Arlington Asset Probability of Target Price Finishing Above 12.76

Arlington Asset Investment Corp -- USA Stock  

USD 11.86  0.09  0.76%

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
 Time Horizon     30 Days    Login   to change
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Arlington Asset Target Price Odds to finish below 12.76

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 11.86 30 days 12.76  about 1.15% about 99.0%
Based on normal probability distribution, the odds of Arlington Asset to stay under $ 12.76  after 30 days from now is about 99.0%. Probability of Arlington Asset Inve price to stay between its current price of $ 11.86  and $ 12.76  at the end of the 30-day period is about 65.33%.
Allowing for the 30-days total investment horizon, Arlington Asset Investment Corp has beta of -0.455 . This suggests as returns on benchmark increase, returns on holding Arlington Asset are expected to decrease at a much smaller rate. During bear market, however, Arlington Asset Investment Corp is likely to outperform the market. 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
99.0%
Odds to stay under $ 12.76  after 30 days
 Arlington Asset Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.18
β
Beta against DOW=0.46
σ
Overall volatility
=0.33
Ir
Information ratio =0.42