Handelsinvest Defensiv (Denmark) Probability of Future Fund Price Finishing Over 101.40
| HAID30A Fund | DKK 101.40 0.60 0.59% |
Handelsinvest |
Handelsinvest Defensiv Target Price Odds to finish over 101.40
The tendency of Handelsinvest 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 above the current price in 90 days |
| 101.40 | 90 days | 101.40 | about 81.59 |
Based on a normal probability distribution, the odds of Handelsinvest Defensiv to move above the current price in 90 days from now is about 81.59 (This Handelsinvest Defensiv probability density function shows the probability of Handelsinvest Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Handelsinvest Defensiv has a beta of 0.096. This usually indicates as returns on the market go up, Handelsinvest Defensiv average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Handelsinvest Defensiv will be expected to be much smaller as well. Additionally Handelsinvest Defensiv has an alpha of 0.004, implying that it can generate a 0.00401 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Handelsinvest Defensiv Price Density |
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Predictive Modules for Handelsinvest Defensiv
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Handelsinvest Defensiv. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Handelsinvest Defensiv's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Handelsinvest Defensiv Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Handelsinvest Defensiv is not an exception. The market had few large corrections towards the Handelsinvest Defensiv'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 Handelsinvest Defensiv, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Handelsinvest Defensiv within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0 | |
β | Beta against NYSE Composite | 0.1 | |
σ | Overall volatility | 0.90 | |
Ir | Information ratio | -0.2 |
Handelsinvest Defensiv Technical Analysis
Handelsinvest Defensiv's future price can be derived by breaking down and analyzing its technical indicators over time. Handelsinvest Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Handelsinvest Defensiv. In general, you should focus on analyzing Handelsinvest Fund price patterns and their correlations with different microeconomic environments and drivers.
Handelsinvest Defensiv Predictive Forecast Models
Handelsinvest Defensiv's time-series forecasting models is one of many Handelsinvest Defensiv'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 Handelsinvest Defensiv'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.
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 Handelsinvest Defensiv 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, Handelsinvest Defensiv's short interest history, or implied volatility extrapolated from Handelsinvest Defensiv options trading.
Check out Handelsinvest Defensiv Backtesting, Portfolio Optimization, Handelsinvest Defensiv Correlation, Handelsinvest Defensiv Hype Analysis, Handelsinvest Defensiv Volatility, Handelsinvest Defensiv History as well as Handelsinvest Defensiv Performance. Note that the Handelsinvest Defensiv information on this page should be used as a complementary analysis to other Handelsinvest Defensiv's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Please note, there is a significant difference between Handelsinvest Defensiv's value and its price as these two are different measures arrived at by different means. Investors typically determine if Handelsinvest Defensiv is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Handelsinvest Defensiv's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.