Litman Gregory Masters Fund Probability of Future Mutual Fund Price Finishing Over 21.06
| MSILX Fund | USD 17.85 0.10 0.56% |
Litman |
Litman Gregory Target Price Odds to finish over 21.06
The tendency of Litman Mutual 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 move over $ 21.06 or more in 90 days |
| 17.85 | 90 days | 21.06 | near 1 |
Based on a normal probability distribution, the odds of Litman Gregory to move over $ 21.06 or more in 90 days from now is near 1 (This Litman Gregory Masters probability density function shows the probability of Litman Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Litman Gregory Masters price to stay between its current price of $ 17.85 and $ 21.06 at the end of the 90-day period is about 82.57 .
Assuming the 90 days horizon Litman Gregory has a beta of 0.52. This indicates as returns on the market go up, Litman Gregory average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Litman Gregory Masters will be expected to be much smaller as well. Additionally Litman Gregory Masters 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. Litman Gregory Price Density |
| Price |
Predictive Modules for Litman Gregory
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Litman Gregory Masters. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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.Litman Gregory Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Litman Gregory is not an exception. The market had few large corrections towards the Litman Gregory'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 Litman Gregory Masters, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Litman Gregory within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.15 | |
β | Beta against Dow Jones | 0.52 | |
σ | Overall volatility | 0.48 | |
Ir | Information ratio | -0.25 |
Litman Gregory 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 Litman Gregory for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Litman Gregory Masters can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Litman Gregory generated a negative expected return over the last 90 days | |
| The fund generated three year return of -3.0% | |
| Litman Gregory Masters maintains 97.85% of its assets in stocks |
Litman Gregory Technical Analysis
Litman Gregory's future price can be derived by breaking down and analyzing its technical indicators over time. Litman Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Litman Gregory Masters. In general, you should focus on analyzing Litman Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Litman Gregory Predictive Forecast Models
Litman Gregory's time-series forecasting models is one of many Litman Gregory's mutual 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 Litman Gregory'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Litman Gregory Masters
Checking the ongoing alerts about Litman Gregory for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Litman Gregory Masters help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Litman Gregory generated a negative expected return over the last 90 days | |
| The fund generated three year return of -3.0% | |
| Litman Gregory Masters maintains 97.85% of its assets in stocks |
Other Information on Investing in Litman Mutual Fund
Litman Gregory financial ratios help investors to determine whether Litman Mutual 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 Litman with respect to the benefits of owning Litman Gregory security.
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |