AMG Advanced (Netherlands) Probability of Future Stock Price Finishing Under 24.5
| AMG Stock | EUR 22.12 0.22 0.98% |
AMG |
AMG Advanced Target Price Odds to finish below 24.5
The tendency of AMG 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 stay under € 24.50 after 90 days |
| 22.12 | 90 days | 24.50 | roughly 97.0 |
Based on a normal probability distribution, the odds of AMG Advanced to stay under € 24.50 after 90 days from now is roughly 97.0 (This AMG Advanced Metallurgical probability density function shows the probability of AMG Stock to fall within a particular range of prices over 90 days) . Probability of AMG Advanced Metallu price to stay between its current price of € 22.12 and € 24.50 at the end of the 90-day period is about 28.51 .
Assuming the 90 days trading horizon AMG Advanced Metallurgical has a beta of -0.25. This suggests as returns on the benchmark increase, returns on holding AMG Advanced are expected to decrease at a much lower rate. During a bear market, however, AMG Advanced Metallurgical is likely to outperform the market. Additionally AMG Advanced Metallurgical has an alpha of 0.1158, implying that it can generate a 0.12 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). AMG Advanced Price Density |
| Price |
Predictive Modules for AMG Advanced
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AMG Advanced Metallu. 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 AMG Advanced'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.
AMG Advanced Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. AMG Advanced is not an exception. The market had few large corrections towards the AMG Advanced'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 AMG Advanced Metallurgical, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of AMG Advanced within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.12 | |
β | Beta against NYSE Composite | -0.25 | |
σ | Overall volatility | 1.71 | |
Ir | Information ratio | 0.02 |
AMG Advanced 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 AMG Stock often depends not only on the future outlook of the current and potential AMG Advanced'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. AMG Advanced's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 31.9 M |
AMG Advanced Technical Analysis
AMG Advanced's future price can be derived by breaking down and analyzing its technical indicators over time. AMG Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of AMG Advanced Metallurgical. In general, you should focus on analyzing AMG Stock price patterns and their correlations with different microeconomic environments and drivers.
AMG Advanced Predictive Forecast Models
AMG Advanced's time-series forecasting models is one of many AMG Advanced'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 AMG Advanced'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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AMG Advanced in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AMG Advanced's short interest history, or implied volatility extrapolated from AMG Advanced options trading.
Check out AMG Advanced Backtesting, AMG Advanced Valuation, AMG Advanced Correlation, AMG Advanced Hype Analysis, AMG Advanced Volatility, AMG Advanced History as well as AMG Advanced Performance. Note that the AMG Advanced Metallu information on this page should be used as a complementary analysis to other AMG Advanced'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 Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for AMG Stock analysis
When running AMG Advanced's price analysis, check to measure AMG Advanced'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 AMG Advanced is operating at the current time. Most of AMG Advanced's value examination focuses on studying past and present price action to predict the probability of AMG Advanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMG Advanced's price. Additionally, you may evaluate how the addition of AMG Advanced to your portfolios can decrease your overall portfolio volatility.
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