Borussia Dortmund (Germany) Probability of Future Stock Price Finishing Over 7.85
| BVB Stock | EUR 3.42 0.03 0.87% |
Borussia |
Borussia Dortmund Target Price Odds to finish over 7.85
The tendency of Borussia 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 € 7.85 or more in 90 days |
| 3.42 | 90 days | 7.85 | close to zero percent |
Based on a normal probability distribution, the odds of Borussia Dortmund to move over € 7.85 or more in 90 days from now is close to zero percent (This Borussia Dortmund GmbH probability density function shows the probability of Borussia Stock to fall within a particular range of prices over 90 days) . Probability of Borussia Dortmund GmbH price to stay between its current price of € 3.42 and € 7.85 at the end of the 90-day period is about 84.13 .
Assuming the 90 days trading horizon Borussia Dortmund GmbH has a beta of -0.36 suggesting as returns on the benchmark increase, returns on holding Borussia Dortmund are expected to decrease at a much lower rate. During a bear market, however, Borussia Dortmund GmbH is likely to outperform the market. Additionally Borussia Dortmund GmbH has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Borussia Dortmund Price Density |
| Price |
Predictive Modules for Borussia Dortmund
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Borussia Dortmund GmbH. 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 Borussia Dortmund'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.
Borussia Dortmund Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Borussia Dortmund is not an exception. The market had few large corrections towards the Borussia Dortmund'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 Borussia Dortmund GmbH, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Borussia Dortmund within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.08 | |
β | Beta against NYSE Composite | -0.36 | |
σ | Overall volatility | 0.15 | |
Ir | Information ratio | -0.08 |
Borussia Dortmund 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 Borussia Dortmund for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Borussia Dortmund GmbH can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Borussia Dortmund generated a negative expected return over the last 90 days | |
| Borussia Dortmund has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 351.64 M. Net Loss for the year was (35.06 M) with profit before overhead, payroll, taxes, and interest of 379.76 M. |
Borussia Dortmund 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 Borussia Stock often depends not only on the future outlook of the current and potential Borussia Dortmund'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. Borussia Dortmund's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 110.4 M |
Borussia Dortmund Technical Analysis
Borussia Dortmund's future price can be derived by breaking down and analyzing its technical indicators over time. Borussia Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Borussia Dortmund GmbH. In general, you should focus on analyzing Borussia Stock price patterns and their correlations with different microeconomic environments and drivers.
Borussia Dortmund Predictive Forecast Models
Borussia Dortmund's time-series forecasting models is one of many Borussia Dortmund'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 Borussia Dortmund'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 Borussia Dortmund GmbH
Checking the ongoing alerts about Borussia Dortmund for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Borussia Dortmund GmbH help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Borussia Dortmund generated a negative expected return over the last 90 days | |
| Borussia Dortmund has high likelihood to experience some financial distress in the next 2 years | |
| The company reported the revenue of 351.64 M. Net Loss for the year was (35.06 M) with profit before overhead, payroll, taxes, and interest of 379.76 M. |
Check out Borussia Dortmund Backtesting, Borussia Dortmund Valuation, Borussia Dortmund Correlation, Borussia Dortmund Hype Analysis, Borussia Dortmund Volatility, Borussia Dortmund History as well as Borussia Dortmund Performance. Note that the Borussia Dortmund GmbH information on this page should be used as a complementary analysis to other Borussia Dortmund'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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Complementary Tools for Borussia Stock analysis
When running Borussia Dortmund's price analysis, check to measure Borussia Dortmund'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 Borussia Dortmund is operating at the current time. Most of Borussia Dortmund's value examination focuses on studying past and present price action to predict the probability of Borussia Dortmund's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Borussia Dortmund's price. Additionally, you may evaluate how the addition of Borussia Dortmund to your portfolios can decrease your overall portfolio volatility.
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