EXELON GENERATION LLC Chance of Future Bond Price Finishing Over 97.93
| 30161MAN3 | 101.39 0.66 0.66% |
EXELON |
EXELON Target Price Odds to finish over 97.93
The tendency of EXELON 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 above 97.93 in 90 days |
| 101.39 | 90 days | 97.93 | under 95 |
Based on a normal probability distribution, the odds of EXELON to stay above 97.93 in 90 days from now is under 95 (This EXELON GENERATION LLC probability density function shows the probability of EXELON Bond to fall within a particular range of prices over 90 days) . Probability of EXELON GENERATION LLC price to stay between 97.93 and its current price of 101.39 at the end of the 90-day period is about 52.29 .
Assuming the 90 days trading horizon EXELON has a beta of 0.13. This usually implies as returns on the market go up, EXELON average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding EXELON GENERATION LLC will be expected to be much smaller as well. Additionally EXELON GENERATION LLC 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. EXELON Price Density |
| Price |
Predictive Modules for EXELON
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as EXELON GENERATION LLC. 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.EXELON Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. EXELON is not an exception. The market had few large corrections towards the EXELON'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 EXELON GENERATION LLC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of EXELON within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.02 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 1.95 | |
Ir | Information ratio | -0.13 |
EXELON Technical Analysis
EXELON's future price can be derived by breaking down and analyzing its technical indicators over time. EXELON Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of EXELON GENERATION LLC. In general, you should focus on analyzing EXELON Bond price patterns and their correlations with different microeconomic environments and drivers.
EXELON Predictive Forecast Models
EXELON's time-series forecasting models is one of many EXELON'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 EXELON'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 EXELON 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, EXELON's short interest history, or implied volatility extrapolated from EXELON options trading.
Other Information on Investing in EXELON Bond
EXELON financial ratios help investors to determine whether EXELON 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 EXELON with respect to the benefits of owning EXELON security.