Alibaba Group Holding Stock Probability of Future Stock Price Finishing Under 148.23

BABA Stock  USD 71.59  0.11  0.15%   
Alibaba Group's implied volatility is one of the determining factors in the pricing options written on Alibaba Group Holding. Implied volatility approximates the future value of Alibaba Group based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Alibaba Group Holding over a specific time period. For example, 2024-03-28 CALL at $72.0 is a CALL option contract on Alibaba Group's common stock with a strick price of 72.0 expiring on 2024-03-28. The contract was last traded on 2024-03-27 at 15:59:57 for $0.37 and, as of today, has 0 days remaining before the expiration. The option is currently trading at a bid price of $0.35, and an ask price of $0.4. The implied volatility as of the 27th of March is 37.02. View All Alibaba options

Closest to current price Alibaba long CALL Option Payoff at Expiration

Alibaba Group's future price is the expected price of Alibaba Group 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 Alibaba Group Holding performance during a given time horizon utilizing its historical volatility. Check out Alibaba Group Backtesting, Alibaba Group Valuation, Alibaba Group Correlation, Alibaba Group Hype Analysis, Alibaba Group Volatility, Alibaba Group History as well as Alibaba Group Performance.
  
At present, Alibaba Group's Price Book Value Ratio is projected to increase significantly based on the last few years of reporting. The current year's Price Earnings To Growth Ratio is expected to grow to 49.69, whereas Price Earnings Ratio is forecasted to decline to 1,268. Please specify Alibaba Group's target price for which you would like Alibaba Group odds to be computed.

Alibaba Group Target Price Odds to finish below 148.23

The tendency of Alibaba 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 stay under $ 148.23  after 90 days
 71.59 90 days 148.23 
close to 99
Based on a normal probability distribution, the odds of Alibaba Group to stay under $ 148.23  after 90 days from now is close to 99 (This Alibaba Group Holding probability density function shows the probability of Alibaba Stock to fall within a particular range of prices over 90 days) . Probability of Alibaba Group Holding price to stay between its current price of $ 71.59  and $ 148.23  at the end of the 90-day period is about 81.47 .
Given the investment horizon of 90 days Alibaba Group has a beta of 0.79 suggesting as returns on the market go up, Alibaba Group average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Alibaba Group Holding will be expected to be much smaller as well. Additionally Alibaba Group Holding has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Alibaba Group Price Density   
       Price  

Predictive Modules for Alibaba Group

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alibaba Group Holding. 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 Alibaba Group'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
69.3371.5973.85
Details
Intrinsic
Valuation
LowRealHigh
70.1172.3774.63
Details
Naive
Forecast
LowNextHigh
67.9470.2072.46
Details
45 Analysts
Consensus
LowTargetHigh
126.71139.24154.56
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alibaba Group. Your research has to be compared to or analyzed against Alibaba Group's peers to derive any actionable benefits. When done correctly, Alibaba Group'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 Alibaba Group Holding.

Alibaba Group Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Alibaba Group is not an exception. The market had few large corrections towards the Alibaba Group'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 Alibaba Group Holding, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Alibaba Group within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.18
β
Beta against NYSE Composite0.79
σ
Overall volatility
2.20
Ir
Information ratio -0.09

Alibaba Group 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 Alibaba Group for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Alibaba Group Holding can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Alibaba Group generated a negative expected return over the last 90 days
Alibaba Group is unlikely to experience financial distress in the next 2 years
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Alibaba Group 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 Alibaba Stock often depends not only on the future outlook of the current and potential Alibaba Group'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. Alibaba Group's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding2.6 B
Cash And Short Term Investments524.5 B

Alibaba Group Technical Analysis

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

Alibaba Group Predictive Forecast Models

Alibaba Group's time-series forecasting models is one of many Alibaba Group'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 Alibaba Group'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 Alibaba Group Holding

Checking the ongoing alerts about Alibaba Group for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Alibaba Group Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Alibaba Group generated a negative expected return over the last 90 days
Alibaba Group is unlikely to experience financial distress in the next 2 years
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When determining whether Alibaba Group Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alibaba Group's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Alibaba Group Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Alibaba Group Holding Stock:
Check out Alibaba Group Backtesting, Alibaba Group Valuation, Alibaba Group Correlation, Alibaba Group Hype Analysis, Alibaba Group Volatility, Alibaba Group History as well as Alibaba Group Performance.
Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's 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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.

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When running Alibaba Group's price analysis, check to measure Alibaba Group'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 Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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Is Alibaba Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alibaba Group. If investors know Alibaba will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alibaba Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
(0.68)
Dividend Share
6.869
Earnings Share
5.41
Revenue Per Share
363.638
Quarterly Revenue Growth
0.051
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alibaba Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group'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.