AXA SA 86 Probability of Future Bond Price Finishing Under 121.11
| 054536AA5 | 119.64 3.63 3.13% |
054536AA5 |
054536AA5 Target Price Odds to finish below 121.11
The tendency of 054536AA5 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 stay under 121.11 after 90 days |
| 119.64 | 90 days | 121.11 | more than 93.0 |
Based on a normal probability distribution, the odds of 054536AA5 to stay under 121.11 after 90 days from now is more than 93.0 (This AXA SA 86 probability density function shows the probability of 054536AA5 Bond to fall within a particular range of prices over 90 days) . Probability of AXA SA 86 price to stay between its current price of 119.64 and 121.11 at the end of the 90-day period is about 28.1 .
Assuming the 90 days trading horizon 054536AA5 has a beta of 0.026. This usually implies as returns on the market go up, 054536AA5 average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding AXA SA 86 will be expected to be much smaller as well. Additionally AXA SA 86 has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. 054536AA5 Price Density |
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Predictive Modules for 054536AA5
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AXA SA 86. 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 054536AA5'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.
054536AA5 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. 054536AA5 is not an exception. The market had few large corrections towards the 054536AA5'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 AXA SA 86, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of 054536AA5 within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.01 | |
β | Beta against NYSE Composite | 0.03 | |
σ | Overall volatility | 1.32 | |
Ir | Information ratio | -0.08 |
054536AA5 Technical Analysis
054536AA5's future price can be derived by breaking down and analyzing its technical indicators over time. 054536AA5 Bond technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AXA SA 86. In general, you should focus on analyzing 054536AA5 Bond price patterns and their correlations with different microeconomic environments and drivers.
054536AA5 Predictive Forecast Models
054536AA5's time-series forecasting models is one of many 054536AA5'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 054536AA5'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 054536AA5 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, 054536AA5's short interest history, or implied volatility extrapolated from 054536AA5 options trading.
Check out 054536AA5 Backtesting, Portfolio Optimization, 054536AA5 Correlation, 054536AA5 Hype Analysis, 054536AA5 Volatility, 054536AA5 History as well as 054536AA5 Performance. Note that the AXA SA 86 information on this page should be used as a complementary analysis to other 054536AA5'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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.