Banco Macro (Argentina) Probability of Future Stock Price Finishing Over 8327.50
| BMA Stock | ARS 8,328 1,115 15.45% |
Banco |
Banco Macro Target Price Odds to finish over 8327.50
The tendency of Banco 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 move above the current price in 90 days |
| 8,328 | 90 days | 8,328 | about 1.16 |
Based on a normal probability distribution, the odds of Banco Macro to move above the current price in 90 days from now is about 1.16 (This Banco Macro SA probability density function shows the probability of Banco Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon the stock has the beta coefficient of 1.59 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Banco Macro will likely underperform. Moreover Banco Macro SA has an alpha of 1.1021, implying that it can generate a 1.1 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Banco Macro Price Density |
| Price |
Predictive Modules for Banco Macro
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Banco Macro 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 Banco Macro'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.
Banco Macro Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Banco Macro is not an exception. The market had few large corrections towards the Banco Macro'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 Banco Macro SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Banco Macro within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 1.10 | |
β | Beta against NYSE Composite | 1.59 | |
σ | Overall volatility | 1,173 | |
Ir | Information ratio | 0.27 |
Banco Macro 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 Banco Macro for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Banco Macro SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Banco Macro SA appears to be risky and price may revert if volatility continues | |
| About 34.0% of the company shares are held by company insiders |
Banco Macro 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 Banco Stock often depends not only on the future outlook of the current and potential Banco Macro'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. Banco Macro's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 639.4 M |
Banco Macro Technical Analysis
Banco Macro's future price can be derived by breaking down and analyzing its technical indicators over time. Banco Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Banco Macro SA. In general, you should focus on analyzing Banco Stock price patterns and their correlations with different microeconomic environments and drivers.
Banco Macro Predictive Forecast Models
Banco Macro's time-series forecasting models is one of many Banco Macro'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 Banco Macro'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 Banco Macro SA
Checking the ongoing alerts about Banco Macro for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Banco Macro SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Banco Macro SA appears to be risky and price may revert if volatility continues | |
| About 34.0% of the company shares are held by company insiders |
Check out Banco Macro Backtesting, Banco Macro Valuation, Banco Macro Correlation, Banco Macro Hype Analysis, Banco Macro Volatility, Banco Macro History as well as Banco Macro Performance. Note that the Banco Macro SA information on this page should be used as a complementary analysis to other Banco Macro'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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for Banco Stock analysis
When running Banco Macro's price analysis, check to measure Banco Macro'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 Banco Macro is operating at the current time. Most of Banco Macro's value examination focuses on studying past and present price action to predict the probability of Banco Macro's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Banco Macro's price. Additionally, you may evaluate how the addition of Banco Macro to your portfolios can decrease your overall portfolio volatility.
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