Mid Cap Value Fund Odds of Future Mutual Fund Price Finishing Under 15.49

AMDVX Fund  USD 16.17  0.30  1.89%   
Mid Cap's future price is the expected price of Mid Cap instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Mid Cap Value performance during a given time horizon utilizing its historical volatility. Check out Mid Cap Backtesting, Portfolio Optimization, Mid Cap Correlation, Mid Cap Hype Analysis, Mid Cap Volatility, Mid Cap History as well as Mid Cap Performance.
  
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Mid Cap Target Price Odds to finish below 15.49

The tendency of Mid Mutual 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 PriceHorizonTarget PriceOdds to drop to $ 15.49  or more in 90 days
 16.17 90 days 15.49 
about 35.56
Based on a normal probability distribution, the odds of Mid Cap to drop to $ 15.49  or more in 90 days from now is about 35.56 (This Mid Cap Value probability density function shows the probability of Mid Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Mid Cap Value price to stay between $ 15.49  and its current price of $16.17 at the end of the 90-day period is about 63.57 .
Assuming the 90 days horizon Mid Cap has a beta of 0.92. This suggests Mid Cap Value market returns are sensitive to returns on the market. As the market goes up or down, Mid Cap is expected to follow. Additionally Mid Cap Value has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Mid Cap Price Density   
       Price  

Predictive Modules for Mid Cap

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mid Cap Value. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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 Mid Cap'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.
Hype
Prediction
LowEstimatedHigh
15.5216.1716.82
Details
Intrinsic
Valuation
LowRealHigh
15.4016.0516.70
Details
Naive
Forecast
LowNextHigh
15.5016.1516.79
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.6915.9716.25
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mid Cap. Your research has to be compared to or analyzed against Mid Cap's peers to derive any actionable benefits. When done correctly, Mid Cap's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mid Cap Value.

Mid Cap Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Mid Cap is not an exception. The market had few large corrections towards the Mid Cap'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 Mid Cap Value, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Mid Cap within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.05
β
Beta against NYSE Composite0.92
σ
Overall volatility
0.20
Ir
Information ratio -0.09

Mid Cap 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 Mid Cap for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Mid Cap Value 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 holds 96.81% of its assets under management (AUM) in equities

Mid Cap Technical Analysis

Mid Cap's future price can be derived by breaking down and analyzing its technical indicators over time. Mid Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Mid Cap Value. In general, you should focus on analyzing Mid Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Mid Cap Predictive Forecast Models

Mid Cap's time-series forecasting models is one of many Mid Cap's mutual 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 Mid Cap'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 mutual fund market movement and maximize returns from investment trading.

Things to note about Mid Cap Value

Checking the ongoing alerts about Mid Cap for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Mid Cap Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund holds 96.81% of its assets under management (AUM) in equities
Check out Mid Cap Backtesting, Portfolio Optimization, Mid Cap Correlation, Mid Cap Hype Analysis, Mid Cap Volatility, Mid Cap History as well as Mid Cap Performance.
You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

Complementary Tools for Mid Mutual Fund analysis

When running Mid Cap's price analysis, check to measure Mid Cap'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 Mid Cap is operating at the current time. Most of Mid Cap's value examination focuses on studying past and present price action to predict the probability of Mid Cap's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mid Cap's price. Additionally, you may evaluate how the addition of Mid Cap to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Mid Cap's value and its price as these two are different measures arrived at by different means. Investors typically determine if Mid Cap is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Mid Cap'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.