Raiffeisen Bank (Czech Republic) Probability of Future Stock Price Finishing Under 457.07
| RBI Stock | 460.30 0.30 0.07% |
Raiffeisen |
Raiffeisen Bank Target Price Odds to finish below 457.07
The tendency of Raiffeisen 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 457.07 or more in 90 days |
| 460.30 | 90 days | 457.07 | about 67.96 |
Based on a normal probability distribution, the odds of Raiffeisen Bank to drop to 457.07 or more in 90 days from now is about 67.96 (This Raiffeisen Bank International probability density function shows the probability of Raiffeisen Stock to fall within a particular range of prices over 90 days) . Probability of Raiffeisen Bank Inte price to stay between 457.07 and its current price of 460.3 at the end of the 90-day period is about 7.55 .
Assuming the 90 days trading horizon Raiffeisen Bank has a beta of 0.9 indicating Raiffeisen Bank International market returns are sensible to returns on the market. As the market goes up or down, Raiffeisen Bank is expected to follow. Additionally Raiffeisen Bank International 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. Raiffeisen Bank Price Density |
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Predictive Modules for Raiffeisen 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 Raiffeisen Bank Inte. 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.Raiffeisen Bank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Raiffeisen Bank is not an exception. The market had few large corrections towards the Raiffeisen 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 Raiffeisen Bank International, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Raiffeisen Bank within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.06 | |
β | Beta against Dow Jones | 0.90 | |
σ | Overall volatility | 14.34 | |
Ir | Information ratio | -0.03 |
Raiffeisen Bank Technical Analysis
Raiffeisen Bank's future price can be derived by breaking down and analyzing its technical indicators over time. Raiffeisen Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Raiffeisen Bank International. In general, you should focus on analyzing Raiffeisen Stock price patterns and their correlations with different microeconomic environments and drivers.
Raiffeisen Bank Predictive Forecast Models
Raiffeisen Bank's time-series forecasting models is one of many Raiffeisen Bank'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 Raiffeisen 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 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 Raiffeisen 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, Raiffeisen Bank's short interest history, or implied volatility extrapolated from Raiffeisen Bank options trading.
Additional Tools for Raiffeisen Stock Analysis
When running Raiffeisen Bank's price analysis, check to measure Raiffeisen Bank'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 Raiffeisen Bank is operating at the current time. Most of Raiffeisen Bank's value examination focuses on studying past and present price action to predict the probability of Raiffeisen Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Raiffeisen Bank's price. Additionally, you may evaluate how the addition of Raiffeisen Bank to your portfolios can decrease your overall portfolio volatility.