Arlington Asset Probability of Target Price

Arlington Asset Investment Corp -- USA Stock  

USD 12.71  0.05  0.39%

Arlington Asset probability of target price tool provides mechanism to make assumptions about upside and downside potential of Arlington Asset Investment Corp performance during a given time horizon utilizing its historical volatility. Please specify Arlington Asset time horizon, a valid symbol (red box) and a target price (blue box) you would like Arlington Asset odds to be computed. Check also Arlington Asset Backtesting, Arlington Asset Valuation, Arlington Asset Correlation, Arlington Asset Hype Analysis, Arlington Asset Volatility, Arlington Asset History as well as Arlington Asset Performance
Investment Horizon     30 Days    Login   to change
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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 12.71 30 days 12.76  about 64.59% about 34.9%
Based on normal probability distribution, the odds of Arlington Asset to stay under $ 12.76  after 30 days from now is about 34.9%. Probability of Arlington Asset Inve price to stay between its current price of $ 12.71  and $ 12.76  at the end of the 30-day period is about 7.12%.
Allowing for the 30-days total investment horizon, Arlington Asset has beta of 0.6233 . This suggests as returns on market go up, Arlington Asset average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Arlington Asset Investment Corp will be expected to be much smaller as well. Additionally Arlington Asset Investment Corp has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
35.0%
Odds to stay under $ 12.76  after 30 days
 Arlington Asset Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=(0.32) 
βBeta against DOW= 0.62 
σ
Overall volatility
= 0.25 
 IrInformation ratio =(0.44)