Repsol SA (Germany) Probability of Future Stock Price Finishing Over 17.03

REP Stock  EUR 15.28  0.11  0.71%   
Repsol SA's future price is the expected price of Repsol SA instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Repsol SA performance during a given time horizon utilizing its historical volatility. Check out Repsol SA Backtesting, Repsol SA Valuation, Repsol SA Correlation, Repsol SA Hype Analysis, Repsol SA Volatility, Repsol SA History as well as Repsol SA Performance.
  
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Repsol SA Target Price Odds to finish over 17.03

The tendency of Repsol 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 PriceHorizonTarget PriceOdds to move over € 17.03  or more in 90 days
 15.28 90 days 17.03 
near 1
Based on a normal probability distribution, the odds of Repsol SA to move over € 17.03  or more in 90 days from now is near 1 (This Repsol SA probability density function shows the probability of Repsol Stock to fall within a particular range of prices over 90 days) . Probability of Repsol SA price to stay between its current price of € 15.28  and € 17.03  at the end of the 90-day period is under 4.
Assuming the 90 days trading horizon Repsol SA has a beta of 0.19 indicating as returns on the market go up, Repsol SA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Repsol SA will be expected to be much smaller as well. Additionally Repsol SA has an alpha of 0.1872, implying that it can generate a 0.19 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   Repsol SA Price Density   
       Price  

Predictive Modules for Repsol SA

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Repsol SA. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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 Repsol SA'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.
Hype
Prediction
LowEstimatedHigh
14.1115.2816.45
Details
Intrinsic
Valuation
LowRealHigh
13.5814.7515.92
Details
Naive
Forecast
LowNextHigh
14.1115.2816.46
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.2115.3215.42
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Repsol SA. Your research has to be compared to or analyzed against Repsol SA's peers to derive any actionable benefits. When done correctly, Repsol SA's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Repsol SA.

Repsol SA Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Repsol SA is not an exception. The market had few large corrections towards the Repsol SA'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 Repsol SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Repsol SA within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
0.19
β
Beta against NYSE Composite0.19
σ
Overall volatility
0.77
Ir
Information ratio 0.07

Repsol SA 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 Repsol Stock often depends not only on the future outlook of the current and potential Repsol SA's 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. Repsol SA's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding1.3 B
Dividends PaidB
Short Long Term Debt2.7 B

Repsol SA Technical Analysis

Repsol SA's future price can be derived by breaking down and analyzing its technical indicators over time. Repsol Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Repsol SA. In general, you should focus on analyzing Repsol Stock price patterns and their correlations with different microeconomic environments and drivers.

Repsol SA Predictive Forecast Models

Repsol SA's time-series forecasting models is one of many Repsol SA's 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 Repsol SA'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 stock 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 Repsol SA 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, Repsol SA's short interest history, or implied volatility extrapolated from Repsol SA options trading.
Check out Repsol SA Backtesting, Repsol SA Valuation, Repsol SA Correlation, Repsol SA Hype Analysis, Repsol SA Volatility, Repsol SA History as well as Repsol SA Performance.
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When running Repsol SA's price analysis, check to measure Repsol SA's 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 Repsol SA is operating at the current time. Most of Repsol SA's value examination focuses on studying past and present price action to predict the probability of Repsol SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Repsol SA's price. Additionally, you may evaluate how the addition of Repsol SA to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Repsol SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Repsol SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Repsol SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.