Kajima Corp Adr Stock Probability of Future Pink Sheet Price Finishing Over 21.51

KAJMY Stock  USD 18.98  0.15  0.78%   
Kajima Corp's future price is the expected price of Kajima Corp 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 Kajima Corp ADR performance during a given time horizon utilizing its historical volatility. Check out Kajima Corp Backtesting, Kajima Corp Valuation, Kajima Corp Correlation, Kajima Corp Hype Analysis, Kajima Corp Volatility, Kajima Corp History as well as Kajima Corp Performance.
  
Please specify Kajima Corp's target price for which you would like Kajima Corp odds to be computed.

Kajima Corp Target Price Odds to finish over 21.51

The tendency of Kajima Pink Sheet 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 $ 21.51  or more in 90 days
 18.98 90 days 21.51 
near 1
Based on a normal probability distribution, the odds of Kajima Corp to move over $ 21.51  or more in 90 days from now is near 1 (This Kajima Corp ADR probability density function shows the probability of Kajima Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Kajima Corp ADR price to stay between its current price of $ 18.98  and $ 21.51  at the end of the 90-day period is about 15.82 .
Assuming the 90 days horizon Kajima Corp ADR has a beta of -0.66. This indicates as returns on the benchmark increase, returns on holding Kajima Corp are expected to decrease at a much lower rate. During a bear market, however, Kajima Corp ADR is likely to outperform the market. Additionally Kajima Corp ADR has an alpha of 0.1407, implying that it can generate a 0.14 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   Kajima Corp Price Density   
       Price  

Predictive Modules for Kajima Corp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Kajima Corp ADR. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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
15.8318.7921.75
Details
Intrinsic
Valuation
LowRealHigh
12.2915.2520.67
Details
Naive
Forecast
LowNextHigh
16.6219.5822.55
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.6217.6418.66
Details

Kajima Corp Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Kajima Corp is not an exception. The market had few large corrections towards the Kajima Corp'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 Kajima Corp ADR, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Kajima Corp within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.14
β
Beta against Dow Jones-0.66
σ
Overall volatility
1.10
Ir
Information ratio -0.03

Kajima Corp 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 Kajima Pink Sheet often depends not only on the future outlook of the current and potential Kajima Corp'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. Kajima Corp's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding510.1 M
Cash And Short Term Investments285.4 B

Kajima Corp Technical Analysis

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

Kajima Corp Predictive Forecast Models

Kajima Corp's time-series forecasting models is one of many Kajima Corp's pink sheet 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 Kajima Corp'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 pink sheet 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 Kajima Corp 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, Kajima Corp's short interest history, or implied volatility extrapolated from Kajima Corp options trading.

Additional Tools for Kajima Pink Sheet Analysis

When running Kajima Corp's price analysis, check to measure Kajima Corp'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 Kajima Corp is operating at the current time. Most of Kajima Corp's value examination focuses on studying past and present price action to predict the probability of Kajima Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kajima Corp's price. Additionally, you may evaluate how the addition of Kajima Corp to your portfolios can decrease your overall portfolio volatility.