Commerzbank Pink Sheet Forecast - Polynomial Regression

CRZBF Stock  USD 13.50  0.50  3.85%   
The Polynomial Regression forecasted value of Commerzbank AG on the next trading day is expected to be 14.22 with a mean absolute deviation of  0.16  and the sum of the absolute errors of 9.81. Commerzbank Pink Sheet Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Commerzbank stock prices and determine the direction of Commerzbank AG's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Commerzbank's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Commerzbank to cross-verify your projections.
  
Most investors in Commerzbank 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 Commerzbank's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Commerzbank's price structures and extracts relationships that further increase the generated results' accuracy.
Commerzbank polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Commerzbank AG as well as the accuracy indicators are determined from the period prices.

Commerzbank Polynomial Regression Price Forecast For the 29th of March

Given 90 days horizon, the Polynomial Regression forecasted value of Commerzbank AG on the next trading day is expected to be 14.22 with a mean absolute deviation of 0.16, mean absolute percentage error of 0.05, and the sum of the absolute errors of 9.81.
Please note that although there have been many attempts to predict Commerzbank Pink Sheet 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 Commerzbank's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Commerzbank Pink Sheet Forecast Pattern

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Commerzbank Forecasted Value

In the context of forecasting Commerzbank's Pink Sheet 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. Commerzbank's downside and upside margins for the forecasting period are 12.70 and 15.74, respectively. We have considered Commerzbank'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
13.50
14.22
Expected Value
15.74
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Commerzbank pink sheet data series using in forecasting. Note that when a statistical model is used to represent Commerzbank pink sheet, 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 Criteria115.0128
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1608
MAPEMean absolute percentage error0.0134
SAESum of the absolute errors9.806
A single variable polynomial regression model attempts to put a curve through the Commerzbank historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Commerzbank

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Commerzbank AG. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Commerzbank'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
11.9813.5015.02
Details
Intrinsic
Valuation
LowRealHigh
11.3812.9014.42
Details
Bollinger
Band Projection (param)
LowMiddleHigh
13.5013.5013.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Commerzbank. Your research has to be compared to or analyzed against Commerzbank's peers to derive any actionable benefits. When done correctly, Commerzbank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Commerzbank AG.

Other Forecasting Options for Commerzbank

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

Commerzbank 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 Commerzbank pink sheet to make a market-neutral strategy. Peer analysis of Commerzbank could also be used in its relative valuation, which is a method of valuing Commerzbank by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Commerzbank AG Technical and Predictive Analytics

The pink sheet market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Commerzbank'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 Commerzbank's current price.

Commerzbank Market Strength Events

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

Commerzbank Risk Indicators

The analysis of Commerzbank'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 Commerzbank's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting commerzbank pink sheet 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.
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 Commerzbank 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, Commerzbank's short interest history, or implied volatility extrapolated from Commerzbank options trading.

Pair Trading with Commerzbank

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Commerzbank position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Commerzbank will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to Commerzbank could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Commerzbank when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Commerzbank - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Commerzbank AG to buy it.
The correlation of Commerzbank is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Commerzbank moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Commerzbank AG moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Commerzbank can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Check out Historical Fundamental Analysis of Commerzbank to cross-verify your projections.
Note that the Commerzbank AG information on this page should be used as a complementary analysis to other Commerzbank'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 the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.

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