GT Capital (Philippines) Probability of Future Stock Price Finishing Under 938.89
| GTPPB Stock | 961.00 3.00 0.31% |
GTPPB |
GT Capital Target Price Odds to finish below 938.89
The tendency of GTPPB 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 Price | Horizon | Target Price | Odds to drop to 938.89 or more in 90 days |
| 961.00 | 90 days | 938.89 | about 36.95 |
Based on a normal probability distribution, the odds of GT Capital to drop to 938.89 or more in 90 days from now is about 36.95 (This GT Capital Holdings probability density function shows the probability of GTPPB Stock to fall within a particular range of prices over 90 days) . Probability of GT Capital Holdings price to stay between 938.89 and its current price of 961.0 at the end of the 90-day period is about 44.55 .
Assuming the 90 days trading horizon GT Capital Holdings has a beta of -0.17. This usually indicates as returns on the benchmark increase, returns on holding GT Capital are expected to decrease at a much lower rate. During a bear market, however, GT Capital Holdings is likely to outperform the market. Additionally GT Capital Holdings has an alpha of 0.0909, implying that it can generate a 0.0909 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). GT Capital Price Density |
| Price |
Predictive Modules for GT Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GT Capital Holdings. 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.GT Capital Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. GT Capital is not an exception. The market had few large corrections towards the GT Capital'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 GT Capital Holdings, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of GT Capital within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.09 | |
β | Beta against Dow Jones | -0.17 | |
σ | Overall volatility | 17.89 | |
Ir | Information ratio | -0.009 |
GT Capital 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 GTPPB Stock often depends not only on the future outlook of the current and potential GT Capital'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. GT Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 215.3 M | |
| Cash And Short Term Investments | 26.3 B |
GT Capital Technical Analysis
GT Capital's future price can be derived by breaking down and analyzing its technical indicators over time. GTPPB Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of GT Capital Holdings. In general, you should focus on analyzing GTPPB Stock price patterns and their correlations with different microeconomic environments and drivers.
GT Capital Predictive Forecast Models
GT Capital's time-series forecasting models is one of many GT Capital'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 GT Capital'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.
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 GT Capital 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, GT Capital's short interest history, or implied volatility extrapolated from GT Capital options trading.
Additional Tools for GTPPB Stock Analysis
When running GT Capital's price analysis, check to measure GT Capital'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 GT Capital is operating at the current time. Most of GT Capital's value examination focuses on studying past and present price action to predict the probability of GT Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GT Capital's price. Additionally, you may evaluate how the addition of GT Capital to your portfolios can decrease your overall portfolio volatility.