Arlington Asset Probability of Target Price Finishing Above 12.76

Arlington Asset Investment Corp -- USA Stock  

USD 11.16  0.03  0.27%

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
 11.16 30 days 12.76  near 1% close to 99%
Based on normal probability distribution, the odds of Arlington Asset to stay under $ 12.76  after 30 days from now is close to 99% (This Arlington Asset Investment Corp probability density function shows the probability of Arlington Asset Stock to fall within a particular range of prices over 30 days) . Probability of Arlington Asset Inve price to stay between its current price of $ 11.16  and $ 12.76  at the end of the 30-day period is about 74.73%.
Allowing for the 30-days total investment horizon, Arlington Asset has beta of 0.1774 . 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
> 99%
Odds to stay under $ 12.76  after 30 days
 Arlington Asset Price Density 
 
      
Current Price   Target Price   
α
Alpha over DOW
=0.01
β
Beta against DOW=0.18
σ
Overall volatility
=0.27
Ir
Information ratio =0.029139

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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. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.