NZSE (New Zealand) Chance of Future Index Price Finishing Under 11,824

NZ50
 Index
  

 11,762  696.44  6.29%   

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 below 11,824

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 move below current price in 90 days
 11,762 90 days 11,762 
about 86.08
Based on a normal probability distribution, the odds of NZSE to move below current price in 90 days from now is about 86.08 (This NZSE probability density function shows the probability of NZSE Index to fall within a particular range of prices over 90 days) .
   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
11,06511,06611,066
Details
Intrinsic
Valuation
LowReal ValueHigh
9,95911,26311,263
Details
Naive
Forecast
LowNext ValueHigh
10,79510,79610,797
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11,27011,46711,664
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 index 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 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 Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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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