Japan Post Holdings Stock Probability of Future Pink Sheet Price Finishing Under 4.63
| JPPHY Stock | USD 9.75 0.00 0.00% |
Japan |
Japan Post Target Price Odds to finish below 4.63
The tendency of Japan Pink Sheet 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 drop to $ 4.63 or more in 90 days |
| 9.75 | 90 days | 4.63 | near 1 |
Based on a normal probability distribution, the odds of Japan Post to drop to $ 4.63 or more in 90 days from now is near 1 (This Japan Post Holdings probability density function shows the probability of Japan Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Japan Post Holdings price to stay between $ 4.63 and its current price of $9.75 at the end of the 90-day period is about 66.52 .
Assuming the 90 days horizon Japan Post has a beta of 0.22. This indicates as returns on the market go up, Japan Post average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Japan Post Holdings will be expected to be much smaller as well. Additionally Japan Post Holdings has an alpha of 0.1025, implying that it can generate a 0.1 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Japan Post Price Density |
| Price |
Predictive Modules for Japan Post
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Japan Post Holdings. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Japan Post'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.
Japan Post Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Japan Post is not an exception. The market had few large corrections towards the Japan Post'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 Japan Post Holdings, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Japan Post within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.10 | |
β | Beta against NYSE Composite | 0.22 | |
σ | Overall volatility | 0.35 | |
Ir | Information ratio | 0.04 |
Japan Post 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 Japan Pink Sheet often depends not only on the future outlook of the current and potential Japan Post'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. Japan Post's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 4 B | |
| Cash And Short Term Investments | 68.5 T |
Japan Post Technical Analysis
Japan Post's future price can be derived by breaking down and analyzing its technical indicators over time. Japan Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Japan Post Holdings. In general, you should focus on analyzing Japan Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
Japan Post Predictive Forecast Models
Japan Post's time-series forecasting models is one of many Japan Post's pink sheet 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 Japan Post'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 pink sheet 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 Japan Post 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, Japan Post's short interest history, or implied volatility extrapolated from Japan Post options trading.
Check out Japan Post Backtesting, Japan Post Valuation, Japan Post Correlation, Japan Post Hype Analysis, Japan Post Volatility, Japan Post History as well as Japan Post Performance. Note that the Japan Post Holdings information on this page should be used as a complementary analysis to other Japan Post'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 ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Complementary Tools for Japan Pink Sheet analysis
When running Japan Post's price analysis, check to measure Japan Post'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 Japan Post is operating at the current time. Most of Japan Post's value examination focuses on studying past and present price action to predict the probability of Japan Post's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Japan Post's price. Additionally, you may evaluate how the addition of Japan Post to your portfolios can decrease your overall portfolio volatility.
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