Agat Ejendomme (Denmark) Probability of Future Stock Price Finishing Over 1.65
| AGAT Stock | DKK 1.63 0.01 0.61% |
Agat |
Agat Ejendomme Target Price Odds to finish over 1.65
The tendency of Agat 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 kr 1.65 or more in 90 days |
| 1.63 | 90 days | 1.65 | about 80.7 |
Based on a normal probability distribution, the odds of Agat Ejendomme to move over kr 1.65 or more in 90 days from now is about 80.7 (This Agat Ejendomme AS probability density function shows the probability of Agat Stock to fall within a particular range of prices over 90 days) . Probability of Agat Ejendomme AS price to stay between its current price of kr 1.63 and kr 1.65 at the end of the 90-day period is about 11.87 .
Assuming the 90 days trading horizon Agat Ejendomme has a beta of 0.0744. This suggests as returns on the market go up, Agat Ejendomme average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Agat Ejendomme AS will be expected to be much smaller as well. Additionally Agat Ejendomme 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. Agat Ejendomme Price Density |
| Price |
Predictive Modules for Agat Ejendomme
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Agat Ejendomme 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 Agat Ejendomme'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.
Agat Ejendomme Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Agat Ejendomme is not an exception. The market had few large corrections towards the Agat Ejendomme'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 Agat Ejendomme AS, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Agat Ejendomme within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.06 | |
β | Beta against NYSE Composite | 0.07 | |
σ | Overall volatility | 0.03 | |
Ir | Information ratio | -0.07 |
Agat Ejendomme 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 Agat Ejendomme for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Agat Ejendomme 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.| Agat Ejendomme AS generated a negative expected return over the last 90 days | |
| Agat Ejendomme AS may become a speculative penny stock | |
| Agat Ejendomme AS has high likelihood to experience some financial distress in the next 2 years | |
| Agat Ejendomme AS has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Agat Ejendomme AS has accumulated about 109.8 M in cash with (11.8 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.12. | |
| Roughly 27.0% of the company shares are held by company insiders |
Agat Ejendomme 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 Agat Stock often depends not only on the future outlook of the current and potential Agat Ejendomme'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. Agat Ejendomme's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 117.8 M |
Agat Ejendomme Technical Analysis
Agat Ejendomme's future price can be derived by breaking down and analyzing its technical indicators over time. Agat Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Agat Ejendomme AS. In general, you should focus on analyzing Agat Stock price patterns and their correlations with different microeconomic environments and drivers.
Agat Ejendomme Predictive Forecast Models
Agat Ejendomme's time-series forecasting models is one of many Agat Ejendomme'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 Agat Ejendomme'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 Agat Ejendomme AS
Checking the ongoing alerts about Agat Ejendomme for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Agat Ejendomme AS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Agat Ejendomme AS generated a negative expected return over the last 90 days | |
| Agat Ejendomme AS may become a speculative penny stock | |
| Agat Ejendomme AS has high likelihood to experience some financial distress in the next 2 years | |
| Agat Ejendomme AS has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Agat Ejendomme AS has accumulated about 109.8 M in cash with (11.8 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 1.12. | |
| Roughly 27.0% of the company shares are held by company insiders |
Check out Agat Ejendomme Backtesting, Agat Ejendomme Valuation, Agat Ejendomme Correlation, Agat Ejendomme Hype Analysis, Agat Ejendomme Volatility, Agat Ejendomme History as well as Agat Ejendomme Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Agat Stock analysis
When running Agat Ejendomme's price analysis, check to measure Agat Ejendomme'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 Agat Ejendomme is operating at the current time. Most of Agat Ejendomme's value examination focuses on studying past and present price action to predict the probability of Agat Ejendomme's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agat Ejendomme's price. Additionally, you may evaluate how the addition of Agat Ejendomme to your portfolios can decrease your overall portfolio volatility.
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