PSP Forecast




Price Forecast:


Bearish<->Bullish




Bullish Case: The current low implied volatility suggests a stable market environment, and historical data indicates strong mean reversion potential. A favorable macroeconomic outlook and increasing demand for private equity could propel PSP prices significantly higher.




Bearish Case: Heightened market uncertainty and geopolitical risks might trigger short-term volatility spikes, negatively impacting investor sentiment towards PSP. If economic conditions worsen, bearish trends could dominate and suppress price movement.




Potential Outcomes:
  1. Price increases by 10% due to mean reversion (30% chance).
  2. Price stabilizes with minor fluctuations (50% chance).
  3. Price decreases by 5% as market volatility arises (20% chance).




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November 23, 2024


Invesco Global Listed Private Equity Forecast

PSP        Invesco Global Listed Private Equity











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Anticorrelated Assets

Assets that tend to move strongly against PSP



JACK Forecast + Options Trading Strategies   JACK  Jack In The Box (-0.63)


BIIB Forecast + Options Trading Strategies   BIIB  Biogen (-0.67)


VSAT Forecast + Options Trading Strategies   VSAT  Viasat (-0.7)


BMRN Forecast + Options Trading Strategies   BMRN  Registered Shares (-0.75)


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