Martifer SGPS (Portugal) Probability of Future Stock Price Finishing Over 5.92

MAR Stock  EUR 1.72  0.03  1.71%   
Martifer SGPS's future price is the expected price of Martifer SGPS 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 Martifer SGPS SA performance during a given time horizon utilizing its historical volatility. Check out Martifer SGPS Backtesting, Martifer SGPS Valuation, Martifer SGPS Correlation, Martifer SGPS Hype Analysis, Martifer SGPS Volatility, Martifer SGPS History as well as Martifer SGPS Performance.
  
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Martifer SGPS Target Price Odds to finish over 5.92

The tendency of Martifer 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 € 5.92  or more in 90 days
 1.72 90 days 5.92 
close to zero percent
Based on a normal probability distribution, the odds of Martifer SGPS to move over € 5.92  or more in 90 days from now is close to zero percent (This Martifer SGPS SA probability density function shows the probability of Martifer Stock to fall within a particular range of prices over 90 days) . Probability of Martifer SGPS SA price to stay between its current price of € 1.72  and € 5.92  at the end of the 90-day period is about 87.69 .
Assuming the 90 days trading horizon Martifer SGPS has a beta of 0.16. This indicates as returns on the market go up, Martifer SGPS average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Martifer SGPS SA will be expected to be much smaller as well. Additionally Martifer SGPS SA 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.
   Martifer SGPS Price Density   
       Price  

Predictive Modules for Martifer SGPS

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Martifer SGPS SA. 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.
Hype
Prediction
LowEstimatedHigh
0.351.753.15
Details
Intrinsic
Valuation
LowRealHigh
0.271.673.07
Details
Naive
Forecast
LowNextHigh
0.321.723.13
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1.711.741.76
Details

Martifer SGPS Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Martifer SGPS is not an exception. The market had few large corrections towards the Martifer SGPS'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 Martifer SGPS SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Martifer SGPS within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.03
β
Beta against Dow Jones0.16
σ
Overall volatility
0.03
Ir
Information ratio -0.08

Martifer SGPS 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 Martifer SGPS for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Martifer SGPS SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Martifer SGPS SA may become a speculative penny stock
About 81.0% of the company outstanding shares are owned by corporate insiders

Martifer SGPS 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 Martifer Stock often depends not only on the future outlook of the current and potential Martifer SGPS'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. Martifer SGPS's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding97.8 M

Martifer SGPS Technical Analysis

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

Martifer SGPS Predictive Forecast Models

Martifer SGPS's time-series forecasting models is one of many Martifer SGPS'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 Martifer SGPS'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 Martifer SGPS SA

Checking the ongoing alerts about Martifer SGPS for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Martifer SGPS SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Martifer SGPS SA may become a speculative penny stock
About 81.0% of the company outstanding shares are owned by corporate insiders

Additional Tools for Martifer Stock Analysis

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