STAG Industrial (Germany) Probability of Future Stock Price Finishing Under 36.19
| SW6 Stock | EUR 34.24 0.19 0.56% |
STAG |
STAG Industrial Target Price Odds to finish below 36.19
The tendency of STAG 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 stay under € 36.19 after 90 days |
| 34.24 | 90 days | 36.19 | close to 99 |
Based on a normal probability distribution, the odds of STAG Industrial to stay under € 36.19 after 90 days from now is close to 99 (This STAG Industrial probability density function shows the probability of STAG Stock to fall within a particular range of prices over 90 days) . Probability of STAG Industrial price to stay between its current price of € 34.24 and € 36.19 at the end of the 90-day period is about 64.9 .
Assuming the 90 days horizon STAG Industrial has a beta of -0.34. This usually implies as returns on the benchmark increase, returns on holding STAG Industrial are expected to decrease at a much lower rate. During a bear market, however, STAG Industrial is likely to outperform the market. Additionally STAG Industrial 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. STAG Industrial Price Density |
| Price |
Predictive Modules for STAG Industrial
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as STAG Industrial. 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.STAG Industrial Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. STAG Industrial is not an exception. The market had few large corrections towards the STAG Industrial'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 STAG Industrial, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of STAG Industrial within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.03 | |
β | Beta against Dow Jones | -0.34 | |
σ | Overall volatility | 0.57 | |
Ir | Information ratio | -0.12 |
STAG Industrial 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 STAG Industrial for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for STAG Industrial can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| STAG Industrial generated a negative expected return over the last 90 days | |
| STAG Industrial has accumulated €2.32 Billion in debt which can lead to volatile earnings | |
| Over 89.0% of the company shares are owned by institutional investors |
STAG Industrial 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 STAG Stock often depends not only on the future outlook of the current and potential STAG Industrial'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. STAG Industrial's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 179.2 M |
STAG Industrial Technical Analysis
STAG Industrial's future price can be derived by breaking down and analyzing its technical indicators over time. STAG Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of STAG Industrial. In general, you should focus on analyzing STAG Stock price patterns and their correlations with different microeconomic environments and drivers.
STAG Industrial Predictive Forecast Models
STAG Industrial's time-series forecasting models is one of many STAG Industrial'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 STAG Industrial'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 STAG Industrial
Checking the ongoing alerts about STAG Industrial for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for STAG Industrial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| STAG Industrial generated a negative expected return over the last 90 days | |
| STAG Industrial has accumulated €2.32 Billion in debt which can lead to volatile earnings | |
| Over 89.0% of the company shares are owned by institutional investors |
Additional Information and Resources on Investing in STAG Stock
When determining whether STAG Industrial is a strong investment it is important to analyze STAG Industrial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact STAG Industrial's future performance. For an informed investment choice regarding STAG Stock, refer to the following important reports:Check out STAG Industrial Backtesting, STAG Industrial Valuation, STAG Industrial Correlation, STAG Industrial Hype Analysis, STAG Industrial Volatility, STAG Industrial History as well as STAG Industrial Performance. For more detail on how to invest in STAG Stock please use our How to Invest in STAG Industrial guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.