AERCAP IRELAND CAP Chance of Future Bond Price Finishing Under 95.30
| 00774MAN5 | 100.81 1.00 1.00% |
AERCAP |
AERCAP Target Price Odds to finish below 95.30
The tendency of AERCAP 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 95.30 or more in 90 days |
| 100.81 | 90 days | 95.30 | near 1 |
Based on a normal probability distribution, the odds of AERCAP to drop to 95.30 or more in 90 days from now is near 1 (This AERCAP IRELAND CAP probability density function shows the probability of AERCAP Bond to fall within a particular range of prices over 90 days) . Probability of AERCAP IRELAND CAP price to stay between 95.30 and its current price of 100.81 at the end of the 90-day period is about 35.44 .
Assuming the 90 days trading horizon AERCAP has a beta of 0.0124. This usually implies as returns on the market go up, AERCAP average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding AERCAP IRELAND CAP will be expected to be much smaller as well. Additionally AERCAP IRELAND CAP 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. AERCAP Price Density |
| Price |
Predictive Modules for AERCAP
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AERCAP IRELAND CAP. 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.AERCAP Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AERCAP is not an exception. The market had few large corrections towards the AERCAP'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 AERCAP IRELAND CAP, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AERCAP within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.01 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.35 | |
Ir | Information ratio | -0.29 |
AERCAP Technical Analysis
AERCAP's future price can be derived by breaking down and analyzing its technical indicators over time. AERCAP Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AERCAP IRELAND CAP. In general, you should focus on analyzing AERCAP Bond price patterns and their correlations with different microeconomic environments and drivers.
AERCAP Predictive Forecast Models
AERCAP's time-series forecasting models is one of many AERCAP'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 AERCAP'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.
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 AERCAP 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, AERCAP's short interest history, or implied volatility extrapolated from AERCAP options trading.
Other Information on Investing in AERCAP Bond
AERCAP financial ratios help investors to determine whether AERCAP 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 AERCAP with respect to the benefits of owning AERCAP security.