Filinvest REIT (Philippines) Probability of Future Stock Price Finishing Over 6.53

FILRT Stock   2.86  0.02  0.70%   
Filinvest REIT's future price is the expected price of Filinvest REIT 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 Filinvest REIT Corp performance during a given time horizon utilizing its historical volatility. Check out Filinvest REIT Backtesting, Filinvest REIT Valuation, Filinvest REIT Correlation, Filinvest REIT Hype Analysis, Filinvest REIT Volatility, Filinvest REIT History as well as Filinvest REIT Performance.
  
Please specify Filinvest REIT's target price for which you would like Filinvest REIT odds to be computed.

Filinvest REIT Target Price Odds to finish over 6.53

The tendency of Filinvest 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 PriceHorizonTarget PriceOdds to move over  6.53  or more in 90 days
 2.86 90 days 6.53 
close to zero percent
Based on a normal probability distribution, the odds of Filinvest REIT to move over  6.53  or more in 90 days from now is close to zero percent (This Filinvest REIT Corp probability density function shows the probability of Filinvest Stock to fall within a particular range of prices over 90 days) . Probability of Filinvest REIT Corp price to stay between its current price of  2.86  and  6.53  at the end of the 90-day period is close to 99 .
Assuming the 90 days trading horizon Filinvest REIT has a beta of 0.0234. This usually indicates as returns on the market go up, Filinvest REIT average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Filinvest REIT Corp will be expected to be much smaller as well. Additionally Filinvest REIT Corp 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.
   Filinvest REIT Price Density   
       Price  

Predictive Modules for Filinvest REIT

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Filinvest REIT Corp. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Filinvest REIT'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
1.722.864.00
Details
Intrinsic
Valuation
LowRealHigh
1.462.603.74
Details

Filinvest REIT Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Filinvest REIT is not an exception. The market had few large corrections towards the Filinvest REIT'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 Filinvest REIT Corp, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Filinvest REIT within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.14
β
Beta against Dow Jones0.02
σ
Overall volatility
0.06
Ir
Information ratio -0.13

Filinvest REIT 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 Filinvest REIT for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Filinvest REIT Corp can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Filinvest REIT Corp generated a negative expected return over the last 90 days

Filinvest REIT 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 Filinvest Stock often depends not only on the future outlook of the current and potential Filinvest REIT'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. Filinvest REIT's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding4.9 B
Dividends Paid1.1 B
Cash And Short Term Investments2.6 B

Filinvest REIT Technical Analysis

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

Filinvest REIT Predictive Forecast Models

Filinvest REIT's time-series forecasting models is one of many Filinvest REIT's 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 Filinvest REIT'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 stock market movement and maximize returns from investment trading.

Things to note about Filinvest REIT Corp

Checking the ongoing alerts about Filinvest REIT for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Filinvest REIT Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Filinvest REIT Corp generated a negative expected return over the last 90 days

Additional Tools for Filinvest Stock Analysis

When running Filinvest REIT's price analysis, check to measure Filinvest REIT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Filinvest REIT is operating at the current time. Most of Filinvest REIT's value examination focuses on studying past and present price action to predict the probability of Filinvest REIT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Filinvest REIT's price. Additionally, you may evaluate how the addition of Filinvest REIT to your portfolios can decrease your overall portfolio volatility.