10 Year T Note Futures Commodity Odds of Future Commodity Price Finishing Under 109.6
| ZNUSD Commodity | 110.38 0.15 0.14% |
ZNUSD |
10 Year Target Price Odds to finish below 109.6
The tendency of ZNUSD Commodity 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 109.60 or more in 90 days |
| 110.38 | 90 days | 109.60 | about 8.36 |
Based on a normal probability distribution, the odds of 10 Year to drop to 109.60 or more in 90 days from now is about 8.36 (This 10 Year T Note Futures probability density function shows the probability of ZNUSD Commodity to fall within a particular range of prices over 90 days) . Probability of 10 Year T price to stay between 109.60 and its current price of 110.38 at the end of the 90-day period is about 7.76 .
Assuming the 90 days horizon 10 Year T Note Futures has a beta of -0.0872. This usually means as returns on the benchmark increase, returns on holding 10 Year are expected to decrease at a much lower rate. During a bear market, however, 10 Year T Note Futures is likely to outperform the market. Additionally 10 Year T Note Futures 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. 10 Year Price Density |
| Price |
Predictive Modules for 10 Year
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as 10 Year T. Regardless of method or technology, however, to accurately forecast the commodity market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the commodity 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 10 Year's 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.
10 Year Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 10 Year is not an exception. The market had few large corrections towards the 10 Year'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 10 Year T Note Futures, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 10 Year within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.04 | |
β | Beta against Dow Jones | -0.09 | |
σ | Overall volatility | 2.02 | |
Ir | Information ratio | -0.55 |
10 Year 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 10 Year for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for 10 Year T can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| 10 Year T generated a negative expected return over the last 90 days |
10 Year Technical Analysis
10 Year's future price can be derived by breaking down and analyzing its technical indicators over time. ZNUSD Commodity technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of 10 Year T Note Futures. In general, you should focus on analyzing ZNUSD Commodity price patterns and their correlations with different microeconomic environments and drivers.
10 Year Predictive Forecast Models
10 Year's time-series forecasting models is one of many 10 Year's commodity 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 10 Year'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 commodity market movement and maximize returns from investment trading.
Things to note about 10 Year T
Checking the ongoing alerts about 10 Year for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for 10 Year T help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| 10 Year T generated a negative expected return over the last 90 days |