Amg Managers Brandywine Fund Probability of Future Mutual Fund Price Finishing Over 37.1
| BRWIX Fund | USD 40.66 0.05 0.12% |
Amg |
Amg Managers Target Price Odds to finish over 37.1
The tendency of Amg 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 stay above $ 37.10 in 90 days |
| 40.66 | 90 days | 37.10 | close to 99 |
Based on a normal probability distribution, the odds of Amg Managers to stay above $ 37.10 in 90 days from now is close to 99 (This Amg Managers Brandywine probability density function shows the probability of Amg Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Amg Managers Brandywine price to stay between $ 37.10 and its current price of $40.66 at the end of the 90-day period is about 21.16 .
Assuming the 90 days horizon Amg Managers has a beta of 0.56 suggesting as returns on the market go up, Amg Managers average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Amg Managers Brandywine will be expected to be much smaller as well. Additionally Amg Managers Brandywine 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. Amg Managers Price Density |
| Price |
Predictive Modules for Amg Managers
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Amg Managers Brandywine. 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.Amg Managers Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Amg Managers is not an exception. The market had few large corrections towards the Amg Managers' 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 Amg Managers Brandywine, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Amg Managers within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.04 | |
β | Beta against Dow Jones | 0.56 | |
σ | Overall volatility | 0.50 | |
Ir | Information ratio | -0.12 |
Amg Managers 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 Amg Managers for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Amg Managers Brandywine can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Amg Managers generated a negative expected return over the last 90 days | |
| The fund generated three year return of -2.0% | |
| Amg Managers Brandywine holds 99.06% of its assets under management (AUM) in equities |
Amg Managers Technical Analysis
Amg Managers' future price can be derived by breaking down and analyzing its technical indicators over time. Amg Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Amg Managers Brandywine. In general, you should focus on analyzing Amg Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Amg Managers Predictive Forecast Models
Amg Managers' time-series forecasting models is one of many Amg Managers' 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 Amg Managers' 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 Amg Managers Brandywine
Checking the ongoing alerts about Amg Managers for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Amg Managers Brandywine help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Amg Managers generated a negative expected return over the last 90 days | |
| The fund generated three year return of -2.0% | |
| Amg Managers Brandywine holds 99.06% of its assets under management (AUM) in equities |
Other Information on Investing in Amg Mutual Fund
Amg Managers financial ratios help investors to determine whether Amg 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 Amg with respect to the benefits of owning Amg Managers security.
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