Luna Innovations Stock Probability of Future Stock Price Finishing Over 4.56

LUNA
 Stock
  

USD 4.56  0.12  2.70%   

Luna Innovations' future price is the expected price of Luna Innovations 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 Luna Innovations performance during a given time horizon utilizing its historical volatility.
  
Luna Innovations' implied volatility is one of the determining factors in the pricing options written on Luna Innovations. Implied volatility approximates the future value of Luna Innovations based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Luna Innovations over a specific time period. For example, 2022-10-21 CALL at $2.5 is a CALL option contract on Luna Innovations' common stock with a strick price of 2.5 expiring on 2022-10-21. The contract was last traded on 2022-09-19 at 13:34:54 for $2.3 and, as of today, has 18 days remaining before the expiration. The option is currently trading at a bid price of $1.55, and an ask price of $2.15. The implied volatility as of the 3rd of October is 272.6135. View All Luna Innovations options

Closest to current price Luna Innovations long CALL Option Payoff at Expiration

Additionally, see Luna Innovations Backtesting, Luna Innovations Valuation, Luna Innovations Correlation, Luna Innovations Hype Analysis, Luna Innovations Volatility, Luna Innovations History as well as Luna Innovations Performance. Please specify Luna Innovations time horizon, a valid symbol (red box) and a target price (blue box) you would like Luna Innovations odds to be computed.

Luna Innovations Target Price Odds to finish over 4.56

The tendency of Luna Innovations 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 PriceHorizonTarget PriceOdds to move above the current price in 90 days
 4.56 90 days 4.56 
roughly 97.0
Based on a normal probability distribution, the odds of Luna Innovations to move above the current price in 90 days from now is roughly 97.0 (This Luna Innovations probability density function shows the probability of Luna Innovations Stock to fall within a particular range of prices over 90 days) .
Given the investment horizon of 90 days the stock has the beta coefficient of 1.02 . This indicates Luna Innovations market returns are sensitive to returns on the market. As the market goes up or down, Luna Innovations is expected to follow. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Luna Innovations is significantly underperforming DOW.
   Luna Innovations Price Density   
       Price  

Predictive Modules for Luna Innovations

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Luna Innovations. 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 Luna Innovations' 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 Luna Innovations in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1.874.597.31
Details
Intrinsic
Valuation
LowReal ValueHigh
3.476.198.91
Details
2 Analysts
Consensus
LowTarget PriceHigh
9.0010.5012.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Luna Innovations. Your research has to be compared to or analyzed against Luna Innovations' peers to derive any actionable benefits. When done correctly, Luna Innovations' 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 Luna Innovations.

Luna Innovations Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Luna Innovations is not an exception. The market had few large corrections towards the Luna Innovations' 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 Luna Innovations, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Luna Innovations within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.28
β
Beta against DOW1.02
σ
Overall volatility
0.62
Ir
Information ratio -0.1

Luna Innovations 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 Luna Innovations for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Luna Innovations can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Luna Innovations generated a negative expected return over the last 90 days
The company reported the previous year's revenue of 89 M. Net Loss for the year was (1.37 M) with profit before overhead, payroll, taxes, and interest of 51.56 M.
About 58.0% of the company shares are owned by institutional investors
Latest headline from www.nasdaq.com: Why Intuitive Surgical Investors Were Feeling the Pain Today - Nasdaq

Luna Innovations 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 Luna Innovations Stock often depends not only on the future outlook of the current and potential Luna Innovations' 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. Luna Innovations' indicators that are reflective of the short sentiment are summarized in the table below.
Shares Percent Shares Out1.59%
Short Percent Of Float1.66%
Float Shares27.62M
Shares Short Prior Month1.49M
Average Daily Volume Last 10 Day101.1k
Average Daily Volume In Three Month94.81k
Date Short Interest15th of July 2022

Luna Innovations Technical Analysis

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

Luna Innovations Predictive Forecast Models

Luna Innovations time-series forecasting models is one of many Luna Innovations' stock 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 Luna Innovations' 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 Luna Innovations

Checking the ongoing alerts about Luna Innovations for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Luna Innovations help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Luna Innovations generated a negative expected return over the last 90 days
The company reported the previous year's revenue of 89 M. Net Loss for the year was (1.37 M) with profit before overhead, payroll, taxes, and interest of 51.56 M.
About 58.0% of the company shares are owned by institutional investors
Latest headline from www.nasdaq.com: Why Intuitive Surgical Investors Were Feeling the Pain Today - Nasdaq
Additionally, see Luna Innovations Backtesting, Luna Innovations Valuation, Luna Innovations Correlation, Luna Innovations Hype Analysis, Luna Innovations Volatility, Luna Innovations History as well as Luna Innovations Performance. You can also try Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for analysis

When running Luna Innovations price analysis, check to measure Luna Innovations' 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 Luna Innovations is operating at the current time. Most of Luna Innovations' value examination focuses on studying past and present price action to predict the probability of Luna Innovations' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Luna Innovations' price. Additionally, you may evaluate how the addition of Luna Innovations to your portfolios can decrease your overall portfolio volatility.
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Is Luna Innovations' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Luna Innovations. If investors know Luna Innovations will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Luna Innovations listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Luna Innovations is measured differently than its book value, which is the value of Luna Innovations that is recorded on the company's balance sheet. Investors also form their own opinion of Luna Innovations' value that differs from its market value or its book value, called intrinsic value, which is Luna Innovations' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Luna Innovations' market value can be influenced by many factors that don't directly affect Luna Innovations' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Luna Innovations' value and its price as these two are different measures arrived at by different means. Investors typically determine Luna Innovations value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Luna Innovations' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.