Satrix MSCI (South Africa) Probability of Future Etf Price Finishing Over 9,839
| STXWDM Etf | 9,883 56.00 0.56% |
Satrix |
Satrix MSCI Target Price Odds to finish over 9,839
The tendency of Satrix 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 move above the current price in 90 days |
| 9,883 | 90 days | 9,883 | under 4 |
Based on a normal probability distribution, the odds of Satrix MSCI to move above the current price in 90 days from now is under 4 (This Satrix MSCI World probability density function shows the probability of Satrix Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Satrix MSCI has a beta of 0.25. This usually implies as returns on the market go up, Satrix MSCI average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Satrix MSCI World will be expected to be much smaller as well. Additionally Satrix MSCI World has an alpha of 0.0467, implying that it can generate a 0.0467 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Satrix MSCI Price Density |
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Predictive Modules for Satrix MSCI
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Satrix MSCI World. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Satrix MSCI'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.
Satrix MSCI Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Satrix MSCI is not an exception. The market had few large corrections towards the Satrix MSCI'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 Satrix MSCI World, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Satrix MSCI within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 0.25 | |
σ | Overall volatility | 245.05 | |
Ir | Information ratio | -0.05 |
Satrix MSCI Technical Analysis
Satrix MSCI's future price can be derived by breaking down and analyzing its technical indicators over time. Satrix Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Satrix MSCI World. In general, you should focus on analyzing Satrix Etf price patterns and their correlations with different microeconomic environments and drivers.
Satrix MSCI Predictive Forecast Models
Satrix MSCI's time-series forecasting models is one of many Satrix MSCI'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 Satrix MSCI'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.
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 Satrix MSCI 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, Satrix MSCI's short interest history, or implied volatility extrapolated from Satrix MSCI options trading.