US44409MAB28 Probability of Future Bond Price Finishing Under 86.24
| 44409MAB2 | 92.05 11.05 13.64% |
44409MAB2 |
44409MAB2 Target Price Odds to finish below 86.24
The tendency of 44409MAB2 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 86.24 or more in 90 days |
| 92.05 | 90 days | 86.24 | over 95.01 |
Based on a normal probability distribution, the odds of 44409MAB2 to drop to 86.24 or more in 90 days from now is over 95.01 (This US44409MAB28 probability density function shows the probability of 44409MAB2 Bond to fall within a particular range of prices over 90 days) . Probability of US44409MAB28 price to stay between 86.24 and its current price of 92.05 at the end of the 90-day period is nearly 4.89 .
Assuming the 90 days trading horizon US44409MAB28 has a beta of -0.48. This usually implies as returns on the benchmark increase, returns on holding 44409MAB2 are expected to decrease at a much lower rate. During a bear market, however, US44409MAB28 is likely to outperform the market. Additionally US44409MAB28 has an alpha of 0.3026, implying that it can generate a 0.3 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 44409MAB2 Price Density |
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Predictive Modules for 44409MAB2
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as US44409MAB28. 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.44409MAB2 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 44409MAB2 is not an exception. The market had few large corrections towards the 44409MAB2'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 US44409MAB28, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 44409MAB2 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.30 | |
β | Beta against Dow Jones | -0.48 | |
σ | Overall volatility | 2.89 | |
Ir | Information ratio | 0.03 |
44409MAB2 Technical Analysis
44409MAB2's future price can be derived by breaking down and analyzing its technical indicators over time. 44409MAB2 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of US44409MAB28. In general, you should focus on analyzing 44409MAB2 Bond price patterns and their correlations with different microeconomic environments and drivers.
44409MAB2 Predictive Forecast Models
44409MAB2's time-series forecasting models is one of many 44409MAB2'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 44409MAB2'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 44409MAB2 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, 44409MAB2's short interest history, or implied volatility extrapolated from 44409MAB2 options trading.
Other Information on Investing in 44409MAB2 Bond
44409MAB2 financial ratios help investors to determine whether 44409MAB2 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 44409MAB2 with respect to the benefits of owning 44409MAB2 security.