Macquarie Group Ltd Stock Probability of Future Pink Sheet Price Finishing Under 149.53
| MQBKY Stock | USD 150.86 0.67 0.45% |
Macquarie |
Macquarie Group Target Price Odds to finish below 149.53
The tendency of Macquarie Pink Sheet 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 $ 149.53 or more in 90 days |
| 150.86 | 90 days | 149.53 | about 36.81 |
Based on a normal probability distribution, the odds of Macquarie Group to drop to $ 149.53 or more in 90 days from now is about 36.81 (This Macquarie Group Ltd probability density function shows the probability of Macquarie Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Macquarie Group price to stay between $ 149.53 and its current price of $150.86 at the end of the 90-day period is about 11.67 .
Assuming the 90 days horizon Macquarie Group has a beta of 0.0658. This indicates as returns on the market go up, Macquarie Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Macquarie Group Ltd will be expected to be much smaller as well. Additionally Macquarie Group Ltd has an alpha of 0.0818, implying that it can generate a 0.0818 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Macquarie Group Price Density |
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Predictive Modules for Macquarie 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 Macquarie Group. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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.Macquarie Group Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Macquarie Group is not an exception. The market had few large corrections towards the Macquarie 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 Macquarie Group Ltd, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Macquarie Group within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.08 | |
β | Beta against Dow Jones | 0.07 | |
σ | Overall volatility | 4.46 | |
Ir | Information ratio | -0.02 |
Macquarie 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 Macquarie Pink Sheet often depends not only on the future outlook of the current and potential Macquarie 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. Macquarie Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 382.4 M | |
| Cash And Short Term Investments | 103.6 B |
Macquarie Group Technical Analysis
Macquarie Group's future price can be derived by breaking down and analyzing its technical indicators over time. Macquarie Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Macquarie Group Ltd. In general, you should focus on analyzing Macquarie Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
Macquarie Group Predictive Forecast Models
Macquarie Group's time-series forecasting models is one of many Macquarie Group's pink sheet 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 Macquarie 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 pink sheet market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Macquarie Group in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Macquarie Group's short interest history, or implied volatility extrapolated from Macquarie Group options trading.
Additional Tools for Macquarie Pink Sheet Analysis
When running Macquarie Group's price analysis, check to measure Macquarie Group'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 Macquarie Group is operating at the current time. Most of Macquarie Group's value examination focuses on studying past and present price action to predict the probability of Macquarie Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Macquarie Group's price. Additionally, you may evaluate how the addition of Macquarie Group to your portfolios can decrease your overall portfolio volatility.