US90932JAA07 Probability of Future Bond Price Finishing Over 87.14
| 90932JAA0 | 87.62 0.27 0.31% |
90932JAA0 |
90932JAA0 Target Price Odds to finish over 87.14
The tendency of 90932JAA0 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 above 87.14 in 90 days |
| 87.62 | 90 days | 87.14 | about 59.82 |
Based on a normal probability distribution, the odds of 90932JAA0 to stay above 87.14 in 90 days from now is about 59.82 (This US90932JAA07 probability density function shows the probability of 90932JAA0 Bond to fall within a particular range of prices over 90 days) . Probability of US90932JAA07 price to stay between 87.14 and its current price of 87.62 at the end of the 90-day period is about 10.25 .
Assuming the 90 days trading horizon 90932JAA0 has a beta of 0.33. This usually implies as returns on the market go up, 90932JAA0 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding US90932JAA07 will be expected to be much smaller as well. Additionally US90932JAA07 has an alpha of 0.0362, implying that it can generate a 0.0362 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 90932JAA0 Price Density |
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Predictive Modules for 90932JAA0
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as US90932JAA07. 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.90932JAA0 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 90932JAA0 is not an exception. The market had few large corrections towards the 90932JAA0'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 US90932JAA07, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 90932JAA0 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.33 | |
σ | Overall volatility | 1.85 | |
Ir | Information ratio | 0.01 |
90932JAA0 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 90932JAA0 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for US90932JAA07 can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| US90932JAA07 generated a negative expected return over the last 90 days | |
| US90932JAA07 has high historical volatility and very poor performance |
90932JAA0 Technical Analysis
90932JAA0's future price can be derived by breaking down and analyzing its technical indicators over time. 90932JAA0 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of US90932JAA07. In general, you should focus on analyzing 90932JAA0 Bond price patterns and their correlations with different microeconomic environments and drivers.
90932JAA0 Predictive Forecast Models
90932JAA0's time-series forecasting models is one of many 90932JAA0'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 90932JAA0'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 US90932JAA07
Checking the ongoing alerts about 90932JAA0 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for US90932JAA07 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| US90932JAA07 generated a negative expected return over the last 90 days | |
| US90932JAA07 has high historical volatility and very poor performance |
Other Information on Investing in 90932JAA0 Bond
90932JAA0 financial ratios help investors to determine whether 90932JAA0 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 90932JAA0 with respect to the benefits of owning 90932JAA0 security.