Munters Group (Sweden) Probability of Future Stock Price Finishing Under 165.34
| MTRS Stock | SEK 173.40 3.50 2.06% |
Munters |
Munters Group Target Price Odds to finish below 165.34
The tendency of Munters 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 drop to kr 165.34 or more in 90 days |
| 173.40 | 90 days | 165.34 | about 8.83 |
Based on a normal probability distribution, the odds of Munters Group to drop to kr 165.34 or more in 90 days from now is about 8.83 (This Munters Group AB probability density function shows the probability of Munters Stock to fall within a particular range of prices over 90 days) . Probability of Munters Group AB price to stay between kr 165.34 and its current price of kr173.4 at the end of the 90-day period is about 6.58 .
Assuming the 90 days trading horizon Munters Group has a beta of 0.61. This indicates as returns on the market go up, Munters Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Munters Group AB will be expected to be much smaller as well. Additionally Munters Group AB 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. Munters Group Price Density |
| Price |
Predictive Modules for Munters 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 Munters Group AB. 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.Munters Group Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Munters Group is not an exception. The market had few large corrections towards the Munters 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 Munters Group AB, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Munters Group within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.36 | |
β | Beta against Dow Jones | 0.61 | |
σ | Overall volatility | 24.33 | |
Ir | Information ratio | -0.13 |
Munters 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 Munters Group for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Munters Group AB can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Munters Group AB generated a negative expected return over the last 90 days | |
| Munters Group AB has high historical volatility and very poor performance | |
| Munters Group AB has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 83.0% of the company shares are owned by institutional investors |
Munters 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 Munters Stock often depends not only on the future outlook of the current and potential Munters 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. Munters Group's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 182.5 M | |
| Cash And Short Term Investments | 674 M |
Munters Group Technical Analysis
Munters Group's future price can be derived by breaking down and analyzing its technical indicators over time. Munters Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Munters Group AB. In general, you should focus on analyzing Munters Stock price patterns and their correlations with different microeconomic environments and drivers.
Munters Group Predictive Forecast Models
Munters Group's time-series forecasting models is one of many Munters 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 Munters 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 Munters Group AB
Checking the ongoing alerts about Munters Group for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Munters Group AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Munters Group AB generated a negative expected return over the last 90 days | |
| Munters Group AB has high historical volatility and very poor performance | |
| Munters Group AB has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 83.0% of the company shares are owned by institutional investors |
Additional Tools for Munters Stock Analysis
When running Munters Group's price analysis, check to measure Munters 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 Munters Group is operating at the current time. Most of Munters Group's value examination focuses on studying past and present price action to predict the probability of Munters 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 Munters Group's price. Additionally, you may evaluate how the addition of Munters Group to your portfolios can decrease your overall portfolio volatility.