STANDARD CHARTUNSPADR2 (Germany) Probability of Future Stock Price Finishing Under 20.93
| STD0 Stock | EUR 22.20 0.60 2.63% |
STANDARD |
STANDARD CHARTUNSPADR2 Target Price Odds to finish below 20.93
The tendency of STANDARD 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 € 20.93 or more in 90 days |
| 22.20 | 90 days | 20.93 | about 78.5 |
Based on a normal probability distribution, the odds of STANDARD CHARTUNSPADR2 to drop to € 20.93 or more in 90 days from now is about 78.5 (This STANDARD CHARTUNSPADR2 probability density function shows the probability of STANDARD Stock to fall within a particular range of prices over 90 days) . Probability of STANDARD CHARTUNSPADR2 price to stay between € 20.93 and its current price of €22.2 at the end of the 90-day period is about 14.73 .
Assuming the 90 days trading horizon STANDARD CHARTUNSPADR2 has a beta of -0.44. This usually implies as returns on the benchmark increase, returns on holding STANDARD CHARTUNSPADR2 are expected to decrease at a much lower rate. During a bear market, however, STANDARD CHARTUNSPADR2 is likely to outperform the market. Additionally STANDARD CHARTUNSPADR2 has an alpha of 0.4318, implying that it can generate a 0.43 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). STANDARD CHARTUNSPADR2 Price Density |
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Predictive Modules for STANDARD CHARTUNSPADR2
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as STANDARD CHARTUNSPADR2. 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.STANDARD CHARTUNSPADR2 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. STANDARD CHARTUNSPADR2 is not an exception. The market had few large corrections towards the STANDARD CHARTUNSPADR2'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 STANDARD CHARTUNSPADR2, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of STANDARD CHARTUNSPADR2 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.43 | |
β | Beta against Dow Jones | -0.44 | |
σ | Overall volatility | 1.79 | |
Ir | Information ratio | 0.16 |
STANDARD CHARTUNSPADR2 Technical Analysis
STANDARD CHARTUNSPADR2's future price can be derived by breaking down and analyzing its technical indicators over time. STANDARD Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of STANDARD CHARTUNSPADR2. In general, you should focus on analyzing STANDARD Stock price patterns and their correlations with different microeconomic environments and drivers.
STANDARD CHARTUNSPADR2 Predictive Forecast Models
STANDARD CHARTUNSPADR2's time-series forecasting models is one of many STANDARD CHARTUNSPADR2'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 STANDARD CHARTUNSPADR2'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.
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 STANDARD CHARTUNSPADR2 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, STANDARD CHARTUNSPADR2's short interest history, or implied volatility extrapolated from STANDARD CHARTUNSPADR2 options trading.
Other Information on Investing in STANDARD Stock
STANDARD CHARTUNSPADR2 financial ratios help investors to determine whether STANDARD 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 STANDARD with respect to the benefits of owning STANDARD CHARTUNSPADR2 security.