Sampoerna Agro (Indonesia) Probability of Future Stock Price Finishing Under 1884.76
| SGRO Stock | IDR 2,050 10.00 0.49% |
Sampoerna |
Sampoerna Agro Target Price Odds to finish below 1884.76
The tendency of Sampoerna 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 1,885 or more in 90 days |
| 2,050 | 90 days | 1,885 | near 1 |
Based on a normal probability distribution, the odds of Sampoerna Agro to drop to 1,885 or more in 90 days from now is near 1 (This Sampoerna Agro Tbk probability density function shows the probability of Sampoerna Stock to fall within a particular range of prices over 90 days) . Probability of Sampoerna Agro Tbk price to stay between 1,885 and its current price of 2050.0 at the end of the 90-day period is about 56.0 .
Assuming the 90 days trading horizon Sampoerna Agro has a beta of 0.0894. This usually implies as returns on the market go up, Sampoerna Agro average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Sampoerna Agro Tbk will be expected to be much smaller as well. Additionally Sampoerna Agro Tbk has an alpha of 0.0291, implying that it can generate a 0.0291 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Sampoerna Agro Price Density |
| Price |
Predictive Modules for Sampoerna Agro
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sampoerna Agro Tbk. 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.Sampoerna Agro Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Sampoerna Agro is not an exception. The market had few large corrections towards the Sampoerna Agro'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 Sampoerna Agro Tbk, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sampoerna Agro within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.03 | |
β | Beta against Dow Jones | 0.09 | |
σ | Overall volatility | 32.46 | |
Ir | Information ratio | -0.08 |
Sampoerna Agro 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 Sampoerna Agro for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sampoerna Agro Tbk can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| About 87.0% of the company outstanding shares are owned by corporate insiders |
Sampoerna Agro 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 Sampoerna Stock often depends not only on the future outlook of the current and potential Sampoerna Agro'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. Sampoerna Agro's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.8 B | |
| Cash And Short Term Investments | 496.3 B |
Sampoerna Agro Technical Analysis
Sampoerna Agro's future price can be derived by breaking down and analyzing its technical indicators over time. Sampoerna Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Sampoerna Agro Tbk. In general, you should focus on analyzing Sampoerna Stock price patterns and their correlations with different microeconomic environments and drivers.
Sampoerna Agro Predictive Forecast Models
Sampoerna Agro's time-series forecasting models is one of many Sampoerna Agro'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 Sampoerna Agro'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 Sampoerna Agro Tbk
Checking the ongoing alerts about Sampoerna Agro for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sampoerna Agro Tbk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| About 87.0% of the company outstanding shares are owned by corporate insiders |
Other Information on Investing in Sampoerna Stock
Sampoerna Agro financial ratios help investors to determine whether Sampoerna Stock 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 Sampoerna with respect to the benefits of owning Sampoerna Agro security.