SAF Tehnika (Germany) Probability of Future Stock Price Finishing Over 5.9
| VTZ Stock | EUR 5.46 0.04 0.74% |
SAF |
SAF Tehnika Target Price Odds to finish over 5.9
The tendency of SAF Stock 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 over € 5.90 or more in 90 days |
| 5.46 | 90 days | 5.90 | about 83.31 |
Based on a normal probability distribution, the odds of SAF Tehnika to move over € 5.90 or more in 90 days from now is about 83.31 (This SAF Tehnika AS probability density function shows the probability of SAF Stock to fall within a particular range of prices over 90 days) . Probability of SAF Tehnika AS price to stay between its current price of € 5.46 and € 5.90 at the end of the 90-day period is about 15.93 .
Assuming the 90 days horizon SAF Tehnika AS has a beta of -0.5. This entails as returns on the benchmark increase, returns on holding SAF Tehnika are expected to decrease at a much lower rate. During a bear market, however, SAF Tehnika AS is likely to outperform the market. Additionally SAF Tehnika AS has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. SAF Tehnika Price Density |
| Price |
Predictive Modules for SAF Tehnika
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SAF Tehnika AS. Regardless of method or technology, however, to accurately forecast the stock 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, anticipate that the market will even out over time. This tendency of SAF Tehnika'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.
SAF Tehnika Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. SAF Tehnika is not an exception. The market had few large corrections towards the SAF Tehnika'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 SAF Tehnika AS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of SAF Tehnika within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.24 | |
β | Beta against NYSE Composite | -0.5 | |
σ | Overall volatility | 0.30 | |
Ir | Information ratio | -0.33 |
SAF Tehnika 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 SAF Tehnika for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for SAF Tehnika AS can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| SAF Tehnika AS generated a negative expected return over the last 90 days | |
| SAF Tehnika AS has accumulated about 4.22 M in cash with (1.3 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.4. | |
| Roughly 57.0% of the company outstanding shares are owned by insiders |
SAF Tehnika Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of SAF Stock often depends not only on the future outlook of the current and potential SAF Tehnika's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. SAF Tehnika's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 3 M |
SAF Tehnika Technical Analysis
SAF Tehnika's future price can be derived by breaking down and analyzing its technical indicators over time. SAF Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of SAF Tehnika AS. In general, you should focus on analyzing SAF Stock price patterns and their correlations with different microeconomic environments and drivers.
SAF Tehnika Predictive Forecast Models
SAF Tehnika's time-series forecasting models is one of many SAF Tehnika's stock 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 SAF Tehnika'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 SAF Tehnika AS
Checking the ongoing alerts about SAF Tehnika for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for SAF Tehnika AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| SAF Tehnika AS generated a negative expected return over the last 90 days | |
| SAF Tehnika AS has accumulated about 4.22 M in cash with (1.3 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.4. | |
| Roughly 57.0% of the company outstanding shares are owned by insiders |
Check out SAF Tehnika Backtesting, SAF Tehnika Valuation, SAF Tehnika Correlation, SAF Tehnika Hype Analysis, SAF Tehnika Volatility, SAF Tehnika History as well as SAF Tehnika Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for SAF Stock analysis
When running SAF Tehnika's price analysis, check to measure SAF Tehnika'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 SAF Tehnika is operating at the current time. Most of SAF Tehnika's value examination focuses on studying past and present price action to predict the probability of SAF Tehnika's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAF Tehnika's price. Additionally, you may evaluate how the addition of SAF Tehnika to your portfolios can decrease your overall portfolio volatility.
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