Fundo Investec (Brazil) Probability of Future Fund Price Finishing Over 63.75
| WPLZ11 Fund | BRL 50.00 0.25 0.50% |
Fundo |
Fundo Investec Target Price Odds to finish over 63.75
The tendency of Fundo 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 Price | Horizon | Target Price | Odds to move over R$ 63.75 or more in 90 days |
| 50.00 | 90 days | 63.75 | near 1 |
Based on a normal probability distribution, the odds of Fundo Investec to move over R$ 63.75 or more in 90 days from now is near 1 (This Fundo Investec IMB probability density function shows the probability of Fundo Fund to fall within a particular range of prices over 90 days) . Probability of Fundo Investec IMB price to stay between its current price of R$ 50.00 and R$ 63.75 at the end of the 90-day period is over 95.6 .
Assuming the 90 days trading horizon Fundo Investec IMB has a beta of -0.31. This entails as returns on the benchmark increase, returns on holding Fundo Investec are expected to decrease at a much lower rate. During a bear market, however, Fundo Investec IMB is likely to outperform the market. Additionally Fundo Investec IMB 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. Fundo Investec Price Density |
| Price |
Predictive Modules for Fundo Investec
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Fundo Investec IMB. 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.Fundo Investec Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Fundo Investec is not an exception. The market had few large corrections towards the Fundo Investec'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 Fundo Investec IMB, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Fundo Investec within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.15 | |
β | Beta against Dow Jones | -0.31 | |
σ | Overall volatility | 2.64 | |
Ir | Information ratio | -0.05 |
Fundo Investec 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 Fundo Investec for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Fundo Investec IMB can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Fundo Investec IMB generated a negative expected return over the last 90 days | |
| Fundo Investec IMB has high historical volatility and very poor performance |
Fundo Investec 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 Fundo Fund often depends not only on the future outlook of the current and potential Fundo Investec'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. Fundo Investec's indicators that are reflective of the short sentiment are summarized in the table below.
Fundo Investec Technical Analysis
Fundo Investec's future price can be derived by breaking down and analyzing its technical indicators over time. Fundo Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Fundo Investec IMB. In general, you should focus on analyzing Fundo Fund price patterns and their correlations with different microeconomic environments and drivers.
Fundo Investec Predictive Forecast Models
Fundo Investec's time-series forecasting models is one of many Fundo Investec'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 Fundo Investec'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 Fundo Investec IMB
Checking the ongoing alerts about Fundo Investec for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Fundo Investec IMB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Fundo Investec IMB generated a negative expected return over the last 90 days | |
| Fundo Investec IMB has high historical volatility and very poor performance |
Other Information on Investing in Fundo Fund
Fundo Investec financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo Investec security.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data |