Macquarie Bank (Australia) Probability of Future Preferred Stock Price Finishing Over 101.94
| MBLPC Preferred Stock | 103.17 0.05 0.05% |
Macquarie |
Macquarie Bank Target Price Odds to finish over 101.94
The tendency of Macquarie Preferred 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 stay above 101.94 in 90 days |
| 103.17 | 90 days | 101.94 | about 77.49 |
Based on a normal probability distribution, the odds of Macquarie Bank to stay above 101.94 in 90 days from now is about 77.49 (This Macquarie Bank Ltd probability density function shows the probability of Macquarie Preferred Stock to fall within a particular range of prices over 90 days) . Probability of Macquarie Bank price to stay between 101.94 and its current price of 103.17 at the end of the 90-day period is about 73.53 .
Assuming the 90 days trading horizon Macquarie Bank Ltd has a beta of -0.0389. This indicates as returns on the benchmark increase, returns on holding Macquarie Bank are expected to decrease at a much lower rate. During a bear market, however, Macquarie Bank Ltd is likely to outperform the market. Additionally Macquarie Bank Ltd has an alpha of 0.0117, implying that it can generate a 0.0117 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Macquarie Bank Price Density |
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Predictive Modules for Macquarie Bank
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Macquarie Bank. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Macquarie Bank's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Macquarie Bank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Macquarie Bank is not an exception. The market had few large corrections towards the Macquarie Bank'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 Macquarie Bank Ltd, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Macquarie Bank within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 0.49 | |
Ir | Information ratio | -0.37 |
Macquarie Bank Technical Analysis
Macquarie Bank's future price can be derived by breaking down and analyzing its technical indicators over time. Macquarie Preferred Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Macquarie Bank Ltd. In general, you should focus on analyzing Macquarie Preferred Stock price patterns and their correlations with different microeconomic environments and drivers.
Macquarie Bank Predictive Forecast Models
Macquarie Bank's time-series forecasting models is one of many Macquarie Bank's preferred 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 Macquarie Bank'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 preferred 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 Macquarie Bank 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, Macquarie Bank's short interest history, or implied volatility extrapolated from Macquarie Bank options trading.
Other Information on Investing in Macquarie Preferred Stock
Macquarie Bank financial ratios help investors to determine whether Macquarie Preferred 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 Macquarie with respect to the benefits of owning Macquarie Bank security.