Mercury Systems Stock Probability of Future Stock Price Finishing Under 37.19

MRCY Stock  USD 39.98  1.06  2.72%   
Mercury Systems' future price is the expected price of Mercury Systems 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 Mercury Systems performance during a given time horizon utilizing its historical volatility. Check out Mercury Systems Backtesting, Mercury Systems Valuation, Mercury Systems Correlation, Mercury Systems Hype Analysis, Mercury Systems Volatility, Mercury Systems History as well as Mercury Systems Performance.
For more information on how to buy Mercury Stock please use our How to Invest in Mercury Systems guide.
  
At this time, Mercury Systems' Price To Sales Ratio is fairly stable compared to the past year. Price Book Value Ratio is likely to rise to 1.25 in 2024, whereas Price Earnings Ratio is likely to drop (69.04) in 2024. Please specify Mercury Systems' target price for which you would like Mercury Systems odds to be computed.

Mercury Systems Target Price Odds to finish below 37.19

The tendency of Mercury 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 PriceHorizonTarget PriceOdds to drop to $ 37.19  or more in 90 days
 39.98 90 days 37.19 
about 53.83
Based on a normal probability distribution, the odds of Mercury Systems to drop to $ 37.19  or more in 90 days from now is about 53.83 (This Mercury Systems probability density function shows the probability of Mercury Stock to fall within a particular range of prices over 90 days) . Probability of Mercury Systems price to stay between $ 37.19  and its current price of $39.98 at the end of the 90-day period is about 34.13 .
Given the investment horizon of 90 days the stock has the beta coefficient of 3.13 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Mercury Systems will likely underperform. Additionally Mercury Systems 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.
   Mercury Systems Price Density   
       Price  

Predictive Modules for Mercury Systems

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mercury Systems. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mercury Systems' 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.
Hype
Prediction
LowEstimatedHigh
36.5639.9943.42
Details
Intrinsic
Valuation
LowRealHigh
37.5440.9744.40
Details
Naive
Forecast
LowNextHigh
33.8237.2640.69
Details
9 Analysts
Consensus
LowTargetHigh
39.0242.8847.60
Details

Mercury Systems Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Mercury Systems is not an exception. The market had few large corrections towards the Mercury Systems' 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 Mercury Systems, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mercury Systems within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.22
β
Beta against Dow Jones3.13
σ
Overall volatility
2.58
Ir
Information ratio -0.01

Mercury Systems 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 Mercury Systems for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mercury Systems can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Mercury Systems had very high historical volatility over the last 90 days
The company reported the previous year's revenue of 835.27 M. Net Loss for the year was (137.64 M) with profit before overhead, payroll, taxes, and interest of 316.73 M.
Over 97.0% of the company shares are owned by institutional investors
Latest headline from cnet.com: See a Planet Parade Six, and Eventually Seven Planets Will Line Up

Mercury Systems 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 Mercury Stock often depends not only on the future outlook of the current and potential Mercury Systems' 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. Mercury Systems' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding57.7 M
Cash And Short Term Investments180.5 M

Mercury Systems Technical Analysis

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

Mercury Systems Predictive Forecast Models

Mercury Systems' time-series forecasting models is one of many Mercury Systems' 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 Mercury Systems' 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 Mercury Systems

Checking the ongoing alerts about Mercury Systems for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mercury Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Mercury Systems had very high historical volatility over the last 90 days
The company reported the previous year's revenue of 835.27 M. Net Loss for the year was (137.64 M) with profit before overhead, payroll, taxes, and interest of 316.73 M.
Over 97.0% of the company shares are owned by institutional investors
Latest headline from cnet.com: See a Planet Parade Six, and Eventually Seven Planets Will Line Up

Additional Tools for Mercury Stock Analysis

When running Mercury Systems' price analysis, check to measure Mercury Systems' 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 Mercury Systems is operating at the current time. Most of Mercury Systems' value examination focuses on studying past and present price action to predict the probability of Mercury Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mercury Systems' price. Additionally, you may evaluate how the addition of Mercury Systems to your portfolios can decrease your overall portfolio volatility.