CA Immobilien Stock Forecast - Naive Prediction

CAI Stock  EUR 30.56  0.04  0.13%   
The Naive Prediction forecasted value of CA Immobilien Anlagen on the next trading day is expected to be 31.35 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 12.92. CAI Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast CA Immobilien stock prices and determine the direction of CA Immobilien Anlagen's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of CA Immobilien's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of CA Immobilien to cross-verify your projections.
  
Most investors in CA Immobilien cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the CA Immobilien's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets CA Immobilien's price structures and extracts relationships that further increase the generated results' accuracy.
A naive forecasting model for CA Immobilien is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of CA Immobilien Anlagen value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

CA Immobilien Naive Prediction Price Forecast For the 9th of June

Given 90 days horizon, the Naive Prediction forecasted value of CA Immobilien Anlagen on the next trading day is expected to be 31.35 with a mean absolute deviation of 0.21, mean absolute percentage error of 0.07, and the sum of the absolute errors of 12.92.
Please note that although there have been many attempts to predict CAI Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that CA Immobilien's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

CA Immobilien Stock Forecast Pattern

Backtest CA ImmobilienCA Immobilien Price PredictionBuy or Sell Advice 

CA Immobilien Forecasted Value

In the context of forecasting CA Immobilien's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. CA Immobilien's downside and upside margins for the forecasting period are 30.62 and 32.08, respectively. We have considered CA Immobilien's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
30.56
31.35
Expected Value
32.08
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of CA Immobilien stock data series using in forecasting. Note that when a statistical model is used to represent CA Immobilien stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria115.4992
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2119
MAPEMean absolute percentage error0.0069
SAESum of the absolute errors12.9233
This model is not at all useful as a medium-long range forecasting tool of CA Immobilien Anlagen. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict CA Immobilien. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for CA Immobilien

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CA Immobilien Anlagen. Regardless of method or technology, however, to accurately forecast the stock 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, anticipate that the market will even out over time. This tendency of CA Immobilien'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.
Hype
Prediction
LowEstimatedHigh
29.8330.5631.29
Details
Intrinsic
Valuation
LowRealHigh
29.9830.7131.44
Details

Other Forecasting Options for CA Immobilien

For every potential investor in CAI, whether a beginner or expert, CA Immobilien's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. CAI Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in CAI. Basic forecasting techniques help filter out the noise by identifying CA Immobilien's price trends.

CA Immobilien Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with CA Immobilien stock to make a market-neutral strategy. Peer analysis of CA Immobilien could also be used in its relative valuation, which is a method of valuing CA Immobilien by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

CA Immobilien Anlagen Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of CA Immobilien's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of CA Immobilien's current price.

CA Immobilien Market Strength Events

Market strength indicators help investors to evaluate how CA Immobilien stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CA Immobilien shares will generate the highest return on investment. By undertsting and applying CA Immobilien stock market strength indicators, traders can identify CA Immobilien Anlagen entry and exit signals to maximize returns.

CA Immobilien Risk Indicators

The analysis of CA Immobilien's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in CA Immobilien's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting cai stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Currently Active Assets on Macroaxis

Other Information on Investing in CAI Stock

CA Immobilien financial ratios help investors to determine whether CAI Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CAI with respect to the benefits of owning CA Immobilien security.