Vogiatzoglou Systems (Greece) Probability of Future Stock Price Finishing Under 2.12
| VOSYS Stock | EUR 2.04 0.04 1.92% |
Vogiatzoglou |
Vogiatzoglou Systems Target Price Odds to finish below 2.12
The tendency of Vogiatzoglou Stock 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 under € 2.12 after 90 days |
| 2.04 | 90 days | 2.12 | about 12.7 |
Based on a normal probability distribution, the odds of Vogiatzoglou Systems to stay under € 2.12 after 90 days from now is about 12.7 (This Vogiatzoglou Systems SA probability density function shows the probability of Vogiatzoglou Stock to fall within a particular range of prices over 90 days) . Probability of Vogiatzoglou Systems price to stay between its current price of € 2.04 and € 2.12 at the end of the 90-day period is about 10.33 .
Assuming the 90 days trading horizon Vogiatzoglou Systems has a beta of 0.22. This entails as returns on the market go up, Vogiatzoglou Systems average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vogiatzoglou Systems SA will be expected to be much smaller as well. Additionally Vogiatzoglou Systems SA 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. Vogiatzoglou Systems Price Density |
| Price |
Predictive Modules for Vogiatzoglou Systems
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vogiatzoglou Systems. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vogiatzoglou Systems' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vogiatzoglou Systems Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vogiatzoglou Systems is not an exception. The market had few large corrections towards the Vogiatzoglou Systems' 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 Vogiatzoglou Systems SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vogiatzoglou Systems within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.23 | |
β | Beta against Dow Jones | 0.22 | |
σ | Overall volatility | 0.1 | |
Ir | Information ratio | -0.17 |
Vogiatzoglou Systems 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 Vogiatzoglou Systems for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Vogiatzoglou Systems can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Vogiatzoglou Systems generated a negative expected return over the last 90 days | |
| About 83.0% of the company outstanding shares are owned by insiders |
Vogiatzoglou Systems Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vogiatzoglou Stock often depends not only on the future outlook of the current and potential Vogiatzoglou Systems' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vogiatzoglou Systems' indicators that are reflective of the short sentiment are summarized in the table below.
| Forward Annual Dividend Rate | 0.19 | |
| Shares Float | 1.1 M |
Vogiatzoglou Systems Technical Analysis
Vogiatzoglou Systems' future price can be derived by breaking down and analyzing its technical indicators over time. Vogiatzoglou Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vogiatzoglou Systems SA. In general, you should focus on analyzing Vogiatzoglou Stock price patterns and their correlations with different microeconomic environments and drivers.
Vogiatzoglou Systems Predictive Forecast Models
Vogiatzoglou Systems' time-series forecasting models is one of many Vogiatzoglou Systems' stock 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 Vogiatzoglou Systems' 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 stock market movement and maximize returns from investment trading.
Things to note about Vogiatzoglou Systems
Checking the ongoing alerts about Vogiatzoglou Systems for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Vogiatzoglou Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Vogiatzoglou Systems generated a negative expected return over the last 90 days | |
| About 83.0% of the company outstanding shares are owned by insiders |
Other Information on Investing in Vogiatzoglou Stock
Vogiatzoglou Systems financial ratios help investors to determine whether Vogiatzoglou Stock 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 Vogiatzoglou with respect to the benefits of owning Vogiatzoglou Systems security.