T 5375 15 OCT 41 Probability of Future Bond Price Finishing Under 90.07
| 00206RJG8 | 99.13 0.79 0.79% |
00206RJG8 |
00206RJG8 Target Price Odds to finish below 90.07
The tendency of 00206RJG8 Bond 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 90.07 or more in 90 days |
| 99.13 | 90 days | 90.07 | near 1 |
Based on a normal probability distribution, the odds of 00206RJG8 to drop to 90.07 or more in 90 days from now is near 1 (This T 5375 15 OCT 41 probability density function shows the probability of 00206RJG8 Bond to fall within a particular range of prices over 90 days) . Probability of T 5375 15 price to stay between 90.07 and its current price of 99.13 at the end of the 90-day period is about 73.2 .
Assuming the 90 days trading horizon T 5375 15 OCT 41 has a beta of -0.53. This usually implies as returns on the benchmark increase, returns on holding 00206RJG8 are expected to decrease at a much lower rate. During a bear market, however, T 5375 15 OCT 41 is likely to outperform the market. Additionally T 5375 15 OCT 41 has an alpha of 0.1397, implying that it can generate a 0.14 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 00206RJG8 Price Density |
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Predictive Modules for 00206RJG8
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as T 5375 15. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond 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.00206RJG8 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 00206RJG8 is not an exception. The market had few large corrections towards the 00206RJG8'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 T 5375 15 OCT 41, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 00206RJG8 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.14 | |
β | Beta against Dow Jones | -0.53 | |
σ | Overall volatility | 2.59 | |
Ir | Information ratio | -0.01 |
00206RJG8 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 00206RJG8 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for T 5375 15 can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| T 5375 15 generated a negative expected return over the last 90 days |
00206RJG8 Technical Analysis
00206RJG8's future price can be derived by breaking down and analyzing its technical indicators over time. 00206RJG8 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of T 5375 15 OCT 41. In general, you should focus on analyzing 00206RJG8 Bond price patterns and their correlations with different microeconomic environments and drivers.
00206RJG8 Predictive Forecast Models
00206RJG8's time-series forecasting models is one of many 00206RJG8's bond 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 00206RJG8'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 bond market movement and maximize returns from investment trading.
Things to note about T 5375 15
Checking the ongoing alerts about 00206RJG8 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for T 5375 15 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| T 5375 15 generated a negative expected return over the last 90 days |
Other Information on Investing in 00206RJG8 Bond
00206RJG8 financial ratios help investors to determine whether 00206RJG8 Bond 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 00206RJG8 with respect to the benefits of owning 00206RJG8 security.