IShares Public (Netherlands) Probability of Future Etf Price Finishing Over 42.53
| IKRA Etf | EUR 42.53 0.34 0.81% |
IShares |
IShares Public Target Price Odds to finish over 42.53
The tendency of IShares Etf 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 |
| 42.53 | 90 days | 42.53 | about 34.27 |
Based on a normal probability distribution, the odds of IShares Public to move above the current price in 90 days from now is about 34.27 (This iShares Public Limited probability density function shows the probability of IShares Etf to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon iShares Public Limited has a beta of -0.41. This usually indicates as returns on the benchmark increase, returns on holding IShares Public are expected to decrease at a much lower rate. During a bear market, however, iShares Public Limited is likely to outperform the market. Additionally IShares Public Limited has an alpha of 0.1286, implying that it can generate a 0.13 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). IShares Public Price Density |
| Price |
Predictive Modules for IShares Public
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares Public. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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 IShares Public'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.
IShares Public Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. IShares Public is not an exception. The market had few large corrections towards the IShares Public'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 iShares Public Limited, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of IShares Public within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.13 | |
β | Beta against NYSE Composite | -0.41 | |
σ | Overall volatility | 1.16 | |
Ir | Information ratio | 0.05 |
IShares Public 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 IShares Public for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for iShares Public can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| The fund retains 99.51% of its assets under management (AUM) in equities |
IShares Public 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 IShares Etf often depends not only on the future outlook of the current and potential IShares Public'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. IShares Public's indicators that are reflective of the short sentiment are summarized in the table below.
| Average Daily Volume Last 10 Day | 460 | |
| Average Daily Volume In Three Month | 5.02k |
IShares Public Technical Analysis
IShares Public's future price can be derived by breaking down and analyzing its technical indicators over time. IShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of iShares Public Limited. In general, you should focus on analyzing IShares Etf price patterns and their correlations with different microeconomic environments and drivers.
IShares Public Predictive Forecast Models
IShares Public's time-series forecasting models is one of many IShares Public's etf 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 IShares Public'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 etf market movement and maximize returns from investment trading.
Things to note about iShares Public
Checking the ongoing alerts about IShares Public for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for iShares Public help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| The fund retains 99.51% of its assets under management (AUM) in equities |
Check out IShares Public Backtesting, Portfolio Optimization, IShares Public Correlation, IShares Public Hype Analysis, IShares Public Volatility, IShares Public History as well as IShares Public Performance. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.