Annaly Capital (Brazil) Probability of Future Stock Price Finishing Over 115.32
N2LY34 Stock | 115.32 2.24 1.98% |
Annaly |
Annaly Capital Target Price Odds to finish over 115.32
The tendency of Annaly 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 above the current price in 90 days |
115.32 | 90 days | 115.32 | about 23.46 |
Based on a normal probability distribution, the odds of Annaly Capital to move above the current price in 90 days from now is about 23.46 (This Annaly Capital Management, probability density function shows the probability of Annaly Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Annaly Capital has a beta of 0.34. This indicates as returns on the market go up, Annaly Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Annaly Capital Management, will be expected to be much smaller as well. Additionally Annaly Capital Management, has an alpha of 0.2248, implying that it can generate a 0.22 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Annaly Capital Price Density |
Price |
Predictive Modules for Annaly Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Annaly Capital Manag. 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.Please note, it is not enough to conduct a financial or market analysis of a single entity such as Annaly Capital. Your research has to be compared to or analyzed against Annaly Capital's peers to derive any actionable benefits. When done correctly, Annaly Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Annaly Capital Manag.Annaly Capital Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Annaly Capital is not an exception. The market had few large corrections towards the Annaly Capital'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 Annaly Capital Management,, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Annaly Capital within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.22 | |
β | Beta against Dow Jones | 0.34 | |
σ | Overall volatility | 3.91 | |
Ir | Information ratio | 0.12 |
Annaly Capital Technical Analysis
Annaly Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Annaly Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Annaly Capital Management,. In general, you should focus on analyzing Annaly Stock price patterns and their correlations with different microeconomic environments and drivers.
Annaly Capital Predictive Forecast Models
Annaly Capital's time-series forecasting models is one of many Annaly Capital'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 Annaly Capital'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.
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 Annaly Capital 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, Annaly Capital's short interest history, or implied volatility extrapolated from Annaly Capital options trading.