CAT 365 12 AUG 25 Probability of Future Bond Price Finishing Under 98.85
| 14913R2Z9 | 99.61 0.21 0.21% |
14913R2Z9 |
14913R2Z9 Target Price Odds to finish below 98.85
The tendency of 14913R2Z9 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 98.85 or more in 90 days |
| 99.61 | 90 days | 98.85 | near 1 |
Based on a normal probability distribution, the odds of 14913R2Z9 to drop to 98.85 or more in 90 days from now is near 1 (This CAT 365 12 AUG 25 probability density function shows the probability of 14913R2Z9 Bond to fall within a particular range of prices over 90 days) . Probability of CAT 365 12 price to stay between 98.85 and its current price of 99.61 at the end of the 90-day period is about 82.45 .
Assuming the 90 days trading horizon 14913R2Z9 has a beta of 0.0169. This usually implies as returns on the market go up, 14913R2Z9 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CAT 365 12 AUG 25 will be expected to be much smaller as well. Additionally CAT 365 12 AUG 25 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. 14913R2Z9 Price Density |
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Predictive Modules for 14913R2Z9
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CAT 365 12. 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.14913R2Z9 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 14913R2Z9 is not an exception. The market had few large corrections towards the 14913R2Z9'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 CAT 365 12 AUG 25, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 14913R2Z9 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0063 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.15 | |
Ir | Information ratio | 0.13 |
14913R2Z9 Technical Analysis
14913R2Z9's future price can be derived by breaking down and analyzing its technical indicators over time. 14913R2Z9 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of CAT 365 12 AUG 25. In general, you should focus on analyzing 14913R2Z9 Bond price patterns and their correlations with different microeconomic environments and drivers.
14913R2Z9 Predictive Forecast Models
14913R2Z9's time-series forecasting models is one of many 14913R2Z9'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 14913R2Z9'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 14913R2Z9 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, 14913R2Z9's short interest history, or implied volatility extrapolated from 14913R2Z9 options trading.
Other Information on Investing in 14913R2Z9 Bond
14913R2Z9 financial ratios help investors to determine whether 14913R2Z9 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 14913R2Z9 with respect to the benefits of owning 14913R2Z9 security.