Faria Lima (Brazil) Probability of Future Fund Price Finishing Over 95.91

FLCR11 Fund  BRL 96.85  0.15  0.16%   
Faria Lima's future price is the expected price of Faria Lima 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 Faria Lima Capital performance during a given time horizon utilizing its historical volatility. Check out Faria Lima Backtesting, Portfolio Optimization, Faria Lima Correlation, Faria Lima Hype Analysis, Faria Lima Volatility, Faria Lima History as well as Faria Lima Performance.
  
Please specify Faria Lima's target price for which you would like Faria Lima odds to be computed.

Faria Lima Target Price Odds to finish over 95.91

The tendency of Faria 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 stay above R$ 95.91  in 90 days
 96.85 90 days 95.91 
about 98.0
Based on a normal probability distribution, the odds of Faria Lima to stay above R$ 95.91  in 90 days from now is about 98.0 (This Faria Lima Capital probability density function shows the probability of Faria Fund to fall within a particular range of prices over 90 days) . Probability of Faria Lima Capital price to stay between R$ 95.91  and its current price of R$96.85 at the end of the 90-day period is about 27.36 .
Assuming the 90 days trading horizon Faria Lima Capital has a beta of -0.0752. This usually indicates as returns on the benchmark increase, returns on holding Faria Lima are expected to decrease at a much lower rate. During a bear market, however, Faria Lima Capital is likely to outperform the market. Additionally Faria Lima Capital 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.
   Faria Lima Price Density   
       Price  

Predictive Modules for Faria Lima

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Faria Lima Capital. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.
Hype
Prediction
LowEstimatedHigh
96.4096.8597.30
Details
Intrinsic
Valuation
LowRealHigh
95.9896.4396.88
Details

Faria Lima Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Faria Lima is not an exception. The market had few large corrections towards the Faria Lima'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 Faria Lima Capital, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Faria Lima within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.0099
β
Beta against Dow Jones-0.08
σ
Overall volatility
0.63
Ir
Information ratio -0.24

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

Faria Lima Technical Analysis

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

Faria Lima Predictive Forecast Models

Faria Lima's time-series forecasting models is one of many Faria Lima's 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 Faria Lima'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 fund market movement and maximize returns from investment trading.

Things to note about Faria Lima Capital

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

Other Information on Investing in Faria Fund

Faria Lima financial ratios help investors to determine whether Faria 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 Faria with respect to the benefits of owning Faria Lima security.
Risk-Return Analysis
View associations between returns expected from investment and the risk you assume
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format