PennyMac Financial (Germany) Probability of Future Stock Price Finishing Over 105.76
| 1AC Stock | EUR 97.50 2.50 2.63% |
PennyMac |
PennyMac Financial Target Price Odds to finish over 105.76
The tendency of PennyMac 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 move over € 105.76 or more in 90 days |
| 97.50 | 90 days | 105.76 | near 1 |
Based on a normal probability distribution, the odds of PennyMac Financial to move over € 105.76 or more in 90 days from now is near 1 (This PennyMac Financial Services probability density function shows the probability of PennyMac Stock to fall within a particular range of prices over 90 days) . Probability of PennyMac Financial price to stay between its current price of € 97.50 and € 105.76 at the end of the 90-day period is about 35.33 .
Assuming the 90 days horizon PennyMac Financial has a beta of 0.46. This suggests as returns on the market go up, PennyMac Financial average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding PennyMac Financial Services will be expected to be much smaller as well. Additionally PennyMac Financial Services 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. PennyMac Financial Price Density |
| Price |
Predictive Modules for PennyMac Financial
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as PennyMac Financial. 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.PennyMac Financial Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. PennyMac Financial is not an exception. The market had few large corrections towards the PennyMac Financial'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 PennyMac Financial Services, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of PennyMac Financial within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.08 | |
β | Beta against Dow Jones | 0.46 | |
σ | Overall volatility | 3.38 | |
Ir | Information ratio | -0.05 |
PennyMac Financial 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 PennyMac Financial for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for PennyMac Financial can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| PennyMac Financial generated a negative expected return over the last 90 days | |
| About 58.0% of the company shares are owned by institutions such as pension funds |
PennyMac Financial 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 PennyMac Stock often depends not only on the future outlook of the current and potential PennyMac Financial'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. PennyMac Financial's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 50 M | |
| Short Long Term Debt | 3 B | |
| Forward Annual Dividend Rate | 0.75 | |
| Shares Float | 35.8 M |
PennyMac Financial Technical Analysis
PennyMac Financial's future price can be derived by breaking down and analyzing its technical indicators over time. PennyMac Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of PennyMac Financial Services. In general, you should focus on analyzing PennyMac Stock price patterns and their correlations with different microeconomic environments and drivers.
PennyMac Financial Predictive Forecast Models
PennyMac Financial's time-series forecasting models is one of many PennyMac Financial's 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 PennyMac Financial'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 stock market movement and maximize returns from investment trading.
Things to note about PennyMac Financial
Checking the ongoing alerts about PennyMac Financial for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for PennyMac Financial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| PennyMac Financial generated a negative expected return over the last 90 days | |
| About 58.0% of the company shares are owned by institutions such as pension funds |
Other Information on Investing in PennyMac Stock
PennyMac Financial financial ratios help investors to determine whether PennyMac 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 PennyMac with respect to the benefits of owning PennyMac Financial security.