Lanxess Ag Stock Probability of Future Pink Sheet Price Finishing Over 28.12
| LNXSF Stock | USD 28.12 0.48 1.68% |
Lanxess |
Lanxess AG Target Price Odds to finish over 28.12
The tendency of Lanxess Pink Sheet 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 above the current price in 90 days |
| 28.12 | 90 days | 28.12 | about 27.58 |
Based on a normal probability distribution, the odds of Lanxess AG to move above the current price in 90 days from now is about 27.58 (This Lanxess AG probability density function shows the probability of Lanxess Pink Sheet to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Lanxess AG has a beta of -0.45. This indicates as returns on the benchmark increase, returns on holding Lanxess AG are expected to decrease at a much lower rate. During a bear market, however, Lanxess AG is likely to outperform the market. Additionally Lanxess AG has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Lanxess AG Price Density |
| Price |
Predictive Modules for Lanxess AG
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lanxess AG. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Lanxess AG'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.
Lanxess AG Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Lanxess AG is not an exception. The market had few large corrections towards the Lanxess AG'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 Lanxess AG, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Lanxess AG within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.09 | |
β | Beta against NYSE Composite | -0.45 | |
σ | Overall volatility | 1.31 | |
Ir | Information ratio | -0.1 |
Lanxess AG 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 Lanxess AG for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Lanxess AG can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Lanxess AG generated a negative expected return over the last 90 days | |
| About 63.0% of the company shares are owned by institutional investors |
Lanxess AG 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 Lanxess Pink Sheet often depends not only on the future outlook of the current and potential Lanxess AG'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. Lanxess AG's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 86.3 M |
Lanxess AG Technical Analysis
Lanxess AG's future price can be derived by breaking down and analyzing its technical indicators over time. Lanxess Pink Sheet technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Lanxess AG. In general, you should focus on analyzing Lanxess Pink Sheet price patterns and their correlations with different microeconomic environments and drivers.
Lanxess AG Predictive Forecast Models
Lanxess AG's time-series forecasting models is one of many Lanxess AG's pink sheet 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 Lanxess AG'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 pink sheet market movement and maximize returns from investment trading.
Things to note about Lanxess AG
Checking the ongoing alerts about Lanxess AG for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Lanxess AG help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Lanxess AG generated a negative expected return over the last 90 days | |
| About 63.0% of the company shares are owned by institutional investors |
Check out Lanxess AG Backtesting, Lanxess AG Valuation, Lanxess AG Correlation, Lanxess AG Hype Analysis, Lanxess AG Volatility, Lanxess AG History as well as Lanxess AG 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.
Complementary Tools for Lanxess Pink Sheet analysis
When running Lanxess AG's price analysis, check to measure Lanxess AG'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 Lanxess AG is operating at the current time. Most of Lanxess AG's value examination focuses on studying past and present price action to predict the probability of Lanxess AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lanxess AG's price. Additionally, you may evaluate how the addition of Lanxess AG to your portfolios can decrease your overall portfolio volatility.
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