Sparinvest INDEX (Denmark) Probability of Future Fund Price Finishing Over 132.54

SPVIHRKL  DKK 128.50  1.15  0.89%   
Sparinvest INDEX's future price is the expected price of Sparinvest INDEX instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Sparinvest INDEX Hj performance during a given time horizon utilizing its historical volatility. Check out Sparinvest INDEX Backtesting, Portfolio Optimization, Sparinvest INDEX Correlation, Sparinvest INDEX Hype Analysis, Sparinvest INDEX Volatility, Sparinvest INDEX History as well as Sparinvest INDEX Performance.
  
Please specify Sparinvest INDEX's target price for which you would like Sparinvest INDEX odds to be computed.

Sparinvest INDEX Target Price Odds to finish over 132.54

The tendency of Sparinvest 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 PriceHorizonTarget PriceOdds to move over kr 132.54  or more in 90 days
 128.50 90 days 132.54 
about 6.68
Based on a normal probability distribution, the odds of Sparinvest INDEX to move over kr 132.54  or more in 90 days from now is about 6.68 (This Sparinvest INDEX Hj probability density function shows the probability of Sparinvest Fund to fall within a particular range of prices over 90 days) . Probability of Sparinvest INDEX price to stay between its current price of kr 128.50  and kr 132.54  at the end of the 90-day period is about 90.22 .
Assuming the 90 days trading horizon Sparinvest INDEX Hj has a beta of -0.0012. This usually implies as returns on the benchmark increase, returns on holding Sparinvest INDEX are expected to decrease at a much lower rate. During a bear market, however, Sparinvest INDEX Hj is likely to outperform the market. Additionally Sparinvest INDEX Hj 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.
   Sparinvest INDEX Price Density   
       Price  

Predictive Modules for Sparinvest INDEX

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sparinvest INDEX. 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.
Hype
Prediction
LowEstimatedHigh
128.00128.50129.00
Details
Intrinsic
Valuation
LowRealHigh
115.65140.73141.23
Details
Naive
Forecast
LowNextHigh
128.52129.02129.53
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
128.77130.64132.51
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sparinvest INDEX. Your research has to be compared to or analyzed against Sparinvest INDEX's peers to derive any actionable benefits. When done correctly, Sparinvest INDEX'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 Sparinvest INDEX.

Sparinvest INDEX Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Sparinvest INDEX is not an exception. The market had few large corrections towards the Sparinvest INDEX'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 Sparinvest INDEX Hj, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sparinvest INDEX within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
-0.06
β
Beta against Dow Jones-0.0012
σ
Overall volatility
1.20
Ir
Information ratio -0.07

Sparinvest INDEX 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 Sparinvest INDEX for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sparinvest INDEX can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Sparinvest INDEX generated a negative expected return over the last 90 days

Sparinvest INDEX Technical Analysis

Sparinvest INDEX's future price can be derived by breaking down and analyzing its technical indicators over time. Sparinvest Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Sparinvest INDEX Hj. In general, you should focus on analyzing Sparinvest Fund price patterns and their correlations with different microeconomic environments and drivers.

Sparinvest INDEX Predictive Forecast Models

Sparinvest INDEX's time-series forecasting models is one of many Sparinvest INDEX'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 Sparinvest INDEX'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.

Things to note about Sparinvest INDEX

Checking the ongoing alerts about Sparinvest INDEX for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sparinvest INDEX help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Sparinvest INDEX generated a negative expected return over the last 90 days

Other Information on Investing in Sparinvest Fund

Sparinvest INDEX financial ratios help investors to determine whether Sparinvest Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sparinvest with respect to the benefits of owning Sparinvest INDEX security.
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments