BALN 75 01 JUL 27 Probability of Future Bond Price Finishing Under 106.69
| 11041RAL2 | 105.82 0.63 0.59% |
11041RAL2 |
11041RAL2 Target Price Odds to finish below 106.69
The tendency of 11041RAL2 Bond 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 106.69 after 90 days |
| 105.82 | 90 days | 106.69 | about 37.36 |
Based on a normal probability distribution, the odds of 11041RAL2 to stay under 106.69 after 90 days from now is about 37.36 (This BALN 75 01 JUL 27 probability density function shows the probability of 11041RAL2 Bond to fall within a particular range of prices over 90 days) . Probability of BALN 75 01 price to stay between its current price of 105.82 and 106.69 at the end of the 90-day period is about 28.92 .
Assuming the 90 days trading horizon BALN 75 01 JUL 27 has a beta of -0.0305. This usually implies as returns on the benchmark increase, returns on holding 11041RAL2 are expected to decrease at a much lower rate. During a bear market, however, BALN 75 01 JUL 27 is likely to outperform the market. Additionally BALN 75 01 JUL 27 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. 11041RAL2 Price Density |
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Predictive Modules for 11041RAL2
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BALN 75 01. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond 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.11041RAL2 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 11041RAL2 is not an exception. The market had few large corrections towards the 11041RAL2'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 BALN 75 01 JUL 27, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 11041RAL2 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.0084 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.86 | |
Ir | Information ratio | -0.09 |
11041RAL2 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 11041RAL2 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for BALN 75 01 can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| BALN 75 01 generated a negative expected return over the last 90 days |
11041RAL2 Technical Analysis
11041RAL2's future price can be derived by breaking down and analyzing its technical indicators over time. 11041RAL2 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of BALN 75 01 JUL 27. In general, you should focus on analyzing 11041RAL2 Bond price patterns and their correlations with different microeconomic environments and drivers.
11041RAL2 Predictive Forecast Models
11041RAL2's time-series forecasting models is one of many 11041RAL2's bond 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 11041RAL2'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 bond market movement and maximize returns from investment trading.
Things to note about BALN 75 01
Checking the ongoing alerts about 11041RAL2 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for BALN 75 01 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| BALN 75 01 generated a negative expected return over the last 90 days |
Other Information on Investing in 11041RAL2 Bond
11041RAL2 financial ratios help investors to determine whether 11041RAL2 Bond 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 11041RAL2 with respect to the benefits of owning 11041RAL2 security.