Cref Inflation Linked Bond Fund Probability of Future Fund Price Finishing Over 89.64
| QCILIX Fund | USD 85.55 0.18 0.21% |
Cref |
Cref Inflation-linked Target Price Odds to finish over 89.64
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 move over $ 89.64 or more in 90 days |
| 85.55 | 90 days | 89.64 | near 1 |
Based on a normal probability distribution, the odds of Cref Inflation-linked to move over $ 89.64 or more in 90 days from now is near 1 (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 its current price of $ 85.55 and $ 89.64 at the end of the 90-day period is about 53.69 .
Assuming the 90 days trading horizon Cref Inflation-linked has a beta of 0.0097 indicating as returns on the market go up, Cref Inflation-linked average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Cref Inflation Linked Bond will be expected to be much smaller as well. Additionally Cref Inflation Linked Bond 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. 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 | -0.01 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.54 | |
Ir | Information ratio | -0.72 |
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.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |