NZSE (New Zealand) Chance of Future Index Price Finishing Over 1

NZ50
 Index
  

 11,703  25.66  0.22%   

NZSE's future price is the expected price of NZSE instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of NZSE performance during a given time horizon utilizing its historical volatility.
  
Check out NZSE Backtesting, Portfolio Optimization, NZSE Correlation, NZSE Hype Analysis, NZSE Volatility, NZSE History as well as NZSE Performance. Please specify NZSE time horizon, a valid symbol (red box) and a target price (blue box) you would like NZSE odds to be computed.

NZSE Target Price Odds to finish over 1

The tendency of NZSE Index 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 PriceHorizonTarget PriceOdds to stay above  1.00  in 90 days
 11,703 90 days 1.00 
close to 99
Based on a normal probability distribution, the odds of NZSE to stay above  1.00  in 90 days from now is close to 99 (This NZSE probability density function shows the probability of NZSE Index to fall within a particular range of prices over 90 days) . Probability of NZSE price to stay between  1.00  and its current price of 11702.81 at the end of the 90-day period is over 95.24 .
   NZSE Price Density   
       Price  

Predictive Modules for NZSE

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as NZSE. Regardless of method or technology, however, to accurately forecast the stock or bond 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, frequently view the market will even out over time. This tendency of NZSE'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. Please use the tools below to analyze the current value of NZSE in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
11,69411,69511,696
Details
Intrinsic
Valuation
LowReal ValueHigh
11,57711,57812,865
Details
Naive
Forecast
LowNext ValueHigh
11,83011,83111,832
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10,90411,37311,842
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as NZSE. Your research has to be compared to or analyzed against NZSE's peers to derive any actionable benefits. When done correctly, NZSE's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in NZSE.

NZSE Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. NZSE is not an exception. The market had few large corrections towards the NZSE'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 NZSE, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of NZSE within the framework of very fundamental risk indicators.

NZSE Technical Analysis

NZSE's future price can be derived by breaking down and analyzing its technical indicators over time. NZSE Index technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of NZSE. In general, you should focus on analyzing NZSE Index price patterns and their correlations with different microeconomic environments and drivers.

NZSE Predictive Forecast Models

NZSE time-series forecasting models is one of many NZSE's index analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae 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. These non-stationary NZSE'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.

NZSE Investors Sentiment

The influence of NZSE's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in NZSE. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 NZSE 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, NZSE's short interest history, or implied volatility extrapolated from NZSE options trading.
Check out NZSE Backtesting, Portfolio Optimization, NZSE Correlation, NZSE Hype Analysis, NZSE Volatility, NZSE History as well as NZSE Performance. Note that the NZSE information on this page should be used as a complementary analysis to other NZSE'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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Other Tools for NZSE Index

When running NZSE price analysis, check to measure NZSE'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 NZSE is operating at the current time. Most of NZSE's value examination focuses on studying past and present price action to predict the probability of NZSE's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move NZSE's price. Additionally, you may evaluate how the addition of NZSE to your portfolios can decrease your overall portfolio volatility.
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