DIAGEO CAPITAL PLC Chance of Future Bond Price Finishing Under 86.68
| 25243YBB4 | 83.77 7.03 7.74% |
DIAGEO |
DIAGEO Target Price Odds to finish below 86.68
The tendency of DIAGEO 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 stay under 86.68 after 90 days |
| 83.77 | 90 days | 86.68 | near 1 |
Based on a normal probability distribution, the odds of DIAGEO to stay under 86.68 after 90 days from now is near 1 (This DIAGEO CAPITAL PLC probability density function shows the probability of DIAGEO Bond to fall within a particular range of prices over 90 days) . Probability of DIAGEO CAPITAL PLC price to stay between its current price of 83.77 and 86.68 at the end of the 90-day period is near 1 .
Assuming the 90 days trading horizon DIAGEO has a beta of 0.0977. This usually implies as returns on the market go up, DIAGEO average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding DIAGEO CAPITAL PLC will be expected to be much smaller as well. Additionally DIAGEO CAPITAL PLC 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. DIAGEO Price Density |
| Price |
Predictive Modules for DIAGEO
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as DIAGEO CAPITAL PLC. 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.DIAGEO Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. DIAGEO is not an exception. The market had few large corrections towards the DIAGEO'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 DIAGEO CAPITAL PLC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of DIAGEO within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.15 | |
β | Beta against Dow Jones | 0.1 | |
σ | Overall volatility | 1.51 | |
Ir | Information ratio | -0.27 |
DIAGEO 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 DIAGEO for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for DIAGEO CAPITAL PLC can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| DIAGEO CAPITAL PLC generated a negative expected return over the last 90 days |
DIAGEO Technical Analysis
DIAGEO's future price can be derived by breaking down and analyzing its technical indicators over time. DIAGEO Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of DIAGEO CAPITAL PLC. In general, you should focus on analyzing DIAGEO Bond price patterns and their correlations with different microeconomic environments and drivers.
DIAGEO Predictive Forecast Models
DIAGEO's time-series forecasting models is one of many DIAGEO'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 DIAGEO'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 DIAGEO CAPITAL PLC
Checking the ongoing alerts about DIAGEO for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for DIAGEO CAPITAL PLC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| DIAGEO CAPITAL PLC generated a negative expected return over the last 90 days |
Other Information on Investing in DIAGEO Bond
DIAGEO financial ratios help investors to determine whether DIAGEO 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 DIAGEO with respect to the benefits of owning DIAGEO security.