Allianzgi International Small Cap Fund Probability of Future Mutual Fund Price Finishing Over 33.89
| AIISX Fund | USD 31.20 0.08 0.26% |
Allianzgi |
Allianzgi International Target Price Odds to finish over 33.89
The tendency of Allianzgi Mutual 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 move over $ 33.89 or more in 90 days |
| 31.20 | 90 days | 33.89 | near 1 |
Based on a normal probability distribution, the odds of Allianzgi International to move over $ 33.89 or more in 90 days from now is near 1 (This Allianzgi International Small Cap probability density function shows the probability of Allianzgi Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Allianzgi International price to stay between its current price of $ 31.20 and $ 33.89 at the end of the 90-day period is about 60.43 .
Assuming the 90 days horizon Allianzgi International has a beta of 0.23. This suggests as returns on the market go up, Allianzgi International average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Allianzgi International Small Cap will be expected to be much smaller as well. Additionally Allianzgi International Small Cap 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. Allianzgi International Price Density |
| Price |
Predictive Modules for Allianzgi International
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Allianzgi International. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allianzgi International'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.
Allianzgi International Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Allianzgi International is not an exception. The market had few large corrections towards the Allianzgi International'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 Allianzgi International Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Allianzgi International within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | 0.23 | |
σ | Overall volatility | 0.68 | |
Ir | Information ratio | -0.19 |
Allianzgi International 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 Allianzgi International for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Allianzgi International can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Allianzgi International generated a negative expected return over the last 90 days | |
| The fund generated three year return of -2.0% | |
| Allianzgi International holds about 7.44% of its assets under management (AUM) in cash |
Allianzgi International Technical Analysis
Allianzgi International's future price can be derived by breaking down and analyzing its technical indicators over time. Allianzgi Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Allianzgi International Small Cap. In general, you should focus on analyzing Allianzgi Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Allianzgi International Predictive Forecast Models
Allianzgi International's time-series forecasting models is one of many Allianzgi International's mutual 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 Allianzgi International'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 mutual fund market movement and maximize returns from investment trading.
Things to note about Allianzgi International
Checking the ongoing alerts about Allianzgi International for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Allianzgi International help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Allianzgi International generated a negative expected return over the last 90 days | |
| The fund generated three year return of -2.0% | |
| Allianzgi International holds about 7.44% of its assets under management (AUM) in cash |
Other Information on Investing in Allianzgi Mutual Fund
Allianzgi International financial ratios help investors to determine whether Allianzgi Mutual 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 Allianzgi with respect to the benefits of owning Allianzgi International security.
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| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
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