Gafisa SA (Brazil) Probability of Future Stock Price Finishing Over 5.84
| GFSA3 Stock | BRL 5.40 0.55 9.24% |
Gafisa |
Gafisa SA Target Price Odds to finish over 5.84
The tendency of Gafisa 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 R$ 5.84 or more in 90 days |
| 5.40 | 90 days | 5.84 | about 72.04 |
Based on a normal probability distribution, the odds of Gafisa SA to move over R$ 5.84 or more in 90 days from now is about 72.04 (This Gafisa SA probability density function shows the probability of Gafisa Stock to fall within a particular range of prices over 90 days) . Probability of Gafisa SA price to stay between its current price of R$ 5.40 and R$ 5.84 at the end of the 90-day period is about 9.0 .
Assuming the 90 days trading horizon Gafisa SA has a beta of -0.35. This usually indicates as returns on the benchmark increase, returns on holding Gafisa SA are expected to decrease at a much lower rate. During a bear market, however, Gafisa SA is likely to outperform the market. Additionally Gafisa SA has an alpha of 0.0764, implying that it can generate a 0.0764 percent excess return over NYSE Composite after adjusting for the inherited market risk (beta). Gafisa SA Price Density |
| Price |
Predictive Modules for Gafisa SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gafisa SA. 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 Gafisa SA'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.
Gafisa SA Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Gafisa SA is not an exception. The market had few large corrections towards the Gafisa SA'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 Gafisa SA, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Gafisa SA within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | 0.08 | |
β | Beta against NYSE Composite | -0.35 | |
σ | Overall volatility | 1.49 | |
Ir | Information ratio | -0.0064 |
Gafisa SA 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 Gafisa SA for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Gafisa SA can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Gafisa SA had very high historical volatility over the last 90 days | |
| Gafisa SA has accumulated about 378.17 M in cash with (279.92 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 10.1, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 69.0% of the company shares are owned by institutional investors |
Gafisa SA 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 Gafisa Stock often depends not only on the future outlook of the current and potential Gafisa SA'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. Gafisa SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 8.5 M | |
| Cash And Short Term Investments | 452.8 M |
Gafisa SA Technical Analysis
Gafisa SA's future price can be derived by breaking down and analyzing its technical indicators over time. Gafisa Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Gafisa SA. In general, you should focus on analyzing Gafisa Stock price patterns and their correlations with different microeconomic environments and drivers.
Gafisa SA Predictive Forecast Models
Gafisa SA's time-series forecasting models is one of many Gafisa SA'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 Gafisa SA'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 Gafisa SA
Checking the ongoing alerts about Gafisa SA for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Gafisa SA help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Gafisa SA had very high historical volatility over the last 90 days | |
| Gafisa SA has accumulated about 378.17 M in cash with (279.92 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 10.1, which can makes it an attractive takeover target, given it will continue generating positive cash flow. | |
| Roughly 69.0% of the company shares are owned by institutional investors |
Check out Gafisa SA Backtesting, Gafisa SA Valuation, Gafisa SA Correlation, Gafisa SA Hype Analysis, Gafisa SA Volatility, Gafisa SA History as well as Gafisa SA Performance. Note that the Gafisa SA information on this page should be used as a complementary analysis to other Gafisa SA'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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Gafisa Stock analysis
When running Gafisa SA's price analysis, check to measure Gafisa SA'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 Gafisa SA is operating at the current time. Most of Gafisa SA's value examination focuses on studying past and present price action to predict the probability of Gafisa SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gafisa SA's price. Additionally, you may evaluate how the addition of Gafisa SA to your portfolios can decrease your overall portfolio volatility.
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