Itasa Investimentos (Brazil) Probability of Future Preferred Stock Price Finishing Under 9.9
| ITSA4 Preferred Stock | BRL 9.59 0.07 0.74% |
Itasa |
Itasa Investimentos Target Price Odds to finish below 9.9
The tendency of Itasa Preferred Stock 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 stay under R$ 9.90 after 90 days |
| 9.59 | 90 days | 9.90 | about 30.57 |
Based on a normal probability distribution, the odds of Itasa Investimentos to stay under R$ 9.90 after 90 days from now is about 30.57 (This Itasa Investimentos probability density function shows the probability of Itasa Preferred Stock to fall within a particular range of prices over 90 days) . Probability of Itasa Investimentos price to stay between its current price of R$ 9.59 and R$ 9.90 at the end of the 90-day period is about 22.18 .
Assuming the 90 days trading horizon Itasa Investimentos has a beta of 0.69. This usually indicates as returns on the market go up, Itasa Investimentos average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Itasa Investimentos will be expected to be much smaller as well. Additionally Itasa Investimentos has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Itasa Investimentos Price Density |
| Price |
Predictive Modules for Itasa Investimentos
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Itasa Investimentos. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred stock 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 Itasa Investimentos' 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.
Itasa Investimentos Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Itasa Investimentos is not an exception. The market had few large corrections towards the Itasa Investimentos' 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 Itasa Investimentos, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Itasa Investimentos within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.09 | |
β | Beta against NYSE Composite | 0.69 | |
σ | Overall volatility | 0.36 | |
Ir | Information ratio | -0.08 |
Itasa Investimentos 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 Itasa Investimentos for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Itasa Investimentos can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| About 20.0% of the company shares are held by company insiders |
Itasa Investimentos Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Itasa Preferred Stock often depends not only on the future outlook of the current and potential Itasa Investimentos' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Itasa Investimentos' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 8.8 B | |
| Cash And Short Term Investments | 3.9 B |
Itasa Investimentos Technical Analysis
Itasa Investimentos' future price can be derived by breaking down and analyzing its technical indicators over time. Itasa Preferred Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Itasa Investimentos. In general, you should focus on analyzing Itasa Preferred Stock price patterns and their correlations with different microeconomic environments and drivers.
Itasa Investimentos Predictive Forecast Models
Itasa Investimentos' time-series forecasting models is one of many Itasa Investimentos' preferred stock 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 Itasa Investimentos' 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 preferred stock market movement and maximize returns from investment trading.
Things to note about Itasa Investimentos
Checking the ongoing alerts about Itasa Investimentos for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Itasa Investimentos help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| About 20.0% of the company shares are held by company insiders |
Check out Itasa Investimentos Backtesting, Itasa Investimentos Valuation, Itasa Investimentos Correlation, Itasa Investimentos Hype Analysis, Itasa Investimentos Volatility, Itasa Investimentos History as well as Itasa Investimentos Performance. Note that the Itasa Investimentos information on this page should be used as a complementary analysis to other Itasa Investimentos' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Itasa Preferred Stock analysis
When running Itasa Investimentos' price analysis, check to measure Itasa Investimentos' 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 Itasa Investimentos is operating at the current time. Most of Itasa Investimentos' value examination focuses on studying past and present price action to predict the probability of Itasa Investimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Itasa Investimentos' price. Additionally, you may evaluate how the addition of Itasa Investimentos to your portfolios can decrease your overall portfolio volatility.
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