VANACHAI GROUP (Thailand) Probability of Future Stock Price Finishing Over 5.80

VNG
 Stock
  

THB 5.80  0.05  0.87%   

VANACHAI GROUP's future price is the expected price of VANACHAI GROUP 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 VANACHAI GROUP PUBLIC performance during a given time horizon utilizing its historical volatility.
  
Also, please take a look at VANACHAI GROUP Backtesting, VANACHAI GROUP Valuation, VANACHAI GROUP Correlation, VANACHAI GROUP Hype Analysis, VANACHAI GROUP Volatility, VANACHAI GROUP History as well as VANACHAI GROUP Performance. Please specify VANACHAI GROUP time horizon, a valid symbol (red box) and a target price (blue box) you would like VANACHAI GROUP odds to be computed.

VANACHAI GROUP Target Price Odds to finish over 5.80

The tendency of VANACHAI 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
 5.80 90 days 5.80 
about 82.62
Based on a normal probability distribution, the odds of VANACHAI GROUP to move above the current price in 90 days from now is about 82.62 (This VANACHAI GROUP PUBLIC probability density function shows the probability of VANACHAI Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon VANACHAI GROUP PUBLIC has a beta of -0.17. This entails as returns on benchmark increase, returns on holding VANACHAI GROUP are expected to decrease at a much lower rate. During the bear market, however, VANACHAI GROUP PUBLIC is likely to outperform the market. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. VANACHAI GROUP PUBLIC is significantly underperforming DOW.
   VANACHAI GROUP Price Density   
       Price  

Predictive Modules for VANACHAI GROUP

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as VANACHAI GROUP PUBLIC. 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 VANACHAI GROUP'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 VANACHAI GROUP in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
4.075.807.53
Details
Intrinsic
Valuation
LowReal ValueHigh
3.305.036.76
Details
Naive
Forecast
LowNext ValueHigh
4.115.847.56
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.605.886.16
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as VANACHAI GROUP. Your research has to be compared to or analyzed against VANACHAI GROUP's peers to derive any actionable benefits. When done correctly, VANACHAI GROUP'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 VANACHAI GROUP PUBLIC.

VANACHAI GROUP Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. VANACHAI GROUP is not an exception. The market had few large corrections towards the VANACHAI GROUP'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 VANACHAI GROUP PUBLIC, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of VANACHAI GROUP within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.21
β
Beta against DOW-0.17
σ
Overall volatility
0.33
Ir
Information ratio -0.14

VANACHAI GROUP 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 VANACHAI GROUP for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for VANACHAI GROUP PUBLIC can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
VANACHAI GROUP generated a negative expected return over the last 90 days
About 72.0% of the company outstanding shares are owned by insiders

VANACHAI GROUP 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 VANACHAI Stock often depends not only on the future outlook of the current and potential VANACHAI GROUP'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. VANACHAI GROUP's indicators that are reflective of the short sentiment are summarized in the table below.
Trailing Annual Dividend Rate0.10
Float Shares385.1M
Average Daily Volume Last 10 Day224.32k
Average Daily Volume In Three Month557.78k
Trailing Annual Dividend Yield1.72%

VANACHAI GROUP Technical Analysis

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

VANACHAI GROUP Predictive Forecast Models

VANACHAI GROUP time-series forecasting models is one of many VANACHAI GROUP's 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 VANACHAI GROUP'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 VANACHAI GROUP PUBLIC

Checking the ongoing alerts about VANACHAI GROUP for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for VANACHAI GROUP PUBLIC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
VANACHAI GROUP generated a negative expected return over the last 90 days
About 72.0% of the company outstanding shares are owned by insiders
Also, please take a look at VANACHAI GROUP Backtesting, VANACHAI GROUP Valuation, VANACHAI GROUP Correlation, VANACHAI GROUP Hype Analysis, VANACHAI GROUP Volatility, VANACHAI GROUP History as well as VANACHAI GROUP Performance. You can also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for analysis

When running VANACHAI GROUP PUBLIC price analysis, check to measure VANACHAI GROUP'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 VANACHAI GROUP is operating at the current time. Most of VANACHAI GROUP's value examination focuses on studying past and present price action to predict the probability of VANACHAI GROUP's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move VANACHAI GROUP's price. Additionally, you may evaluate how the addition of VANACHAI GROUP to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between VANACHAI GROUP's value and its price as these two are different measures arrived at by different means. Investors typically determine VANACHAI GROUP value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VANACHAI GROUP's 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.