VanEck AEX (Netherlands) Probability of Future Etf Price Finishing Over 86.63
| TDT Etf | EUR 88.38 0.10 0.11% |
VanEck |
VanEck AEX Target Price Odds to finish over 86.63
The tendency of VanEck Etf 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 € 86.63 in 90 days |
| 88.38 | 90 days | 86.63 | about 42.93 |
Based on a normal probability distribution, the odds of VanEck AEX to stay above € 86.63 in 90 days from now is about 42.93 (This VanEck AEX UCITS probability density function shows the probability of VanEck Etf to fall within a particular range of prices over 90 days) . Probability of VanEck AEX UCITS price to stay between € 86.63 and its current price of €88.38 at the end of the 90-day period is about 31.1 .
Assuming the 90 days trading horizon VanEck AEX has a beta of 0.18. This usually implies as returns on the market go up, VanEck AEX average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding VanEck AEX UCITS will be expected to be much smaller as well. Additionally VanEck AEX UCITS has an alpha of 0.103, implying that it can generate a 0.1 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). VanEck AEX Price Density |
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Predictive Modules for VanEck AEX
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as VanEck AEX UCITS. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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 VanEck AEX'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.
VanEck AEX Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. VanEck AEX is not an exception. The market had few large corrections towards the VanEck AEX'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 VanEck AEX UCITS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of VanEck AEX within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.10 | |
β | Beta against NYSE Composite | 0.18 | |
σ | Overall volatility | 1.74 | |
Ir | Information ratio | 0.1 |
VanEck AEX 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 VanEck AEX for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for VanEck AEX UCITS can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund maintains all of its assets in stocks |
VanEck AEX 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 VanEck Etf often depends not only on the future outlook of the current and potential VanEck AEX'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. VanEck AEX's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 21.89k | |
| Average Daily Volume In Three Month | 21.78k |
VanEck AEX Technical Analysis
VanEck AEX's future price can be derived by breaking down and analyzing its technical indicators over time. VanEck Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of VanEck AEX UCITS. In general, you should focus on analyzing VanEck Etf price patterns and their correlations with different microeconomic environments and drivers.
VanEck AEX Predictive Forecast Models
VanEck AEX's time-series forecasting models is one of many VanEck AEX's etf 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 VanEck AEX'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 etf market movement and maximize returns from investment trading.
Things to note about VanEck AEX UCITS
Checking the ongoing alerts about VanEck AEX for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for VanEck AEX UCITS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund maintains all of its assets in stocks |
Check out VanEck AEX Backtesting, Portfolio Optimization, VanEck AEX Correlation, VanEck AEX Hype Analysis, VanEck AEX Volatility, VanEck AEX History as well as VanEck AEX Performance. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.