STOCK Mutual Fund Probability of Future Mutual Fund Price Finishing Over 45.58

VSTIX
 Fund
  

USD 45.58  0.35  0.76%   

STOCK INDEX's future price is the expected price of STOCK INDEX 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 STOCK INDEX FUND performance during a given time horizon utilizing its historical volatility.
  
Also, please take a look at STOCK INDEX Backtesting, Portfolio Optimization, STOCK INDEX Correlation, STOCK INDEX Hype Analysis, STOCK INDEX Volatility, STOCK INDEX History as well as STOCK INDEX Performance. Please specify STOCK INDEX time horizon, a valid symbol (red box) and a target price (blue box) you would like STOCK INDEX odds to be computed.

STOCK INDEX Target Price Odds to finish over 45.58

The tendency of STOCK 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 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
 45.58 90 days 45.58 
about 24.63
Based on a normal probability distribution, the odds of STOCK INDEX to move above the current price in 90 days from now is about 24.63 (This STOCK INDEX FUND probability density function shows the probability of STOCK Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon STOCK INDEX FUND has a beta of -0.006. This entails as returns on benchmark increase, returns on holding STOCK INDEX are expected to decrease at a much lower rate. During the bear market, however, STOCK INDEX FUND is likely to outperform the market. Additionally The company has an alpha of 0.0204, implying that it can generate a 0.0204 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta).
   STOCK INDEX Price Density   
       Price  

Predictive Modules for STOCK INDEX

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as STOCK INDEX FUND. 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 STOCK INDEX'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 STOCK INDEX in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
43.9045.5847.26
Details
Intrinsic
Valuation
LowReal ValueHigh
39.9841.6650.14
Details
Naive
Forecast
LowNext ValueHigh
43.5445.2246.90
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
43.7545.7747.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as STOCK INDEX. Your research has to be compared to or analyzed against STOCK INDEX's peers to derive any actionable benefits. When done correctly, STOCK INDEX'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 STOCK INDEX FUND.

STOCK INDEX Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. STOCK INDEX is not an exception. The market had few large corrections towards the STOCK INDEX'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 STOCK INDEX FUND, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of STOCK INDEX within the framework of very fundamental risk indicators.
α
Alpha over NYSE Composite
0.020406
β
Beta against NYSE Composite-0.006
σ
Overall volatility
1.72
Ir
Information ratio -0.02

STOCK INDEX 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 STOCK INDEX for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for STOCK INDEX FUND can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
STOCK INDEX FUND generated a negative expected return over the last 90 days
STOCK INDEX FUND is unlikely to experience financial distress in the next 2 years
The fund keeps 99.69% of its net assets in stocks

STOCK INDEX Technical Analysis

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

STOCK INDEX Predictive Forecast Models

STOCK INDEX time-series forecasting models is one of many STOCK INDEX'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 STOCK INDEX'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 mutual fund market movement and maximize returns from investment trading.

Things to note about STOCK INDEX FUND

Checking the ongoing alerts about STOCK INDEX for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for STOCK INDEX FUND help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
STOCK INDEX FUND generated a negative expected return over the last 90 days
STOCK INDEX FUND is unlikely to experience financial distress in the next 2 years
The fund keeps 99.69% of its net assets in stocks
Also, please take a look at STOCK INDEX Backtesting, Portfolio Optimization, STOCK INDEX Correlation, STOCK INDEX Hype Analysis, STOCK INDEX Volatility, STOCK INDEX History as well as STOCK INDEX Performance. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

Complementary Tools for analysis

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