ROSENBAUER INTERNAT (Germany) Probability of Future Stock Price Finishing Under 30.7
| ROI Stock | EUR 29.70 0.10 0.34% |
ROSENBAUER |
ROSENBAUER INTERNAT Target Price Odds to finish below 30.7
The tendency of ROSENBAUER 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 stay under € 30.70 after 90 days |
| 29.70 | 90 days | 30.70 | about 92.19 |
Based on a normal probability distribution, the odds of ROSENBAUER INTERNAT to stay under € 30.70 after 90 days from now is about 92.19 (This ROSENBAUER INTERNAT probability density function shows the probability of ROSENBAUER Stock to fall within a particular range of prices over 90 days) . Probability of ROSENBAUER INTERNAT price to stay between its current price of € 29.70 and € 30.70 at the end of the 90-day period is about 19.99 .
Assuming the 90 days trading horizon ROSENBAUER INTERNAT has a beta of -0.76 indicating as returns on the benchmark increase, returns on holding ROSENBAUER INTERNAT are expected to decrease at a much lower rate. During a bear market, however, ROSENBAUER INTERNAT is likely to outperform the market. Additionally ROSENBAUER INTERNAT has an alpha of 0.0208, implying that it can generate a 0.0208 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). ROSENBAUER INTERNAT Price Density |
| Price |
Predictive Modules for ROSENBAUER INTERNAT
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ROSENBAUER INTERNAT. 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 ROSENBAUER INTERNAT'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.
ROSENBAUER INTERNAT Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. ROSENBAUER INTERNAT is not an exception. The market had few large corrections towards the ROSENBAUER INTERNAT'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 ROSENBAUER INTERNAT, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of ROSENBAUER INTERNAT within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.02 | |
β | Beta against NYSE Composite | -0.76 | |
σ | Overall volatility | 1.20 | |
Ir | Information ratio | -0.03 |
ROSENBAUER INTERNAT 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 ROSENBAUER Stock often depends not only on the future outlook of the current and potential ROSENBAUER INTERNAT'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. ROSENBAUER INTERNAT's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 6.8 M | |
| Dividends Paid | 10.2 M | |
| Short Long Term Debt | 72.5 M |
ROSENBAUER INTERNAT Technical Analysis
ROSENBAUER INTERNAT's future price can be derived by breaking down and analyzing its technical indicators over time. ROSENBAUER Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ROSENBAUER INTERNAT. In general, you should focus on analyzing ROSENBAUER Stock price patterns and their correlations with different microeconomic environments and drivers.
ROSENBAUER INTERNAT Predictive Forecast Models
ROSENBAUER INTERNAT's time-series forecasting models is one of many ROSENBAUER INTERNAT'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 ROSENBAUER INTERNAT'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.
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 ROSENBAUER INTERNAT 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, ROSENBAUER INTERNAT's short interest history, or implied volatility extrapolated from ROSENBAUER INTERNAT options trading.
Check out ROSENBAUER INTERNAT Backtesting, ROSENBAUER INTERNAT Valuation, ROSENBAUER INTERNAT Correlation, ROSENBAUER INTERNAT Hype Analysis, ROSENBAUER INTERNAT Volatility, ROSENBAUER INTERNAT History as well as ROSENBAUER INTERNAT Performance. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Complementary Tools for ROSENBAUER Stock analysis
When running ROSENBAUER INTERNAT's price analysis, check to measure ROSENBAUER INTERNAT'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 ROSENBAUER INTERNAT is operating at the current time. Most of ROSENBAUER INTERNAT's value examination focuses on studying past and present price action to predict the probability of ROSENBAUER INTERNAT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ROSENBAUER INTERNAT's price. Additionally, you may evaluate how the addition of ROSENBAUER INTERNAT to your portfolios can decrease your overall portfolio volatility.
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