YPF SA (Argentina) Chance of Future Stock Price Finishing Under 617.45

YPFD Stock  ARS 21,843  73.95  0.34%   
YPF SA's future price is the expected price of YPF 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 YPF SA D performance during a given time horizon utilizing its historical volatility. Check out YPF SA Backtesting, YPF SA Valuation, YPF SA Correlation, YPF SA Hype Analysis, YPF SA Volatility, YPF SA History as well as YPF SA Performance.
  
Please specify YPF SA's target price for which you would like YPF SA odds to be computed.

YPF SA Target Price Odds to finish below 617.45

The tendency of YPF 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 drop to  617.45  or more in 90 days
 21,843 90 days 617.45 
near 1
Based on a normal probability distribution, the odds of YPF SA to drop to  617.45  or more in 90 days from now is near 1 (This YPF SA D probability density function shows the probability of YPF Stock to fall within a particular range of prices over 90 days) . Probability of YPF SA D price to stay between  617.45  and its current price of 21843.0 at the end of the 90-day period is about 91.36 .
Assuming the 90 days trading horizon YPF SA D has a beta of -0.6. This entails as returns on benchmark increase, returns on holding YPF SA are expected to decrease at a much lower rate. During the bear market, however, YPF SA D is likely to outperform the market. Additionally YPF SA D has an alpha of 0.5081, implying that it can generate a 0.51 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   YPF SA Price Density   
       Price  

Predictive Modules for YPF 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 YPF SA D. 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 YPF 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
21,76621,76921,772
Details
Intrinsic
Valuation
LowRealHigh
20,51320,51623,946
Details
Naive
Forecast
LowNextHigh
22,75122,75422,757
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
21,64821,98022,312
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as YPF SA. Your research has to be compared to or analyzed against YPF SA's peers to derive any actionable benefits. When done correctly, YPF 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 YPF SA D.

YPF SA Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. YPF SA is not an exception. The market had few large corrections towards the YPF 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 YPF SA D, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of YPF SA within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
0.51
β
Beta against NYSE Composite-0.6
σ
Overall volatility
1,715
Ir
Information ratio 0.1

YPF SA 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 YPF SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for YPF SA D can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
YPF SA D had very high historical volatility over the last 90 days
About 51.0% of the company outstanding shares are owned by insiders

YPF 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 YPF Stock often depends not only on the future outlook of the current and potential YPF 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. YPF SA's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding393.3 M

YPF SA Technical Analysis

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

YPF SA Predictive Forecast Models

YPF SA's time-series forecasting models is one of many YPF 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 YPF 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.

Things to note about YPF SA D

Checking the ongoing alerts about YPF SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for YPF SA D help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
YPF SA D had very high historical volatility over the last 90 days
About 51.0% of the company outstanding shares are owned by insiders
Check out YPF SA Backtesting, YPF SA Valuation, YPF SA Correlation, YPF SA Hype Analysis, YPF SA Volatility, YPF SA History as well as YPF SA Performance.
You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Complementary Tools for YPF Stock analysis

When running YPF SA's price analysis, check to measure YPF 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 YPF SA is operating at the current time. Most of YPF SA's value examination focuses on studying past and present price action to predict the probability of YPF 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 YPF SA's price. Additionally, you may evaluate how the addition of YPF SA to your portfolios can decrease your overall portfolio volatility.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Stock Screener
Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Please note, there is a significant difference between YPF SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if YPF SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, YPF 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.