PFRNX Mutual Fund Probability of Future Mutual Fund Price Finishing Over 9.77

PFRNX -  USA Fund  

USD 9.61  0.05  0.52%

Penn Capital's future price is the expected price of Penn Capital 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 Penn Capital Defensive performance during a given time horizon utilizing its historical volatility.

PFRNX Price Probability 

 
Refresh
Please check Penn Capital Backtesting, Portfolio Optimization, Penn Capital Correlation, Penn Capital Hype Analysis, Penn Capital Volatility, Penn Capital History as well as Penn Capital Performance. Please specify Penn Capital time horizon, a valid symbol (red box) and a target price (blue box) you would like Penn Capital odds to be computed.
Apply Odds

Penn Capital Target Price Odds to finish over 9.77

The tendency of PFRNX Mutual Fund 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 foresting. 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 over $ 9.77  or more in 90 days
 9.61 90 days 9.77  near 1
Based on a normal probability distribution, the odds of Penn Capital to move over $ 9.77  or more in 90 days from now is near 1 (This Penn Capital Defensive probability density function shows the probability of PFRNX Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Penn Capital Defensive price to stay between its current price of $ 9.61  and $ 9.77  at the end of the 90-day period is close to 99 .
Assuming the 90 days horizon Penn Capital has a beta of 0.0345 indicating as returns on the market go up, Penn Capital average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Penn Capital Defensive will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Penn Capital Defensive is significantly underperforming DOW.
 Penn Capital Price Density 
      Price 

Predictive Modules for Penn Capital

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Penn Capital Defensive. 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 Penn Capital'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 Penn Capital in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
9.529.619.70
Details
Intrinsic
Valuation
LowReal ValueHigh
9.539.629.71
Details
Naive
Forecast
LowNext ValueHigh
9.539.629.71
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.659.689.72
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Penn Capital. Your research has to be compared to or analyzed against Penn Capital's peers to derive any actionable benefits. When done correctly, Penn Capital'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 Penn Capital Defensive.

Penn Capital Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Penn Capital is not an exception. The market had few large corrections towards the Penn Capital'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 Penn Capital Defensive, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Penn Capital within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.01
β
Beta against DOW0.0345
σ
Overall volatility
0.021661
Ir
Information ratio 0.41

Penn Capital 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 Penn Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Penn Capital Defensive can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Penn Capital generated a negative expected return over the last 90 days
Penn Capital is unlikely to experience financial distress in the next 2 years
The fund maintains about 95.42% of its assets in bonds

Penn Capital Technical Analysis

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

Penn Capital Predictive Forecast Models

Penn Capital time-series forecasting models is one of many Penn Capital's mutual fund 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 Penn Capital'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 Penn Capital Defensive

Checking the ongoing alerts about Penn Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Penn Capital Defensive help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Penn Capital Alerts

Penn Capital Alerts and Suggestions

Penn Capital generated a negative expected return over the last 90 days
Penn Capital is unlikely to experience financial distress in the next 2 years
The fund maintains about 95.42% of its assets in bonds
Please check Penn Capital Backtesting, Portfolio Optimization, Penn Capital Correlation, Penn Capital Hype Analysis, Penn Capital Volatility, Penn Capital History as well as Penn Capital Performance. Note that the Penn Capital Defensive information on this page should be used as a complementary analysis to other Penn Capital'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

Complementary Tools for PFRNX Mutual Fund analysis

When running Penn Capital Defensive price analysis, check to measure Penn Capital'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 Penn Capital is operating at the current time. Most of Penn Capital's value examination focuses on studying past and present price action to predict the probability of Penn Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Penn Capital's price. Additionally, you may evaluate how the addition of Penn Capital to your portfolios can decrease your overall portfolio volatility.
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Go
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Please note, there is a significant difference between Penn Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Penn Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Penn Capital'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.