Mercedes Benz (Germany) Probability of Future Stock Price Finishing Under 53.09
| MBG Stock | EUR 55.78 0.02 0.04% |
Mercedes |
Mercedes Benz Target Price Odds to finish below 53.09
The tendency of Mercedes 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 € 53.09 or more in 90 days |
| 55.78 | 90 days | 53.09 | about 14.3 |
Based on a normal probability distribution, the odds of Mercedes Benz to drop to € 53.09 or more in 90 days from now is about 14.3 (This Mercedes Benz Group AG probability density function shows the probability of Mercedes Stock to fall within a particular range of prices over 90 days) . Probability of Mercedes Benz Group price to stay between € 53.09 and its current price of €55.78 at the end of the 90-day period is about 42.45 .
Assuming the 90 days horizon Mercedes Benz Group AG has a beta of -0.6. This indicates as returns on the benchmark increase, returns on holding Mercedes Benz are expected to decrease at a much lower rate. During a bear market, however, Mercedes Benz Group AG is likely to outperform the market. Additionally Mercedes Benz Group AG has an alpha of 0.0461, implying that it can generate a 0.0461 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Mercedes Benz Price Density |
| Price |
Predictive Modules for Mercedes Benz
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mercedes Benz Group. 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.Mercedes Benz Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Mercedes Benz is not an exception. The market had few large corrections towards the Mercedes Benz'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 Mercedes Benz Group AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mercedes Benz within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | -0.6 | |
σ | Overall volatility | 2.18 | |
Ir | Information ratio | -0.08 |
Mercedes Benz 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 Mercedes Benz for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mercedes Benz Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Mercedes Benz Group generated a negative expected return over the last 90 days | |
| About 29.0% of the company outstanding shares are owned by corporate insiders |
Mercedes Benz 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 Mercedes Stock often depends not only on the future outlook of the current and potential Mercedes Benz'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. Mercedes Benz's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.1 B |
Mercedes Benz Technical Analysis
Mercedes Benz's future price can be derived by breaking down and analyzing its technical indicators over time. Mercedes Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mercedes Benz Group AG. In general, you should focus on analyzing Mercedes Stock price patterns and their correlations with different microeconomic environments and drivers.
Mercedes Benz Predictive Forecast Models
Mercedes Benz's time-series forecasting models is one of many Mercedes Benz'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 Mercedes Benz'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 Mercedes Benz Group
Checking the ongoing alerts about Mercedes Benz for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mercedes Benz Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Mercedes Benz Group generated a negative expected return over the last 90 days | |
| About 29.0% of the company outstanding shares are owned by corporate insiders |
Other Information on Investing in Mercedes Stock
Mercedes Benz financial ratios help investors to determine whether Mercedes Stock 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 Mercedes with respect to the benefits of owning Mercedes Benz security.