US254687EF93 Probability of Future Bond Price Finishing Under 109.81
| 254687EF9 | 111.26 2.04 1.87% |
254687EF9 |
254687EF9 Target Price Odds to finish below 109.81
The tendency of 254687EF9 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 109.81 or more in 90 days |
| 111.26 | 90 days | 109.81 | about 43.03 |
Based on a normal probability distribution, the odds of 254687EF9 to drop to 109.81 or more in 90 days from now is about 43.03 (This US254687EF93 probability density function shows the probability of 254687EF9 Bond to fall within a particular range of prices over 90 days) . Probability of US254687EF93 price to stay between 109.81 and its current price of 111.26 at the end of the 90-day period is about 23.61 .
Assuming the 90 days trading horizon US254687EF93 has a beta of -0.16. This usually implies as returns on the benchmark increase, returns on holding 254687EF9 are expected to decrease at a much lower rate. During a bear market, however, US254687EF93 is likely to outperform the market. Additionally US254687EF93 has an alpha of 0.0544, implying that it can generate a 0.0544 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 254687EF9 Price Density |
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Predictive Modules for 254687EF9
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as US254687EF93. 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.254687EF9 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 254687EF9 is not an exception. The market had few large corrections towards the 254687EF9'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 US254687EF93, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 254687EF9 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | -0.16 | |
σ | Overall volatility | 2.39 | |
Ir | Information ratio | -0.04 |
254687EF9 Technical Analysis
254687EF9's future price can be derived by breaking down and analyzing its technical indicators over time. 254687EF9 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of US254687EF93. In general, you should focus on analyzing 254687EF9 Bond price patterns and their correlations with different microeconomic environments and drivers.
254687EF9 Predictive Forecast Models
254687EF9's time-series forecasting models is one of many 254687EF9'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 254687EF9'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 254687EF9 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, 254687EF9's short interest history, or implied volatility extrapolated from 254687EF9 options trading.
Other Information on Investing in 254687EF9 Bond
254687EF9 financial ratios help investors to determine whether 254687EF9 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 254687EF9 with respect to the benefits of owning 254687EF9 security.