Affiliated Managers Group, Stock Probability of Future Stock Price Finishing Over 25.74
| MGRE Stock | 25.48 0.14 0.55% |
Affiliated |
Affiliated Managers Target Price Odds to finish over 25.74
The tendency of Affiliated 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 move over 25.74 or more in 90 days |
| 25.48 | 90 days | 25.74 | about 36.4 |
Based on a normal probability distribution, the odds of Affiliated Managers to move over 25.74 or more in 90 days from now is about 36.4 (This Affiliated Managers Group, probability density function shows the probability of Affiliated Stock to fall within a particular range of prices over 90 days) . Probability of Affiliated Managers price to stay between its current price of 25.48 and 25.74 at the end of the 90-day period is about 41.9 .
Given the investment horizon of 90 days Affiliated Managers Group, has a beta of -0.0306. This indicates as returns on the benchmark increase, returns on holding Affiliated Managers are expected to decrease at a much lower rate. During a bear market, however, Affiliated Managers Group, is likely to outperform the market. Additionally Affiliated Managers Group, has an alpha of 0.0113, implying that it can generate a 0.0113 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Affiliated Managers Price Density |
| Price |
Predictive Modules for Affiliated Managers
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Affiliated Managers. 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.Affiliated Managers Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Affiliated Managers is not an exception. The market had few large corrections towards the Affiliated Managers' 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 Affiliated Managers Group,, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Affiliated Managers within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.23 | |
Ir | Information ratio | -0.3 |
Affiliated Managers Technical Analysis
Affiliated Managers' future price can be derived by breaking down and analyzing its technical indicators over time. Affiliated Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Affiliated Managers Group,. In general, you should focus on analyzing Affiliated Stock price patterns and their correlations with different microeconomic environments and drivers.
Affiliated Managers Predictive Forecast Models
Affiliated Managers' time-series forecasting models is one of many Affiliated Managers' 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 Affiliated Managers' 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 Affiliated Managers 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, Affiliated Managers' short interest history, or implied volatility extrapolated from Affiliated Managers options trading.
Check out Affiliated Managers Backtesting, Affiliated Managers Valuation, Affiliated Managers Correlation, Affiliated Managers Hype Analysis, Affiliated Managers Volatility, Affiliated Managers History as well as Affiliated Managers Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Is Trading space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Affiliated Managers. If investors know Affiliated will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Affiliated Managers listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Affiliated Managers is measured differently than its book value, which is the value of Affiliated that is recorded on the company's balance sheet. Investors also form their own opinion of Affiliated Managers' value that differs from its market value or its book value, called intrinsic value, which is Affiliated Managers' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Affiliated Managers' market value can be influenced by many factors that don't directly affect Affiliated Managers' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Affiliated Managers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Affiliated Managers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Affiliated Managers' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.