Dreyfus Midcap Index Fund Probability of Future Mutual Fund Price Finishing Over 33.59

PESPX Fund  USD 34.39  0.11  0.32%   
Dreyfus Midcap's future price is the expected price of Dreyfus Midcap 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 Dreyfus Midcap Index performance during a given time horizon utilizing its historical volatility. Check out Dreyfus Midcap Backtesting, Portfolio Optimization, Dreyfus Midcap Correlation, Dreyfus Midcap Hype Analysis, Dreyfus Midcap Volatility, Dreyfus Midcap History as well as Dreyfus Midcap Performance.
  
Please specify Dreyfus Midcap's target price for which you would like Dreyfus Midcap odds to be computed.

Dreyfus Midcap Target Price Odds to finish over 33.59

The tendency of Dreyfus 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 PriceHorizonTarget PriceOdds to stay above $ 33.59  in 90 days
 34.39 90 days 33.59 
about 5.55
Based on a normal probability distribution, the odds of Dreyfus Midcap to stay above $ 33.59  in 90 days from now is about 5.55 (This Dreyfus Midcap Index probability density function shows the probability of Dreyfus Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Dreyfus Midcap Index price to stay between $ 33.59  and its current price of $34.39 at the end of the 90-day period is nearly 4.69 .
Assuming the 90 days horizon Dreyfus Midcap has a beta of 0.15 indicating as returns on the market go up, Dreyfus Midcap average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Dreyfus Midcap Index will be expected to be much smaller as well. Additionally Dreyfus Midcap Index has an alpha of 0.1183, implying that it can generate a 0.12 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Dreyfus Midcap Price Density   
       Price  

Predictive Modules for Dreyfus Midcap

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dreyfus Midcap Index. 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.
Hype
Prediction
LowEstimatedHigh
33.3934.3935.39
Details
Intrinsic
Valuation
LowRealHigh
32.8733.8734.87
Details
Naive
Forecast
LowNextHigh
33.4634.4635.46
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
32.3933.6234.85
Details

Dreyfus Midcap Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Dreyfus Midcap is not an exception. The market had few large corrections towards the Dreyfus Midcap'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 Dreyfus Midcap Index, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Dreyfus Midcap within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.12
β
Beta against Dow Jones0.15
σ
Overall volatility
1.01
Ir
Information ratio 0.02

Dreyfus Midcap 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 Dreyfus Midcap for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Dreyfus Midcap Index can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund maintains 99.47% of its assets in stocks

Dreyfus Midcap 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 Dreyfus Mutual Fund often depends not only on the future outlook of the current and potential Dreyfus Midcap'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. Dreyfus Midcap's indicators that are reflective of the short sentiment are summarized in the table below.

Dreyfus Midcap Technical Analysis

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

Dreyfus Midcap Predictive Forecast Models

Dreyfus Midcap's time-series forecasting models is one of many Dreyfus Midcap'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 Dreyfus Midcap'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 Dreyfus Midcap Index

Checking the ongoing alerts about Dreyfus Midcap for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Dreyfus Midcap Index help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund maintains 99.47% of its assets in stocks

Other Information on Investing in Dreyfus Mutual Fund

Dreyfus Midcap financial ratios help investors to determine whether Dreyfus 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 Dreyfus with respect to the benefits of owning Dreyfus Midcap security.
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk