Invesco Emerging Mutual Fund Forecast - Polynomial Regression

EMEFX -  USA Fund  

USD 9.23  0.13  1.43%

Invesco Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Invesco Emerging historical stock prices and determine the direction of Invesco Emerging Markets'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 Invesco Emerging historical fundamentals such as revenue growth or operating cash flow patterns.
Continue to Historical Fundamental Analysis of Invesco Emerging to cross-verify your projections.

Invesco Mutual Fund Forecast 

 
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Most investors in Invesco Emerging 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 Invesco Emerging's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Invesco Emerging's price structures and extracts relationships that further increase the generated results' accuracy.
Invesco Emerging polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Invesco Emerging Markets as well as the accuracy indicators are determined from the period prices.

Invesco Emerging Polynomial Regression Price Forecast For the 2nd of December

Given 90 days horizon, the Polynomial Regression forecasted value of Invesco Emerging Markets on the next trading day is expected to be 7.90 with a mean absolute deviation of 0.52, mean absolute percentage error of 0.41, and the sum of the absolute errors of 268.12. Please note that although there have been many attempts to predict Invesco 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 Invesco Emerging's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Invesco Emerging Mutual Fund Forecast Pattern

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Invesco Emerging Forecasted Value

In the context of forecasting Invesco Emerging'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. Invesco Emerging's downside and upside margins for the forecasting period are 6.55 and 9.25, respectively. We have considered Invesco Emerging'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
9.23
1st of December 2021
7.90
Expected Value
9.25
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 Invesco Emerging mutual fund data series using in forecasting. Note that when a statistical model is used to represent Invesco Emerging 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 Criteria949.7839
BiasArithmetic mean of the errors None
MADMean absolute deviation0.5216
MAPEMean absolute percentage error0.0531
SAESum of the absolute errors268.1201
A single variable polynomial regression model attempts to put a curve through the Invesco Emerging 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 Invesco Emerging

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Invesco Emerging Markets. 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 Invesco Emerging'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 Invesco Emerging in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.219.2310.25
Details
Intrinsic
Valuation
LowReal ValueHigh
8.369.3810.40
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
9.289.7510.22
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Invesco Emerging. Your research has to be compared to or analyzed against Invesco Emerging's peers to derive any actionable benefits. When done correctly, Invesco Emerging'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 Invesco Emerging Markets.

Other Forecasting Options for Invesco Emerging

For every potential investor in Invesco, whether a beginner or expert, Invesco Emerging's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Invesco Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Invesco. Basic forecasting techniques help filter out the noise by identifying Invesco Emerging'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 Invesco Emerging mutual fund to make a market-neutral strategy. Peer analysis of Invesco Emerging could also be used in its relative valuation, which is a method of valuing Invesco Emerging by comparing valuation metrics with similar companies.

Invesco Emerging Markets 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 Invesco Emerging'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 Invesco Emerging's current price.

Invesco Emerging Risk Indicators

The analysis of Invesco Emerging'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 Invesco Emerging's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Invesco Emerging 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.

Invesco Emerging Investors Sentiment

The influence of Invesco Emerging'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 Invesco. 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 Invesco Emerging 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, Invesco Emerging's short interest history, or implied volatility extrapolated from Invesco Emerging options trading.

Current Sentiment - EMEFX

Invesco Emerging Markets Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Invesco Emerging Markets. What is your judgment towards investing in Invesco Emerging Markets? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Pair Trading with Invesco Emerging

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 Invesco Emerging 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 Invesco Emerging will appreciate offsetting losses from the drop in the long position's value.

Invesco Emerging Pair Correlation

Equities Pair Trading Analysis

Correlation analysis and pair trading evaluation for Invesco Emerging and Vanguard Emerging Mkts. 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  
Continue to Historical Fundamental Analysis of Invesco Emerging to cross-verify your projections. Note that the Invesco Emerging Markets information on this page should be used as a complementary analysis to other Invesco Emerging'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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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Please note, there is a significant difference between Invesco Emerging's value and its price as these two are different measures arrived at by different means. Investors typically determine Invesco Emerging value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Invesco Emerging'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.