Frost Kempner Treasury Fund Probability of Future Mutual Fund Price Finishing Over 8.57

FIKTX Fund  USD 8.45  0.01  0.12%   
Frost Kempner's future price is the expected price of Frost Kempner instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Frost Kempner Treasury performance during a given time horizon utilizing its historical volatility. Check out Frost Kempner Backtesting, Portfolio Optimization, Frost Kempner Correlation, Frost Kempner Hype Analysis, Frost Kempner Volatility, Frost Kempner History as well as Frost Kempner Performance.
  
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Frost Kempner Target Price Odds to finish over 8.57

The tendency of Frost 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 PriceHorizonTarget PriceOdds to move over $ 8.57  or more in 90 days
 8.45 90 days 8.57 
near 1
Based on a normal probability distribution, the odds of Frost Kempner to move over $ 8.57  or more in 90 days from now is near 1 (This Frost Kempner Treasury probability density function shows the probability of Frost Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Frost Kempner Treasury price to stay between its current price of $ 8.45  and $ 8.57  at the end of the 90-day period is about 18.6 .
Assuming the 90 days horizon Frost Kempner Treasury has a beta of -0.0144. This usually indicates as returns on the benchmark increase, returns on holding Frost Kempner are expected to decrease at a much lower rate. During a bear market, however, Frost Kempner Treasury is likely to outperform the market. Additionally Frost Kempner Treasury 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.
   Frost Kempner Price Density   
       Price  

Predictive Modules for Frost Kempner

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Frost Kempner Treasury. 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 Frost Kempner'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.
Hype
Prediction
LowEstimatedHigh
8.348.458.56
Details
Intrinsic
Valuation
LowRealHigh
8.178.289.30
Details

Frost Kempner Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Frost Kempner is not an exception. The market had few large corrections towards the Frost Kempner'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 Frost Kempner Treasury, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Frost Kempner within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.0068
β
Beta against Dow Jones-0.01
σ
Overall volatility
0.02
Ir
Information ratio -0.88

Frost Kempner 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 Frost Kempner for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Frost Kempner Treasury can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
The fund retains about 91.42% of its assets under management (AUM) in fixed income securities

Frost Kempner Technical Analysis

Frost Kempner's future price can be derived by breaking down and analyzing its technical indicators over time. Frost Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Frost Kempner Treasury. In general, you should focus on analyzing Frost Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Frost Kempner Predictive Forecast Models

Frost Kempner's time-series forecasting models is one of many Frost Kempner'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 Frost Kempner'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 Frost Kempner Treasury

Checking the ongoing alerts about Frost Kempner for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Frost Kempner Treasury help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund retains about 91.42% of its assets under management (AUM) in fixed income securities

Other Information on Investing in Frost Mutual Fund

Frost Kempner financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Kempner security.
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