TT 525 03 MAR 33 Probability of Future Bond Price Finishing Under 102.2
| 892938AA9 | 104.02 1.56 1.48% |
892938AA9 |
892938AA9 Target Price Odds to finish below 102.2
The tendency of 892938AA9 Bond 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 drop to 102.20 or more in 90 days |
| 104.02 | 90 days | 102.20 | about 32.72 |
Based on a normal probability distribution, the odds of 892938AA9 to drop to 102.20 or more in 90 days from now is about 32.72 (This TT 525 03 MAR 33 probability density function shows the probability of 892938AA9 Bond to fall within a particular range of prices over 90 days) . Probability of TT 525 03 price to stay between 102.20 and its current price of 104.02 at the end of the 90-day period is about 45.2 .
Assuming the 90 days trading horizon TT 525 03 MAR 33 has a beta of -0.14. This usually implies as returns on the benchmark increase, returns on holding 892938AA9 are expected to decrease at a much lower rate. During a bear market, however, TT 525 03 MAR 33 is likely to outperform the market. Additionally TT 525 03 MAR 33 has an alpha of 0.0435, implying that it can generate a 0.0435 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). 892938AA9 Price Density |
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Predictive Modules for 892938AA9
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as TT 525 03. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond 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 892938AA9'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.
892938AA9 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 892938AA9 is not an exception. The market had few large corrections towards the 892938AA9'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 TT 525 03 MAR 33, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 892938AA9 within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | -0.14 | |
σ | Overall volatility | 1.49 | |
Ir | Information ratio | -0.09 |
892938AA9 Technical Analysis
892938AA9's future price can be derived by breaking down and analyzing its technical indicators over time. 892938AA9 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of TT 525 03 MAR 33. In general, you should focus on analyzing 892938AA9 Bond price patterns and their correlations with different microeconomic environments and drivers.
892938AA9 Predictive Forecast Models
892938AA9's time-series forecasting models is one of many 892938AA9's bond 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 892938AA9'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 bond 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 892938AA9 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, 892938AA9's short interest history, or implied volatility extrapolated from 892938AA9 options trading.
Other Information on Investing in 892938AA9 Bond
892938AA9 financial ratios help investors to determine whether 892938AA9 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 892938AA9 with respect to the benefits of owning 892938AA9 security.