Sumber Alfaria (Indonesia) Probability of Future Stock Price Finishing Over 3045.6
| AMRT Stock | IDR 2,720 70.00 2.51% |
Sumber |
Sumber Alfaria Target Price Odds to finish over 3045.6
The tendency of Sumber 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 3,046 or more in 90 days |
| 2,720 | 90 days | 3,046 | near 1 |
Based on a normal probability distribution, the odds of Sumber Alfaria to move over 3,046 or more in 90 days from now is near 1 (This Sumber Alfaria Trijaya probability density function shows the probability of Sumber Stock to fall within a particular range of prices over 90 days) . Probability of Sumber Alfaria Trijaya price to stay between its current price of 2,720 and 3,046 at the end of the 90-day period is about 84.0 .
Assuming the 90 days trading horizon Sumber Alfaria Trijaya has a beta of -0.46. This suggests as returns on the benchmark increase, returns on holding Sumber Alfaria are expected to decrease at a much lower rate. During a bear market, however, Sumber Alfaria Trijaya is likely to outperform the market. Additionally Sumber Alfaria Trijaya has an alpha of 0.0413, implying that it can generate a 0.0413 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Sumber Alfaria Price Density |
| Price |
Predictive Modules for Sumber Alfaria
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sumber Alfaria Trijaya. 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 Sumber Alfaria'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.
Sumber Alfaria Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Sumber Alfaria is not an exception. The market had few large corrections towards the Sumber Alfaria'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 Sumber Alfaria Trijaya, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Sumber Alfaria within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.04 | |
β | Beta against NYSE Composite | -0.46 | |
σ | Overall volatility | 75.72 | |
Ir | Information ratio | 0.01 |
Sumber Alfaria 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 Sumber Alfaria for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Sumber Alfaria Trijaya can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Sumber Alfaria generated a negative expected return over the last 90 days | |
| About 54.0% of the company shares are held by company insiders |
Sumber Alfaria 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 Sumber Stock often depends not only on the future outlook of the current and potential Sumber Alfaria'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. Sumber Alfaria's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 41.5 B | |
| Cash And Short Term Investments | 3.3 T |
Sumber Alfaria Technical Analysis
Sumber Alfaria's future price can be derived by breaking down and analyzing its technical indicators over time. Sumber Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Sumber Alfaria Trijaya. In general, you should focus on analyzing Sumber Stock price patterns and their correlations with different microeconomic environments and drivers.
Sumber Alfaria Predictive Forecast Models
Sumber Alfaria's time-series forecasting models is one of many Sumber Alfaria'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 Sumber Alfaria'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 Sumber Alfaria Trijaya
Checking the ongoing alerts about Sumber Alfaria for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Sumber Alfaria Trijaya help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Sumber Alfaria generated a negative expected return over the last 90 days | |
| About 54.0% of the company shares are held by company insiders |
Other Information on Investing in Sumber Stock
Sumber Alfaria financial ratios help investors to determine whether Sumber Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sumber with respect to the benefits of owning Sumber Alfaria security.