NAVI CRDITO (Brazil) Probability of Future Fund Price Finishing Under 1.82
| NCRI11 Fund | 8.03 0.13 1.59% |
NAVI |
NAVI CRDITO Target Price Odds to finish below 1.82
The tendency of NAVI Fund 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 1.82 or more in 90 days |
| 8.03 | 90 days | 1.82 | near 1 |
Based on a normal probability distribution, the odds of NAVI CRDITO to drop to 1.82 or more in 90 days from now is near 1 (This NAVI CRDITO IMOBILIRIO probability density function shows the probability of NAVI Fund to fall within a particular range of prices over 90 days) . Probability of NAVI CRDITO IMOBILIRIO price to stay between 1.82 and its current price of 8.03 at the end of the 90-day period is about 64.7 .
Assuming the 90 days trading horizon NAVI CRDITO IMOBILIRIO has a beta of -0.009. This indicates as returns on the benchmark increase, returns on holding NAVI CRDITO are expected to decrease at a much lower rate. During a bear market, however, NAVI CRDITO IMOBILIRIO is likely to outperform the market. Additionally NAVI CRDITO IMOBILIRIO 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. NAVI CRDITO Price Density |
| Price |
Predictive Modules for NAVI CRDITO
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as NAVI CRDITO IMOBILIRIO. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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.NAVI CRDITO Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. NAVI CRDITO is not an exception. The market had few large corrections towards the NAVI CRDITO'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 NAVI CRDITO IMOBILIRIO, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of NAVI CRDITO within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0033 | |
β | Beta against Dow Jones | -0.009 | |
σ | Overall volatility | 0.21 | |
Ir | Information ratio | 0.04 |
NAVI CRDITO Technical Analysis
NAVI CRDITO's future price can be derived by breaking down and analyzing its technical indicators over time. NAVI Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of NAVI CRDITO IMOBILIRIO. In general, you should focus on analyzing NAVI Fund price patterns and their correlations with different microeconomic environments and drivers.
NAVI CRDITO Predictive Forecast Models
NAVI CRDITO's time-series forecasting models is one of many NAVI CRDITO's fund 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 NAVI CRDITO'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 fund 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 NAVI CRDITO 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, NAVI CRDITO's short interest history, or implied volatility extrapolated from NAVI CRDITO options trading.
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