BCAP SET100 (Thailand) Probability of Future Etf Price Finishing Over 12.16
| BSET100 Etf | THB 9.33 0.08 0.85% |
BCAP |
BCAP SET100 Target Price Odds to finish over 12.16
The tendency of BCAP Etf 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 12.16 or more in 90 days |
| 9.33 | 90 days | 12.16 | close to zero percent |
Based on a normal probability distribution, the odds of BCAP SET100 to move over 12.16 or more in 90 days from now is close to zero percent (This BCAP SET100 probability density function shows the probability of BCAP Etf to fall within a particular range of prices over 90 days) . Probability of BCAP SET100 price to stay between its current price of 9.33 and 12.16 at the end of the 90-day period is close to 99 .
Assuming the 90 days trading horizon BCAP SET100 has a beta of 0.14 suggesting as returns on the market go up, BCAP SET100 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding BCAP SET100 will be expected to be much smaller as well. Additionally BCAP SET100 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. BCAP SET100 Price Density |
| Price |
Predictive Modules for BCAP SET100
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BCAP SET100. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.BCAP SET100 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. BCAP SET100 is not an exception. The market had few large corrections towards the BCAP SET100'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 BCAP SET100, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of BCAP SET100 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.04 | |
β | Beta against Dow Jones | 0.14 | |
σ | Overall volatility | 0.16 | |
Ir | Information ratio | -0.09 |
BCAP SET100 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 BCAP SET100 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BCAP SET100 can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| BCAP SET100 generated a negative expected return over the last 90 days | |
| The fund holds 99.45% of its assets under management (AUM) in equities |
BCAP SET100 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 BCAP Etf often depends not only on the future outlook of the current and potential BCAP SET100'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. BCAP SET100's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 161.72k | |
| Average Daily Volume In Three Month | 253.98k |
BCAP SET100 Technical Analysis
BCAP SET100's future price can be derived by breaking down and analyzing its technical indicators over time. BCAP Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of BCAP SET100. In general, you should focus on analyzing BCAP Etf price patterns and their correlations with different microeconomic environments and drivers.
BCAP SET100 Predictive Forecast Models
BCAP SET100's time-series forecasting models is one of many BCAP SET100's etf 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 BCAP SET100'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 etf market movement and maximize returns from investment trading.
Things to note about BCAP SET100
Checking the ongoing alerts about BCAP SET100 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BCAP SET100 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| BCAP SET100 generated a negative expected return over the last 90 days | |
| The fund holds 99.45% of its assets under management (AUM) in equities |
Other Information on Investing in BCAP Etf
BCAP SET100 financial ratios help investors to determine whether BCAP Etf 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 BCAP with respect to the benefits of owning BCAP SET100 security.