ACE INA HLDGS Probability of Future Bond Price Finishing Over 111.80
00440EAH0 | 111.80 0.00 0.00% |
00440EAH0 |
00440EAH0 Target Price Odds to finish over 111.80
The tendency of 00440EAH0 Bond 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 |
111.80 | 90 days | 111.80 | about 43.46 |
Based on a normal probability distribution, the odds of 00440EAH0 to move above the current price in 90 days from now is about 43.46 (This ACE INA HLDGS probability density function shows the probability of 00440EAH0 Bond to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon 00440EAH0 has a beta of 0.17. This usually implies as returns on the market go up, 00440EAH0 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding ACE INA HLDGS will be expected to be much smaller as well. Additionally ACE INA HLDGS has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. 00440EAH0 Price Density |
Price |
Predictive Modules for 00440EAH0
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ACE INA HLDGS. Regardless of method or technology, however, to accurately forecast the bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond 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 00440EAH0'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.
00440EAH0 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 00440EAH0 is not an exception. The market had few large corrections towards the 00440EAH0'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 ACE INA HLDGS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 00440EAH0 within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.01 | |
β | Beta against NYSE Composite | 0.17 | |
σ | Overall volatility | 3.34 | |
Ir | Information ratio | -0.03 |
00440EAH0 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 00440EAH0 for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for ACE INA HLDGS can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.ACE INA HLDGS generated a negative expected return over the last 90 days |
00440EAH0 Technical Analysis
00440EAH0's future price can be derived by breaking down and analyzing its technical indicators over time. 00440EAH0 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of ACE INA HLDGS. In general, you should focus on analyzing 00440EAH0 Bond price patterns and their correlations with different microeconomic environments and drivers.
00440EAH0 Predictive Forecast Models
00440EAH0's time-series forecasting models is one of many 00440EAH0's bond 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 00440EAH0'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 bond market movement and maximize returns from investment trading.
Things to note about ACE INA HLDGS
Checking the ongoing alerts about 00440EAH0 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ACE INA HLDGS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
ACE INA HLDGS generated a negative expected return over the last 90 days |
Check out 00440EAH0 Backtesting, Portfolio Optimization, 00440EAH0 Correlation, 00440EAH0 Hype Analysis, 00440EAH0 Volatility, 00440EAH0 History as well as 00440EAH0 Performance. Note that the ACE INA HLDGS information on this page should be used as a complementary analysis to other 00440EAH0'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 Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..