Alfen Beheer (Netherlands) Probability of Future Stock Price Finishing Over 49.5
| ALFEN Stock | EUR 35.77 1.99 5.89% |
Alfen |
Alfen Beheer Target Price Odds to finish over 49.5
The tendency of Alfen Stock 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 € 49.50 or more in 90 days |
| 35.77 | 90 days | 49.50 | about 40.51 |
Based on a normal probability distribution, the odds of Alfen Beheer to move over € 49.50 or more in 90 days from now is about 40.51 (This Alfen Beheer BV probability density function shows the probability of Alfen Stock to fall within a particular range of prices over 90 days) . Probability of Alfen Beheer BV price to stay between its current price of € 35.77 and € 49.50 at the end of the 90-day period is about 55.55 .
Assuming the 90 days trading horizon Alfen Beheer has a beta of 0.68. This suggests as returns on the market go up, Alfen Beheer average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Alfen Beheer BV will be expected to be much smaller as well. Additionally Alfen Beheer BV has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Alfen Beheer Price Density |
| Price |
Predictive Modules for Alfen Beheer
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alfen Beheer BV. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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 Alfen Beheer'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.
Alfen Beheer Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Alfen Beheer is not an exception. The market had few large corrections towards the Alfen Beheer'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 Alfen Beheer BV, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Alfen Beheer within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.66 | |
β | Beta against NYSE Composite | 0.68 | |
σ | Overall volatility | 6.87 | |
Ir | Information ratio | -0.18 |
Alfen Beheer 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 Alfen Beheer for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Alfen Beheer BV can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Alfen Beheer BV generated a negative expected return over the last 90 days | |
| Alfen Beheer BV has high historical volatility and very poor performance | |
| About 72.0% of the company shares are held by institutions such as insurance companies |
Alfen Beheer 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 Alfen Stock often depends not only on the future outlook of the current and potential Alfen Beheer'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. Alfen Beheer's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 21.7 M |
Alfen Beheer Technical Analysis
Alfen Beheer's future price can be derived by breaking down and analyzing its technical indicators over time. Alfen Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Alfen Beheer BV. In general, you should focus on analyzing Alfen Stock price patterns and their correlations with different microeconomic environments and drivers.
Alfen Beheer Predictive Forecast Models
Alfen Beheer's time-series forecasting models is one of many Alfen Beheer's stock 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 Alfen Beheer'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 stock market movement and maximize returns from investment trading.
Things to note about Alfen Beheer BV
Checking the ongoing alerts about Alfen Beheer for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Alfen Beheer BV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Alfen Beheer BV generated a negative expected return over the last 90 days | |
| Alfen Beheer BV has high historical volatility and very poor performance | |
| About 72.0% of the company shares are held by institutions such as insurance companies |
Check out Alfen Beheer Backtesting, Alfen Beheer Valuation, Alfen Beheer Correlation, Alfen Beheer Hype Analysis, Alfen Beheer Volatility, Alfen Beheer History as well as Alfen Beheer Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Alfen Stock analysis
When running Alfen Beheer's price analysis, check to measure Alfen Beheer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alfen Beheer is operating at the current time. Most of Alfen Beheer's value examination focuses on studying past and present price action to predict the probability of Alfen Beheer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfen Beheer's price. Additionally, you may evaluate how the addition of Alfen Beheer to your portfolios can decrease your overall portfolio volatility.
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