Brother Industries (Germany) Probability of Future Stock Price Finishing Over 18.67
| BI5 Stock | EUR 16.80 0.40 2.33% |
Brother |
Brother Industries Target Price Odds to finish over 18.67
The tendency of Brother 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 € 18.67 or more in 90 days |
| 16.80 | 90 days | 18.67 | roughly 2.12 |
Based on a normal probability distribution, the odds of Brother Industries to move over € 18.67 or more in 90 days from now is roughly 2.12 (This Brother Industries probability density function shows the probability of Brother Stock to fall within a particular range of prices over 90 days) . Probability of Brother Industries price to stay between its current price of € 16.80 and € 18.67 at the end of the 90-day period is about 76.78 .
Assuming the 90 days horizon Brother Industries has a beta of 0.0109 suggesting as returns on the market go up, Brother Industries average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Brother Industries will be expected to be much smaller as well. Additionally Brother Industries 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. Brother Industries Price Density |
| Price |
Predictive Modules for Brother Industries
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Brother Industries. 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.Brother Industries Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Brother Industries is not an exception. The market had few large corrections towards the Brother Industries' 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 Brother Industries, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Brother Industries within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | 0.01 | |
σ | Overall volatility | 0.66 | |
Ir | Information ratio | -0.08 |
Brother Industries 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 Brother Industries for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Brother Industries can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Brother Industries generated a negative expected return over the last 90 days |
Brother Industries 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 Brother Stock often depends not only on the future outlook of the current and potential Brother Industries' 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. Brother Industries' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 258.5 M |
Brother Industries Technical Analysis
Brother Industries' future price can be derived by breaking down and analyzing its technical indicators over time. Brother Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Brother Industries. In general, you should focus on analyzing Brother Stock price patterns and their correlations with different microeconomic environments and drivers.
Brother Industries Predictive Forecast Models
Brother Industries' time-series forecasting models is one of many Brother Industries' 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 Brother Industries' 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 Brother Industries
Checking the ongoing alerts about Brother Industries for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Brother Industries help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Brother Industries generated a negative expected return over the last 90 days |
Other Information on Investing in Brother Stock
Brother Industries financial ratios help investors to determine whether Brother 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 Brother with respect to the benefits of owning Brother Industries security.