Valora Hedge (Brazil) Probability of Future Fund Price Finishing Under 5.34
| VGHF11 Fund | BRL 7.83 0.02 0.25% |
Valora |
Valora Hedge Target Price Odds to finish below 5.34
The tendency of Valora Fund 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 R$ 5.34 or more in 90 days |
| 7.83 | 90 days | 5.34 | near 1 |
Based on a normal probability distribution, the odds of Valora Hedge to drop to R$ 5.34 or more in 90 days from now is near 1 (This Valora Hedge probability density function shows the probability of Valora Fund to fall within a particular range of prices over 90 days) . Probability of Valora Hedge price to stay between R$ 5.34 and its current price of R$7.83 at the end of the 90-day period is about 26.14 .
Assuming the 90 days trading horizon Valora Hedge has a beta of 0.18. This entails as returns on the market go up, Valora Hedge average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Valora Hedge will be expected to be much smaller as well. Additionally Valora Hedge 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. Valora Hedge Price Density |
| Price |
Predictive Modules for Valora Hedge
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Valora Hedge. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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.Valora Hedge Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Valora Hedge is not an exception. The market had few large corrections towards the Valora Hedge'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 Valora Hedge, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Valora Hedge within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.2 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 0.47 | |
Ir | Information ratio | -0.33 |
Valora Hedge 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 Valora Hedge for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Valora Hedge can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Valora Hedge generated a negative expected return over the last 90 days |
Valora Hedge Technical Analysis
Valora Hedge's future price can be derived by breaking down and analyzing its technical indicators over time. Valora Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Valora Hedge. In general, you should focus on analyzing Valora Fund price patterns and their correlations with different microeconomic environments and drivers.
Valora Hedge Predictive Forecast Models
Valora Hedge's time-series forecasting models is one of many Valora Hedge's fund 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 Valora Hedge'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 fund market movement and maximize returns from investment trading.
Things to note about Valora Hedge
Checking the ongoing alerts about Valora Hedge for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Valora Hedge help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Valora Hedge generated a negative expected return over the last 90 days |
Other Information on Investing in Valora Fund
Valora Hedge financial ratios help investors to determine whether Valora Fund 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 Valora with respect to the benefits of owning Valora Hedge security.
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