Cref Inflation Linked Bond Fund Probability of Future Fund Price Finishing Under 84.63
| QCILIX Fund | USD 87.23 0.35 0.40% |
Cref |
Cref Inflation-linked Target Price Odds to finish below 84.63
The tendency of Cref 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 drop to $ 84.63 or more in 90 days |
| 87.23 | 90 days | 84.63 | about 7.55 |
Based on a normal probability distribution, the odds of Cref Inflation-linked to drop to $ 84.63 or more in 90 days from now is about 7.55 (This Cref Inflation Linked Bond probability density function shows the probability of Cref Fund to fall within a particular range of prices over 90 days) . Probability of Cref Inflation Linked price to stay between $ 84.63 and its current price of $87.23 at the end of the 90-day period is about 91.76 .
Assuming the 90 days trading horizon Cref Inflation Linked Bond has a beta of -0.0455 indicating as returns on the benchmark increase, returns on holding Cref Inflation-linked are expected to decrease at a much lower rate. During a bear market, however, Cref Inflation Linked Bond is likely to outperform the market. Additionally Cref Inflation Linked Bond has an alpha of 0.0216, implying that it can generate a 0.0216 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Cref Inflation-linked Price Density |
| Price |
Predictive Modules for Cref Inflation-linked
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Cref Inflation Linked. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.Cref Inflation-linked Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Cref Inflation-linked is not an exception. The market had few large corrections towards the Cref Inflation-linked'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 Cref Inflation Linked Bond, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Cref Inflation-linked within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.02 | |
β | Beta against Dow Jones | -0.05 | |
σ | Overall volatility | 0.60 | |
Ir | Information ratio | 0.25 |
Cref Inflation-linked Technical Analysis
Cref Inflation-linked's future price can be derived by breaking down and analyzing its technical indicators over time. Cref Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Cref Inflation Linked Bond. In general, you should focus on analyzing Cref Fund price patterns and their correlations with different microeconomic environments and drivers.
Cref Inflation-linked Predictive Forecast Models
Cref Inflation-linked's time-series forecasting models is one of many Cref Inflation-linked's 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 Cref Inflation-linked'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 fund 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 Cref Inflation-linked 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, Cref Inflation-linked's short interest history, or implied volatility extrapolated from Cref Inflation-linked options trading.
Other Information on Investing in Cref Fund
Cref Inflation-linked financial ratios help investors to determine whether Cref 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 Cref with respect to the benefits of owning Cref Inflation-linked security.
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