Macquarie (Australia) Probability of Future Stock Price Finishing Over 177.95

MQG
 Stock
  

AUD 177.95  0.04  0.0225%   

Macquarie's future price is the expected price of Macquarie 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.
  
Additionally, see Macquarie Backtesting, Macquarie Valuation, Macquarie Correlation, Macquarie Hype Analysis, Macquarie Volatility, Macquarie History as well as Macquarie Performance. Please specify Macquarie time horizon, a valid symbol (red box) and a target price (blue box) you would like Macquarie odds to be computed.

Macquarie Target Price Odds to finish over 177.95

The tendency of Macquarie 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 move above the current price in 90 days
 177.95 90 days 177.95 
about 21.03
Based on a normal probability distribution, the odds of Macquarie to move above the current price in 90 days from now is about 21.03 (This Macquarie Group probability density function shows the probability of Macquarie Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Macquarie Group has a beta of -0.0498. This indicates as returns on benchmark increase, returns on holding Macquarie are expected to decrease at a much lower rate. During the bear market, however, Macquarie Group is likely to outperform the market. Additionally The company has an alpha of 0.0263, implying that it can generate a 0.0263 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Macquarie Price Density   
       Price  

Predictive Modules for Macquarie

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 stock or bond 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, frequently view the market will even out over time. This tendency of Macquarie'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. Please use the tools below to analyze the current value of Macquarie in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
175.89177.95180.01
Details
Intrinsic
Valuation
LowReal ValueHigh
143.34145.40195.75
Details
Naive
Forecast
LowNext ValueHigh
169.85171.91173.97
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
165.92173.62181.32
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Macquarie. Your research has to be compared to or analyzed against Macquarie's peers to derive any actionable benefits. When done correctly, Macquarie's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Macquarie Group.

Macquarie Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Macquarie is not an exception. The market had few large corrections towards the Macquarie'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 within the framework of very fundamental risk indicators.
α
Alpha over DOW
0.026269
β
Beta against DOW-0.05
σ
Overall volatility
8.12
Ir
Information ratio -0.02

Macquarie 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 Macquarie for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Macquarie Group can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Macquarie Group has high likelihood to experience some financial distress in the next 2 years

Macquarie 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 Stock often depends not only on the future outlook of the current and potential Macquarie'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's indicators that are reflective of the short sentiment are summarized in the table below.
Trailing Annual Dividend Rate3.15
Float Shares367.2M
Average Daily Volume Last 10 Day860.13k
Average Daily Volume In Three Month784k
Trailing Annual Dividend Yield1.87%

Macquarie Technical Analysis

Macquarie's future price can be derived by breaking down and analyzing its technical indicators over time. Macquarie Stock 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 Stock price patterns and their correlations with different microeconomic environments and drivers.

Macquarie Predictive Forecast Models

Macquarie time-series forecasting models is one of many Macquarie's stock analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae 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. These non-stationary Macquarie'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 Macquarie Group

Checking the ongoing alerts about Macquarie for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Macquarie Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Macquarie Group has high likelihood to experience some financial distress in the next 2 years
Additionally, see Macquarie Backtesting, Macquarie Valuation, Macquarie Correlation, Macquarie Hype Analysis, Macquarie Volatility, Macquarie History as well as Macquarie Performance. You can also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for analysis

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