Ab Cap Mutual Fund Forecast - Simple Regression

ASLAX -  USA Fund  

USD 14.08  0.02  0.14%

ASLAX Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Ab Cap historical stock prices and determine the direction of Ab Cap Fund's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Ab Cap historical fundamentals such as revenue growth or operating cash flow patterns.
Please continue to Historical Fundamental Analysis of Ab Cap to cross-verify your projections.

ASLAX Mutual Fund Forecast 

 
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Most investors in Ab Cap 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 Ab Cap's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Ab Cap's price structures and extracts relationships that further increase the generated results' accuracy.
Simple Regression model is a single variable regression model that attempts to put a straight line through Ab Cap price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Ab Cap Simple Regression Price Forecast For the 18th of January 2022

Given 90 days horizon, the Simple Regression forecasted value of Ab Cap Fund on the next trading day is expected to be 13.69 with a mean absolute deviation of 0.37, mean absolute percentage error of 0.19, and the sum of the absolute errors of 22.63. Please note that although there have been many attempts to predict ASLAX Mutual Fund 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 Ab Cap's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Ab Cap Mutual Fund Forecast Pattern

Backtest Ab CapAb Cap Price PredictionBuy or Sell Advice 

Ab Cap Forecasted Value

In the context of forecasting Ab Cap's Mutual Fund 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. Ab Cap's downside and upside margins for the forecasting period are 12.33 and 15.06, respectively. We have considered Ab Cap'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
14.08
17th of January 2022
13.69
Expected Value
15.06
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Ab Cap mutual fund data series using in forecasting. Note that when a statistical model is used to represent Ab Cap mutual fund, 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 Criteria116.4359
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3709
MAPEMean absolute percentage error0.025
SAESum of the absolute errors22.6254
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Ab Cap Fund historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for Ab Cap

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Ab Cap Fund. 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 Ab Cap'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 Ab Cap in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.7214.0815.44
Details
Intrinsic
Valuation
LowReal ValueHigh
12.9014.2615.62
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.0214.1114.20
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ab Cap. Your research has to be compared to or analyzed against Ab Cap's peers to derive any actionable benefits. When done correctly, Ab Cap'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 Ab Cap Fund.

Other Forecasting Options for Ab Cap

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

View Currently 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 Ab Cap mutual fund to make a market-neutral strategy. Peer analysis of Ab Cap could also be used in its relative valuation, which is a method of valuing Ab Cap by comparing valuation metrics with similar companies.

Ab Cap Fund 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 Ab Cap'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 Ab Cap's current price.

Ab Cap Market Strength Events

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

Ab Cap Risk Indicators

The analysis of Ab Cap's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Ab Cap's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Ab Cap stock price, 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 stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Ab Cap Investors Sentiment

The influence of Ab Cap's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in ASLAX. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
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 Ab Cap 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, Ab Cap's short interest history, or implied volatility extrapolated from Ab Cap options trading.

Current Sentiment - ASLAX

Ab Cap Fund Investor Sentiment

Most of Macroaxis users are presently bullish on Ab Cap Fund. What is your sentiment towards investing in Ab Cap Fund? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Trading with Ab Cap

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 Ab Cap 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 Ab Cap will appreciate offsetting losses from the drop in the long position's value.

Ab Cap Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Ab Cap and Neuberger Berman Long. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Please continue to Historical Fundamental Analysis of Ab Cap to cross-verify your projections. Note that the Ab Cap Fund information on this page should be used as a complementary analysis to other Ab Cap'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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.

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