Agung Semesta (Indonesia) Probability of Future Stock Price Finishing Over 8.75
| TARA Stock | IDR 6.00 1.00 20.00% |
Agung |
Agung Semesta Target Price Odds to finish over 8.75
The tendency of Agung 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 8.75 or more in 90 days |
| 6.00 | 90 days | 8.75 | about 21.24 |
Based on a normal probability distribution, the odds of Agung Semesta to move over 8.75 or more in 90 days from now is about 21.24 (This Agung Semesta Sejahtera probability density function shows the probability of Agung Stock to fall within a particular range of prices over 90 days) . Probability of Agung Semesta Sejahtera price to stay between its current price of 6.00 and 8.75 at the end of the 90-day period is about 75.51 .
Assuming the 90 days trading horizon Agung Semesta Sejahtera has a beta of -2.17. This usually implies as returns on its benchmark rise, returns on holding Agung Semesta Sejahtera are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Agung Semesta is expected to outperform its benchmark. Additionally Agung Semesta Sejahtera has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Agung Semesta Price Density |
| Price |
Predictive Modules for Agung Semesta
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Agung Semesta Sejahtera. 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 Agung Semesta'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.
Agung Semesta Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Agung Semesta is not an exception. The market had few large corrections towards the Agung Semesta'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 Agung Semesta Sejahtera, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Agung Semesta within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.03 | |
β | Beta against NYSE Composite | -2.17 | |
σ | Overall volatility | 1.04 | |
Ir | Information ratio | -0.03 |
Agung Semesta 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 Agung Semesta for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Agung Semesta Sejahtera can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Agung Semesta generated a negative expected return over the last 90 days | |
| Agung Semesta has high historical volatility and very poor performance | |
| About 31.0% of the company outstanding shares are owned by corporate insiders |
Agung Semesta 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 Agung Stock often depends not only on the future outlook of the current and potential Agung Semesta'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. Agung Semesta's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 10.1 B | |
| Cash And Short Term Investments | 20.2 B |
Agung Semesta Technical Analysis
Agung Semesta's future price can be derived by breaking down and analyzing its technical indicators over time. Agung Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Agung Semesta Sejahtera. In general, you should focus on analyzing Agung Stock price patterns and their correlations with different microeconomic environments and drivers.
Agung Semesta Predictive Forecast Models
Agung Semesta's time-series forecasting models is one of many Agung Semesta'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 Agung Semesta'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 Agung Semesta Sejahtera
Checking the ongoing alerts about Agung Semesta for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Agung Semesta Sejahtera help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Agung Semesta generated a negative expected return over the last 90 days | |
| Agung Semesta has high historical volatility and very poor performance | |
| About 31.0% of the company outstanding shares are owned by corporate insiders |
Check out Agung Semesta Backtesting, Agung Semesta Valuation, Agung Semesta Correlation, Agung Semesta Hype Analysis, Agung Semesta Volatility, Agung Semesta History as well as Agung Semesta Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Agung Stock analysis
When running Agung Semesta's price analysis, check to measure Agung Semesta'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 Agung Semesta is operating at the current time. Most of Agung Semesta's value examination focuses on studying past and present price action to predict the probability of Agung Semesta's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Agung Semesta's price. Additionally, you may evaluate how the addition of Agung Semesta to your portfolios can decrease your overall portfolio volatility.
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