Mhlbauer Holding (Germany) Probability of Future Stock Price Finishing Under 37.70
| MUB Stock | 40.40 0.80 2.02% |
Mhlbauer |
Mhlbauer Holding Target Price Odds to finish below 37.70
The tendency of Mhlbauer 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 37.70 or more in 90 days |
| 40.40 | 90 days | 37.70 | about 13.74 |
Based on a normal probability distribution, the odds of Mhlbauer Holding to drop to 37.70 or more in 90 days from now is about 13.74 (This Mhlbauer Holding AG probability density function shows the probability of Mhlbauer Stock to fall within a particular range of prices over 90 days) . Probability of Mhlbauer Holding price to stay between 37.70 and its current price of 40.4 at the end of the 90-day period is about 24.61 .
Assuming the 90 days trading horizon Mhlbauer Holding AG has a beta of -0.39. This indicates as returns on the benchmark increase, returns on holding Mhlbauer Holding are expected to decrease at a much lower rate. During a bear market, however, Mhlbauer Holding AG is likely to outperform the market. Additionally Mhlbauer Holding AG 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. Mhlbauer Holding Price Density |
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Predictive Modules for Mhlbauer Holding
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mhlbauer Holding. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mhlbauer Holding'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.
Mhlbauer Holding Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Mhlbauer Holding is not an exception. The market had few large corrections towards the Mhlbauer Holding'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 Mhlbauer Holding AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mhlbauer Holding within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.26 | |
β | Beta against Dow Jones | -0.39 | |
σ | Overall volatility | 3.40 | |
Ir | Information ratio | -0.22 |
Mhlbauer Holding 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 Mhlbauer Holding for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mhlbauer Holding can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Mhlbauer Holding generated a negative expected return over the last 90 days |
Mhlbauer Holding 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 Mhlbauer Stock often depends not only on the future outlook of the current and potential Mhlbauer Holding'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. Mhlbauer Holding's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 14.3 M | |
| Cash And Short Term Investments | 107.3 M |
Mhlbauer Holding Technical Analysis
Mhlbauer Holding's future price can be derived by breaking down and analyzing its technical indicators over time. Mhlbauer Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mhlbauer Holding AG. In general, you should focus on analyzing Mhlbauer Stock price patterns and their correlations with different microeconomic environments and drivers.
Mhlbauer Holding Predictive Forecast Models
Mhlbauer Holding's time-series forecasting models is one of many Mhlbauer Holding'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 Mhlbauer Holding'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 Mhlbauer Holding
Checking the ongoing alerts about Mhlbauer Holding for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mhlbauer Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Mhlbauer Holding generated a negative expected return over the last 90 days |
Additional Tools for Mhlbauer Stock Analysis
When running Mhlbauer Holding's price analysis, check to measure Mhlbauer Holding'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 Mhlbauer Holding is operating at the current time. Most of Mhlbauer Holding's value examination focuses on studying past and present price action to predict the probability of Mhlbauer Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mhlbauer Holding's price. Additionally, you may evaluate how the addition of Mhlbauer Holding to your portfolios can decrease your overall portfolio volatility.