Ishares Gsci Commodity Etf Probability of Future Etf Price Finishing Over 32.96
| COMT Etf | USD 27.39 0.40 1.44% |
Closest to current price IShares long CALL Option Payoff at Expiration
IShares |
IShares GSCI Target Price Odds to finish over 32.96
The tendency of IShares Etf 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 $ 32.96 or more in 90 days |
| 27.39 | 90 days | 32.96 | near 1 |
Based on a normal probability distribution, the odds of IShares GSCI to move over $ 32.96 or more in 90 days from now is near 1 (This iShares GSCI Commodity probability density function shows the probability of IShares Etf to fall within a particular range of prices over 90 days) . Probability of iShares GSCI Commodity price to stay between its current price of $ 27.39 and $ 32.96 at the end of the 90-day period is about 9.31 .
Given the investment horizon of 90 days iShares GSCI Commodity has a beta of -0.0509 suggesting as returns on the benchmark increase, returns on holding IShares GSCI are expected to decrease at a much lower rate. During a bear market, however, iShares GSCI Commodity is likely to outperform the market. Additionally IShares GSCI Commodity has an alpha of 0.1221, implying that it can generate a 0.12 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). IShares GSCI Price Density |
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Predictive Modules for IShares GSCI
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as iShares GSCI Commodity. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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 IShares GSCI'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.
IShares GSCI Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. IShares GSCI is not an exception. The market had few large corrections towards the IShares GSCI'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 iShares GSCI Commodity, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of IShares GSCI within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.12 | |
β | Beta against NYSE Composite | -0.05 | |
σ | Overall volatility | 0.87 | |
Ir | Information ratio | 0.09 |
IShares GSCI 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 IShares GSCI for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for iShares GSCI Commodity can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Latest headline from news.google.com: International Assets Investment Management LLC Acquires 146751 Shares of iShares GSCI Commodity Dynamic Roll ... - Defense World | |
| The fund holds most of the assets under management (AUM) in different types of exotic instruments. |
IShares GSCI 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 IShares Etf often depends not only on the future outlook of the current and potential IShares GSCI'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. IShares GSCI's indicators that are reflective of the short sentiment are summarized in the table below.
IShares GSCI Technical Analysis
IShares GSCI's future price can be derived by breaking down and analyzing its technical indicators over time. IShares Etf technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of iShares GSCI Commodity. In general, you should focus on analyzing IShares Etf price patterns and their correlations with different microeconomic environments and drivers.
IShares GSCI Predictive Forecast Models
IShares GSCI's time-series forecasting models is one of many IShares GSCI's etf 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 IShares GSCI'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 etf market movement and maximize returns from investment trading.
Things to note about iShares GSCI Commodity
Checking the ongoing alerts about IShares GSCI for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for iShares GSCI Commodity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Latest headline from news.google.com: International Assets Investment Management LLC Acquires 146751 Shares of iShares GSCI Commodity Dynamic Roll ... - Defense World | |
| The fund holds most of the assets under management (AUM) in different types of exotic instruments. |
Check out IShares GSCI Backtesting, Portfolio Optimization, IShares GSCI Correlation, IShares GSCI Hype Analysis, IShares GSCI Volatility, IShares GSCI History as well as IShares GSCI Performance. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
The market value of iShares GSCI Commodity is measured differently than its book value, which is the value of IShares that is recorded on the company's balance sheet. Investors also form their own opinion of IShares GSCI's value that differs from its market value or its book value, called intrinsic value, which is IShares GSCI's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because IShares GSCI's market value can be influenced by many factors that don't directly affect IShares GSCI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between IShares GSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if IShares GSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IShares GSCI'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.