Lyxor FTSE (France) Probability of Future Etf Price Finishing Under 34.39

MIB Etf  EUR 34.32  0.20  0.59%   
Lyxor FTSE's future price is the expected price of Lyxor FTSE 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 Lyxor FTSE MIB performance during a given time horizon utilizing its historical volatility. Check out Lyxor FTSE Backtesting, Portfolio Optimization, Lyxor FTSE Correlation, Lyxor FTSE Hype Analysis, Lyxor FTSE Volatility, Lyxor FTSE History as well as Lyxor FTSE Performance.
  
Please specify Lyxor FTSE's target price for which you would like Lyxor FTSE odds to be computed.

Lyxor FTSE Target Price Odds to finish below 34.39

The tendency of Lyxor 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 PriceHorizonTarget PriceOdds to stay under € 34.39  after 90 days
 34.32 90 days 34.39 
about 40.2
Based on a normal probability distribution, the odds of Lyxor FTSE to stay under € 34.39  after 90 days from now is about 40.2 (This Lyxor FTSE MIB probability density function shows the probability of Lyxor Etf to fall within a particular range of prices over 90 days) . Probability of Lyxor FTSE MIB price to stay between its current price of € 34.32  and € 34.39  at the end of the 90-day period is about 5.13 .
Assuming the 90 days trading horizon Lyxor FTSE has a beta of 0.32. This indicates as returns on the market go up, Lyxor FTSE average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Lyxor FTSE MIB will be expected to be much smaller as well. Additionally Lyxor FTSE MIB 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.
   Lyxor FTSE Price Density   
       Price  

Predictive Modules for Lyxor FTSE

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lyxor FTSE MIB. 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.
Hype
Prediction
LowEstimatedHigh
33.4734.3235.17
Details
Intrinsic
Valuation
LowRealHigh
33.5534.4035.25
Details
Naive
Forecast
LowNextHigh
33.5534.4135.26
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
34.0634.2534.44
Details

Lyxor FTSE Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Lyxor FTSE is not an exception. The market had few large corrections towards the Lyxor FTSE'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 Lyxor FTSE MIB, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Lyxor FTSE within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.04
β
Beta against Dow Jones0.32
σ
Overall volatility
0.52
Ir
Information ratio -0.14

Lyxor FTSE 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 Lyxor FTSE for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Lyxor FTSE MIB can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund maintains all of its assets in stocks

Lyxor FTSE 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 Lyxor Etf often depends not only on the future outlook of the current and potential Lyxor FTSE'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. Lyxor FTSE's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day3.51k
Average Daily Volume In Three Month37.59k

Lyxor FTSE Technical Analysis

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

Lyxor FTSE Predictive Forecast Models

Lyxor FTSE's time-series forecasting models is one of many Lyxor FTSE'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 Lyxor FTSE'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 Lyxor FTSE MIB

Checking the ongoing alerts about Lyxor FTSE for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Lyxor FTSE MIB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund maintains all of its assets in stocks

Other Information on Investing in Lyxor Etf

Lyxor FTSE financial ratios help investors to determine whether Lyxor Etf 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 Lyxor with respect to the benefits of owning Lyxor FTSE security.