Macquarie Group Stock Probability of Future Pink Sheet Price Finishing Over 103.99

MQBKY Stock  USD 131.49  0.97  0.74%   
Macquarie Group's future price is the expected price of Macquarie 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 Macquarie Group performance during a given time horizon utilizing its historical volatility. Check out Macquarie Group Backtesting, Macquarie Group Valuation, Macquarie Group Correlation, Macquarie Group Hype Analysis, Macquarie Group Volatility, Macquarie Group History as well as Macquarie Group Performance.
  
Please specify Macquarie Group's target price for which you would like Macquarie Group odds to be computed.

Macquarie Group Target Price Odds to finish over 103.99

The tendency of Macquarie 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 PriceHorizonTarget PriceOdds to stay above $ 103.99  in 90 days
 131.49 90 days 103.99 
close to 99
Based on a normal probability distribution, the odds of Macquarie Group to stay above $ 103.99  in 90 days from now is close to 99 (This Macquarie Group probability density function shows the probability of Macquarie Pink Sheet to fall within a particular range of prices over 90 days) . Probability of Macquarie Group price to stay between $ 103.99  and its current price of $131.49 at the end of the 90-day period is more than 94.0 .
Assuming the 90 days horizon the pink sheet has the beta coefficient of 1.64 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Macquarie Group will likely underperform. Additionally Macquarie Group has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming NYSE Composite.
   Macquarie Group Price Density   
       Price  

Predictive Modules for Macquarie 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 Macquarie Group. 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 Macquarie 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
130.08131.49132.90
Details
Intrinsic
Valuation
LowRealHigh
107.73109.14144.64
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Macquarie Group. Your research has to be compared to or analyzed against Macquarie Group's peers to derive any actionable benefits. When done correctly, Macquarie 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 Macquarie Group.

Macquarie Group Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Macquarie Group is not an exception. The market had few large corrections towards the Macquarie 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 Macquarie Group, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Macquarie Group within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
-0.11
β
Beta against NYSE Composite1.64
σ
Overall volatility
3.75
Ir
Information ratio -0.02

Macquarie 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 Macquarie Pink Sheet often depends not only on the future outlook of the current and potential Macquarie 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. Macquarie Group's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding382.4 M
Cash And Short Term Investments103.6 B

Macquarie Group Technical Analysis

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

Macquarie Group Predictive Forecast Models

Macquarie Group's time-series forecasting models is one of many Macquarie Group'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 Macquarie 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 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 Macquarie Group 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, Macquarie Group's short interest history, or implied volatility extrapolated from Macquarie Group options trading.

Complementary Tools for Macquarie Pink Sheet analysis

When running Macquarie Group's price analysis, check to measure Macquarie 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 Macquarie Group is operating at the current time. Most of Macquarie Group's value examination focuses on studying past and present price action to predict the probability of Macquarie 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 Macquarie Group's price. Additionally, you may evaluate how the addition of Macquarie Group to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Macquarie Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Macquarie Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Macquarie 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.