Small Cap Value Profund Fund Probability of Future Mutual Fund Price Finishing Under 84.71
| SVPSX Fund | USD 92.89 0.09 0.1% |
Small-cap |
Small-cap Value Target Price Odds to finish below 84.71
The tendency of Small-cap Mutual Fund 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 $ 84.71 or more in 90 days |
| 92.89 | 90 days | 84.71 | about 33.49 |
Based on a normal probability distribution, the odds of Small-cap Value to drop to $ 84.71 or more in 90 days from now is about 33.49 (This Small Cap Value Profund probability density function shows the probability of Small-cap Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Small Cap Value price to stay between $ 84.71 and its current price of $92.89 at the end of the 90-day period is about 64.6 .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.45 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Small-cap Value will likely underperform. Additionally Small Cap Value Profund 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. Small-cap Value Price Density |
| Price |
Predictive Modules for Small-cap Value
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Small Cap Value. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Small-cap Value'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.
Small-cap Value Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Small-cap Value is not an exception. The market had few large corrections towards the Small-cap Value'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 Small Cap Value Profund, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Small-cap Value within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | 1.45 | |
σ | Overall volatility | 3.20 | |
Ir | Information ratio | 0.02 |
Small-cap Value 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 Small-cap Value for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Small Cap Value can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.Small-cap Value Technical Analysis
Small-cap Value's future price can be derived by breaking down and analyzing its technical indicators over time. Small-cap Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Small Cap Value Profund. In general, you should focus on analyzing Small-cap Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Small-cap Value Predictive Forecast Models
Small-cap Value's time-series forecasting models is one of many Small-cap Value's mutual fund 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 Small-cap Value'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Small Cap Value
Checking the ongoing alerts about Small-cap Value for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Small Cap Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Other Information on Investing in Small-cap Mutual Fund
Small-cap Value financial ratios help investors to determine whether Small-cap Mutual Fund 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 Small-cap with respect to the benefits of owning Small-cap Value security.
| CEOs Directory Screen CEOs from public companies around the world | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules |