Embark Commodity Strategy Fund Probability of Future Mutual Fund Price Finishing Over 11.29
| ECSWX Fund | 10.41 0.02 0.19% |
Embark |
Embark Commodity Target Price Odds to finish over 11.29
The tendency of Embark 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 11.29 or more in 90 days |
| 10.41 | 90 days | 11.29 | near 1 |
Based on a normal probability distribution, the odds of Embark Commodity to move over 11.29 or more in 90 days from now is near 1 (This Embark Commodity Strategy probability density function shows the probability of Embark Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Embark Commodity Strategy price to stay between its current price of 10.41 and 11.29 at the end of the 90-day period is about 40.59 .
Assuming the 90 days horizon Embark Commodity Strategy has a beta of -0.0445 suggesting as returns on the benchmark increase, returns on holding Embark Commodity are expected to decrease at a much lower rate. During a bear market, however, Embark Commodity Strategy is likely to outperform the market. Additionally Embark Commodity Strategy has an alpha of 0.0432, implying that it can generate a 0.0432 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Embark Commodity Price Density |
| Price |
Predictive Modules for Embark Commodity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Embark Commodity Strategy. 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 Embark Commodity'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.
Embark Commodity Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Embark Commodity is not an exception. The market had few large corrections towards the Embark Commodity'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 Embark Commodity Strategy, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Embark Commodity within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 0.21 | |
Ir | Information ratio | -0.11 |
Embark Commodity Technical Analysis
Embark Commodity's future price can be derived by breaking down and analyzing its technical indicators over time. Embark Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Embark Commodity Strategy. In general, you should focus on analyzing Embark Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Embark Commodity Predictive Forecast Models
Embark Commodity's time-series forecasting models is one of many Embark Commodity'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 Embark Commodity'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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Embark Commodity in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Embark Commodity's short interest history, or implied volatility extrapolated from Embark Commodity options trading.
Other Information on Investing in Embark Mutual Fund
Embark Commodity financial ratios help investors to determine whether Embark 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 Embark with respect to the benefits of owning Embark Commodity security.
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