Us Treasury 12 Etf Probability of Future Etf Price Finishing Under 50.04
| OBIL Etf | 50.06 0.02 0.04% |
OBIL |
US Treasury Target Price Odds to finish below 50.04
The tendency of OBIL 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 Price | Horizon | Target Price | Odds to drop to 50.04 or more in 90 days |
| 50.06 | 90 days | 50.04 | about 85.52 |
Based on a normal probability distribution, the odds of US Treasury to drop to 50.04 or more in 90 days from now is about 85.52 (This US Treasury 12 probability density function shows the probability of OBIL Etf to fall within a particular range of prices over 90 days) . Probability of US Treasury 12 price to stay between 50.04 and its current price of 50.06 at the end of the 90-day period is roughly 2.88 .
Given the investment horizon of 90 days US Treasury 12 has a beta of -0.0064. This indicates as returns on the benchmark increase, returns on holding US Treasury are expected to decrease at a much lower rate. During a bear market, however, US Treasury 12 is likely to outperform the market. Additionally US Treasury 12 has an alpha of 0.006, implying that it can generate a 0.006 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). US Treasury Price Density |
| Price |
Predictive Modules for US Treasury
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as US Treasury 12. 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.US Treasury Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. US Treasury is not an exception. The market had few large corrections towards the US Treasury'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 US Treasury 12, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of US Treasury within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.0064 | |
σ | Overall volatility | 0.13 | |
Ir | Information ratio | -2.5 |
US Treasury Technical Analysis
US Treasury's future price can be derived by breaking down and analyzing its technical indicators over time. OBIL Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of US Treasury 12. In general, you should focus on analyzing OBIL Etf price patterns and their correlations with different microeconomic environments and drivers.
US Treasury Predictive Forecast Models
US Treasury's time-series forecasting models is one of many US Treasury'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 US Treasury'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.
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 US Treasury 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, US Treasury's short interest history, or implied volatility extrapolated from US Treasury options trading.
Check out US Treasury Backtesting, Portfolio Optimization, US Treasury Correlation, US Treasury Hype Analysis, US Treasury Volatility, US Treasury History as well as US Treasury Performance. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of US Treasury 12 is measured differently than its book value, which is the value of OBIL that is recorded on the company's balance sheet. Investors also form their own opinion of US Treasury's value that differs from its market value or its book value, called intrinsic value, which is US Treasury's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because US Treasury's market value can be influenced by many factors that don't directly affect US Treasury's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between US Treasury's value and its price as these two are different measures arrived at by different means. Investors typically determine if US Treasury is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US Treasury's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.