AMEREN P 365 Chance of Future Bond Price Finishing Over 97.17
| 023608AG7 | 97.17 0.50 0.52% |
AMEREN |
AMEREN Target Price Odds to finish over 97.17
The tendency of AMEREN 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 |
| 97.17 | 90 days | 97.17 | about 26.84 |
Based on a normal probability distribution, the odds of AMEREN to move above the current price in 90 days from now is about 26.84 (This AMEREN P 365 probability density function shows the probability of AMEREN Bond to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon AMEREN P 365 has a beta of -0.21. This usually implies as returns on the benchmark increase, returns on holding AMEREN are expected to decrease at a much lower rate. During a bear market, however, AMEREN P 365 is likely to outperform the market. Additionally AMEREN P 365 has an alpha of 0.0299, implying that it can generate a 0.0299 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). AMEREN Price Density |
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Predictive Modules for AMEREN
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AMEREN P 365. 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 AMEREN'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.
AMEREN Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AMEREN is not an exception. The market had few large corrections towards the AMEREN'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 AMEREN P 365, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AMEREN within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.03 | |
β | Beta against NYSE Composite | -0.21 | |
σ | Overall volatility | 0.68 | |
Ir | Information ratio | -0.07 |
AMEREN Technical Analysis
AMEREN's future price can be derived by breaking down and analyzing its technical indicators over time. AMEREN Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AMEREN P 365. In general, you should focus on analyzing AMEREN Bond price patterns and their correlations with different microeconomic environments and drivers.
AMEREN Predictive Forecast Models
AMEREN's time-series forecasting models is one of many AMEREN'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 AMEREN'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.
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 AMEREN 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, AMEREN's short interest history, or implied volatility extrapolated from AMEREN options trading.
Check out AMEREN Backtesting, Portfolio Optimization, AMEREN Correlation, AMEREN Hype Analysis, AMEREN Volatility, AMEREN History as well as AMEREN Performance. Note that the AMEREN P 365 information on this page should be used as a complementary analysis to other AMEREN'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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.