CMS ENERGY P Probability of Future Bond Price Finishing Under 96.59
| 125896BR0 | 95.79 0.50 0.52% |
125896BR0 |
125896BR0 Target Price Odds to finish below 96.59
The tendency of 125896BR0 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 96.59 after 90 days |
| 95.79 | 90 days | 96.59 | about 58.55 |
Based on a normal probability distribution, the odds of 125896BR0 to stay under 96.59 after 90 days from now is about 58.55 (This CMS ENERGY P probability density function shows the probability of 125896BR0 Bond to fall within a particular range of prices over 90 days) . Probability of CMS ENERGY P price to stay between its current price of 95.79 and 96.59 at the end of the 90-day period is about 32.14 .
Assuming the 90 days trading horizon CMS ENERGY P has a beta of -0.0348. This usually implies as returns on the benchmark increase, returns on holding 125896BR0 are expected to decrease at a much lower rate. During a bear market, however, CMS ENERGY P is likely to outperform the market. Additionally CMS ENERGY P has an alpha of 9.0E-4, implying that it can generate a 8.68E-4 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 125896BR0 Price Density |
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Predictive Modules for 125896BR0
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CMS ENERGY P. 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.125896BR0 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 125896BR0 is not an exception. The market had few large corrections towards the 125896BR0'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 CMS ENERGY P, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 125896BR0 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.0009 | |
β | Beta against Dow Jones | -0.03 | |
σ | Overall volatility | 0.95 | |
Ir | Information ratio | -0.08 |
125896BR0 Technical Analysis
125896BR0's future price can be derived by breaking down and analyzing its technical indicators over time. 125896BR0 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of CMS ENERGY P. In general, you should focus on analyzing 125896BR0 Bond price patterns and their correlations with different microeconomic environments and drivers.
125896BR0 Predictive Forecast Models
125896BR0's time-series forecasting models is one of many 125896BR0'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 125896BR0'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.
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 125896BR0 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, 125896BR0's short interest history, or implied volatility extrapolated from 125896BR0 options trading.
Other Information on Investing in 125896BR0 Bond
125896BR0 financial ratios help investors to determine whether 125896BR0 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 125896BR0 with respect to the benefits of owning 125896BR0 security.