IShares BMFBovespa (Brazil) Probability of Future Etf Price Finishing Under 95.68
| SMAL11 Etf | BRL 97.00 2.10 2.21% |
IShares |
IShares BMFBovespa Target Price Odds to finish below 95.68
The tendency of IShares Etf 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 R$ 95.68 or more in 90 days |
| 97.00 | 90 days | 95.68 | about 11.46 |
Based on a normal probability distribution, the odds of IShares BMFBovespa to drop to R$ 95.68 or more in 90 days from now is about 11.46 (This iShares BMFBovespa Small probability density function shows the probability of IShares Etf to fall within a particular range of prices over 90 days) . Probability of iShares BMFBovespa Small price to stay between R$ 95.68 and its current price of R$97.0 at the end of the 90-day period is about 11.15 .
Assuming the 90 days trading horizon IShares BMFBovespa has a beta of 0.26. This usually implies as returns on the market go up, IShares BMFBovespa average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding iShares BMFBovespa Small will be expected to be much smaller as well. Additionally IShares BMFBovespa Small 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. IShares BMFBovespa Price Density |
| Price |
Predictive Modules for IShares BMFBovespa
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares BMFBovespa Small. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.IShares BMFBovespa Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. IShares BMFBovespa is not an exception. The market had few large corrections towards the IShares BMFBovespa'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 iShares BMFBovespa Small, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of IShares BMFBovespa within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.16 | |
β | Beta against Dow Jones | 0.26 | |
σ | Overall volatility | 2.95 | |
Ir | Information ratio | -0.2 |
IShares BMFBovespa 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 IShares BMFBovespa for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for iShares BMFBovespa Small can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| IShares BMFBovespa generated a negative expected return over the last 90 days | |
| Over 87.0% of the company shares are owned by institutional investors |
IShares BMFBovespa 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 IShares Etf often depends not only on the future outlook of the current and potential IShares BMFBovespa'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. IShares BMFBovespa's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 339.24k | |
| Average Daily Volume In Three Month | 314.01k |
IShares BMFBovespa Technical Analysis
IShares BMFBovespa's future price can be derived by breaking down and analyzing its technical indicators over time. IShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of iShares BMFBovespa Small. In general, you should focus on analyzing IShares Etf price patterns and their correlations with different microeconomic environments and drivers.
IShares BMFBovespa Predictive Forecast Models
IShares BMFBovespa's time-series forecasting models is one of many IShares BMFBovespa's etf 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 IShares BMFBovespa'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 etf market movement and maximize returns from investment trading.
Things to note about iShares BMFBovespa Small
Checking the ongoing alerts about IShares BMFBovespa for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for iShares BMFBovespa Small help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| IShares BMFBovespa generated a negative expected return over the last 90 days | |
| Over 87.0% of the company shares are owned by institutional investors |
Other Information on Investing in IShares Etf
IShares BMFBovespa financial ratios help investors to determine whether IShares Etf 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 IShares with respect to the benefits of owning IShares BMFBovespa security.