Mercedes-Benz Group (Germany) Probability of Future Stock Price Finishing Over 45.96
| MBG Stock | EUR 52.68 0.23 0.44% |
Mercedes-Benz |
Mercedes-Benz Group Target Price Odds to finish over 45.96
The tendency of Mercedes-Benz 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 Price | Horizon | Target Price | Odds to stay above € 45.96 in 90 days |
| 52.68 | 90 days | 45.96 | close to 99 |
Based on a normal probability distribution, the odds of Mercedes-Benz Group to stay above € 45.96 in 90 days from now is close to 99 (This Mercedes Benz Group AG probability density function shows the probability of Mercedes-Benz Stock to fall within a particular range of prices over 90 days) . Probability of Mercedes Benz Group price to stay between € 45.96 and its current price of €52.68 at the end of the 90-day period is about 7.59 .
Assuming the 90 days horizon Mercedes Benz Group AG has a beta of -0.19. This indicates as returns on the benchmark increase, returns on holding Mercedes-Benz Group are expected to decrease at a much lower rate. During a bear market, however, Mercedes Benz Group AG is likely to outperform the market. Additionally Mercedes Benz Group AG 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. Mercedes-Benz Group Price Density |
| Price |
Predictive Modules for Mercedes-Benz Group
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mercedes Benz Group. 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.Mercedes-Benz Group Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Mercedes-Benz Group is not an exception. The market had few large corrections towards the Mercedes-Benz Group'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 Mercedes Benz Group AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mercedes-Benz Group within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.23 | |
β | Beta against Dow Jones | -0.19 | |
σ | Overall volatility | 2.80 | |
Ir | Information ratio | -0.23 |
Mercedes-Benz Group 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 Mercedes-Benz Group for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mercedes Benz Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Mercedes Benz Group generated a negative expected return over the last 90 days | |
| About 29.0% of the company outstanding shares are owned by corporate insiders |
Mercedes-Benz Group 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 Mercedes-Benz Stock often depends not only on the future outlook of the current and potential Mercedes-Benz Group'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. Mercedes-Benz Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.1 B |
Mercedes-Benz Group Technical Analysis
Mercedes-Benz Group's future price can be derived by breaking down and analyzing its technical indicators over time. Mercedes-Benz Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mercedes Benz Group AG. In general, you should focus on analyzing Mercedes-Benz Stock price patterns and their correlations with different microeconomic environments and drivers.
Mercedes-Benz Group Predictive Forecast Models
Mercedes-Benz Group's time-series forecasting models is one of many Mercedes-Benz Group'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 Mercedes-Benz Group'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 Mercedes Benz Group
Checking the ongoing alerts about Mercedes-Benz Group for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mercedes Benz Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Mercedes Benz Group generated a negative expected return over the last 90 days | |
| About 29.0% of the company outstanding shares are owned by corporate insiders |
Other Information on Investing in Mercedes-Benz Stock
Mercedes-Benz Group financial ratios help investors to determine whether Mercedes-Benz Stock 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 Mercedes-Benz with respect to the benefits of owning Mercedes-Benz Group security.