US70082LAB36 Probability of Future Bond Price Finishing Under 84.54
| 70082LAB3 | 85.38 4.12 4.60% |
70082LAB3 |
70082LAB3 Target Price Odds to finish below 84.54
The tendency of 70082LAB3 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 84.54 or more in 90 days |
| 85.38 | 90 days | 84.54 | about 25.48 |
Based on a normal probability distribution, the odds of 70082LAB3 to drop to 84.54 or more in 90 days from now is about 25.48 (This US70082LAB36 probability density function shows the probability of 70082LAB3 Bond to fall within a particular range of prices over 90 days) . Probability of US70082LAB36 price to stay between 84.54 and its current price of 85.38 at the end of the 90-day period is about 11.12 .
Assuming the 90 days trading horizon US70082LAB36 has a beta of -0.0066. This usually implies as returns on the benchmark increase, returns on holding 70082LAB3 are expected to decrease at a much lower rate. During a bear market, however, US70082LAB36 is likely to outperform the market. Additionally US70082LAB36 has an alpha of 0.0022, implying that it can generate a 0.002217 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 70082LAB3 Price Density |
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Predictive Modules for 70082LAB3
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as US70082LAB36. 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.70082LAB3 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 70082LAB3 is not an exception. The market had few large corrections towards the 70082LAB3'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 US70082LAB36, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 70082LAB3 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0 | |
β | Beta against Dow Jones | -0.0066 | |
σ | Overall volatility | 2.66 | |
Ir | Information ratio | -0.13 |
70082LAB3 Technical Analysis
70082LAB3's future price can be derived by breaking down and analyzing its technical indicators over time. 70082LAB3 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of US70082LAB36. In general, you should focus on analyzing 70082LAB3 Bond price patterns and their correlations with different microeconomic environments and drivers.
70082LAB3 Predictive Forecast Models
70082LAB3's time-series forecasting models is one of many 70082LAB3'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 70082LAB3'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 70082LAB3 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, 70082LAB3's short interest history, or implied volatility extrapolated from 70082LAB3 options trading.
Other Information on Investing in 70082LAB3 Bond
70082LAB3 financial ratios help investors to determine whether 70082LAB3 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 70082LAB3 with respect to the benefits of owning 70082LAB3 security.