Allianzgi Nfj Small Cap Fund Probability of Future Mutual Fund Price Finishing Under 16.94
| ANFVX Fund | USD 13.97 0.08 0.57% |
Allianzgi |
Allianzgi Nfj Target Price Odds to finish below 16.94
The tendency of Allianzgi 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 Price | Horizon | Target Price | Odds to stay under $ 16.94 after 90 days |
| 13.97 | 90 days | 16.94 | close to 99 |
Based on a normal probability distribution, the odds of Allianzgi Nfj to stay under $ 16.94 after 90 days from now is close to 99 (This Allianzgi Nfj Small Cap probability density function shows the probability of Allianzgi Mutual Fund to fall within a particular range of prices over 90 days) . Probability of Allianzgi Nfj Small price to stay between its current price of $ 13.97 and $ 16.94 at the end of the 90-day period is roughly 97.0 .
Assuming the 90 days horizon the mutual fund has the beta coefficient of 1.62 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Allianzgi Nfj will likely underperform. Additionally Allianzgi Nfj Small Cap has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Allianzgi Nfj Price Density |
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Predictive Modules for Allianzgi Nfj
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Allianzgi Nfj Small. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Allianzgi Nfj'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.
Allianzgi Nfj Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Allianzgi Nfj is not an exception. The market had few large corrections towards the Allianzgi Nfj'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 Allianzgi Nfj Small Cap, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Allianzgi Nfj within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.13 | |
β | Beta against NYSE Composite | 1.62 | |
σ | Overall volatility | 0.28 | |
Ir | Information ratio | -0.08 |
Allianzgi Nfj 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 Allianzgi Nfj for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Allianzgi Nfj Small can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Allianzgi Nfj Small generated a negative expected return over the last 90 days | |
| The fund holds 99.38% of its assets under management (AUM) in equities |
Allianzgi Nfj Technical Analysis
Allianzgi Nfj's future price can be derived by breaking down and analyzing its technical indicators over time. Allianzgi Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Allianzgi Nfj Small Cap. In general, you should focus on analyzing Allianzgi Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.
Allianzgi Nfj Predictive Forecast Models
Allianzgi Nfj's time-series forecasting models is one of many Allianzgi Nfj's mutual fund 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 Allianzgi Nfj'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 Allianzgi Nfj Small
Checking the ongoing alerts about Allianzgi Nfj for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Allianzgi Nfj Small help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Allianzgi Nfj Small generated a negative expected return over the last 90 days | |
| The fund holds 99.38% of its assets under management (AUM) in equities |
Check out Allianzgi Nfj Backtesting, Portfolio Optimization, Allianzgi Nfj Correlation, Allianzgi Nfj Hype Analysis, Allianzgi Nfj Volatility, Allianzgi Nfj History as well as Allianzgi Nfj Performance. You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.