Swedbank (Germany) Odds of Future Stock Price Finishing Over 18.87
| FRYA Stock | EUR 18.02 0.06 0.33% |
Swedbank |
Swedbank Target Price Odds to finish over 18.87
The tendency of Swedbank 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 € 18.87 or more in 90 days |
| 18.02 | 90 days | 18.87 | about 47.23 |
Based on a normal probability distribution, the odds of Swedbank to move over € 18.87 or more in 90 days from now is about 47.23 (This Swedbank AB probability density function shows the probability of Swedbank Stock to fall within a particular range of prices over 90 days) . Probability of Swedbank AB price to stay between its current price of € 18.02 and € 18.87 at the end of the 90-day period is about 12.97 .
Assuming the 90 days trading horizon Swedbank AB has a beta of -9.64. This usually indicates as returns on its benchmark rise, returns on holding Swedbank AB are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Swedbank is expected to outperform its benchmark. In addition to that Swedbank AB has an alpha of 3.7139, implying that it can generate a 3.71 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Swedbank Price Density |
| Price |
Predictive Modules for Swedbank
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Swedbank AB. 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 Swedbank'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.
Swedbank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Swedbank is not an exception. The market had few large corrections towards the Swedbank'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 Swedbank AB, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Swedbank within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 3.71 | |
β | Beta against NYSE Composite | -9.64 | |
σ | Overall volatility | 2.59 | |
Ir | Information ratio | 0.09 |
Swedbank 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 Swedbank for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Swedbank AB can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Swedbank AB is way too risky over 90 days horizon | |
| Swedbank AB appears to be risky and price may revert if volatility continues | |
| Swedbank AB has accumulated about 48.66 B in cash with (18.62 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 43.58, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 15.0% of the company shares are held by company insiders |
Swedbank 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 Swedbank Stock often depends not only on the future outlook of the current and potential Swedbank'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. Swedbank's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.1 B |
Swedbank Technical Analysis
Swedbank's future price can be derived by breaking down and analyzing its technical indicators over time. Swedbank Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Swedbank AB. In general, you should focus on analyzing Swedbank Stock price patterns and their correlations with different microeconomic environments and drivers.
Swedbank Predictive Forecast Models
Swedbank's time-series forecasting models is one of many Swedbank'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 Swedbank'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 Swedbank AB
Checking the ongoing alerts about Swedbank for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Swedbank AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Swedbank AB is way too risky over 90 days horizon | |
| Swedbank AB appears to be risky and price may revert if volatility continues | |
| Swedbank AB has accumulated about 48.66 B in cash with (18.62 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 43.58, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 15.0% of the company shares are held by company insiders |
Check out Swedbank Backtesting, Swedbank Valuation, Swedbank Correlation, Swedbank Hype Analysis, Swedbank Volatility, Swedbank History as well as Swedbank Performance. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Swedbank Stock analysis
When running Swedbank's price analysis, check to measure Swedbank'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 Swedbank is operating at the current time. Most of Swedbank's value examination focuses on studying past and present price action to predict the probability of Swedbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swedbank's price. Additionally, you may evaluate how the addition of Swedbank to your portfolios can decrease your overall portfolio volatility.
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