XP Selection (Brazil) Probability of Future Fund Price Finishing Under 5.65
| XPSF11 Fund | BRL 6.70 0.10 1.47% |
XPSF11 |
XP Selection Target Price Odds to finish below 5.65
The tendency of XPSF11 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$ 5.65 or more in 90 days |
| 6.70 | 90 days | 5.65 | near 1 |
Based on a normal probability distribution, the odds of XP Selection to drop to R$ 5.65 or more in 90 days from now is near 1 (This XP Selection Fundo probability density function shows the probability of XPSF11 Fund to fall within a particular range of prices over 90 days) . Probability of XP Selection Fundo price to stay between R$ 5.65 and its current price of R$6.7 at the end of the 90-day period is about 21.59 .
Assuming the 90 days trading horizon XP Selection has a beta of 0.0043. This entails as returns on the market go up, XP Selection average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding XP Selection Fundo will be expected to be much smaller as well. Additionally XP Selection Fundo 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. XP Selection Price Density |
| Price |
Predictive Modules for XP Selection
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as XP Selection Fundo. 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.XP Selection Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. XP Selection is not an exception. The market had few large corrections towards the XP Selection'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 XP Selection Fundo, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of XP Selection within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.12 | |
β | Beta against Dow Jones | 0 | |
σ | Overall volatility | 0.28 | |
Ir | Information ratio | -0.29 |
XP Selection 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 XP Selection for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for XP Selection Fundo can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| XP Selection Fundo generated a negative expected return over the last 90 days |
XP Selection 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 XPSF11 Fund often depends not only on the future outlook of the current and potential XP Selection's 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. XP Selection's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 9.46k | |
| Average Daily Volume In Three Month | 14.16k |
XP Selection Technical Analysis
XP Selection's future price can be derived by breaking down and analyzing its technical indicators over time. XPSF11 Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of XP Selection Fundo. In general, you should focus on analyzing XPSF11 Fund price patterns and their correlations with different microeconomic environments and drivers.
XP Selection Predictive Forecast Models
XP Selection's time-series forecasting models is one of many XP Selection'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 XP Selection'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 XP Selection Fundo
Checking the ongoing alerts about XP Selection for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for XP Selection Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| XP Selection Fundo generated a negative expected return over the last 90 days |
Other Information on Investing in XPSF11 Fund
XP Selection financial ratios help investors to determine whether XPSF11 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 XPSF11 with respect to the benefits of owning XP Selection security.
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |