SAF Holland (Germany) Probability of Future Stock Price Finishing Under 11.70
| SFQ Stock | 14.80 0.28 1.93% |
SAF |
SAF Holland Target Price Odds to finish below 11.70
The tendency of SAF 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 11.70 or more in 90 days |
| 14.80 | 90 days | 11.70 | near 1 |
Based on a normal probability distribution, the odds of SAF Holland to drop to 11.70 or more in 90 days from now is near 1 (This SAF Holland SA probability density function shows the probability of SAF Stock to fall within a particular range of prices over 90 days) . Probability of SAF Holland SA price to stay between 11.70 and its current price of 14.8 at the end of the 90-day period is about 54.18 .
Assuming the 90 days trading horizon SAF Holland has a beta of 0.0486. This usually implies as returns on the market go up, SAF Holland average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding SAF Holland SA will be expected to be much smaller as well. Additionally SAF Holland SA 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. SAF Holland Price Density |
| Price |
Predictive Modules for SAF Holland
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SAF Holland SA. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SAF Holland's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
SAF Holland Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. SAF Holland is not an exception. The market had few large corrections towards the SAF Holland'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 SAF Holland SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of SAF Holland within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.07 | |
β | Beta against Dow Jones | 0.05 | |
σ | Overall volatility | 1.07 | |
Ir | Information ratio | -0.08 |
SAF Holland 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 SAF Holland for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for SAF Holland SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| SAF Holland SA generated a negative expected return over the last 90 days |
SAF Holland Technical Analysis
SAF Holland's future price can be derived by breaking down and analyzing its technical indicators over time. SAF Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of SAF Holland SA. In general, you should focus on analyzing SAF Stock price patterns and their correlations with different microeconomic environments and drivers.
SAF Holland Predictive Forecast Models
SAF Holland's time-series forecasting models is one of many SAF Holland'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 SAF Holland'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 SAF Holland SA
Checking the ongoing alerts about SAF Holland for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for SAF Holland SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| SAF Holland SA generated a negative expected return over the last 90 days |
Additional Tools for SAF Stock Analysis
When running SAF Holland's price analysis, check to measure SAF Holland'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 SAF Holland is operating at the current time. Most of SAF Holland's value examination focuses on studying past and present price action to predict the probability of SAF Holland's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAF Holland's price. Additionally, you may evaluate how the addition of SAF Holland to your portfolios can decrease your overall portfolio volatility.