maj Invest generated a negative expected return over the last 90 days |
Other Information on Investing in Maj Fund
Maj Invest financial ratios help investors to determine whether Maj 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 Maj with respect to the benefits of owning Maj Invest security.
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