Cambria Global Etf Forecast - Simple Exponential Smoothing
| GAA Etf | USD 26.29 0.11 0.42% |
Cambria Etf Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Cambria Global stock prices and determine the direction of Cambria Global Asset'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 Cambria Global historical fundamentals such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Cambria Global to cross-verify your projections. Cambria |
Most investors in Cambria Global 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 Cambria Global's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Cambria Global's price structures and extracts relationships that further increase the generated results' accuracy.
Cambria Global simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Cambria Global Asset are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Cambria Global Asset prices get older. Cambria Global Simple Exponential Smoothing Price Forecast For the 1st of October
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Cambria Global Asset on the next trading day is expected to be 26.29 with a mean absolute deviation of 0.11, mean absolute percentage error of 0.022713, and the sum of the absolute errors of 6.93.Please note that although there have been many attempts to predict Cambria Etf 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 Cambria Global's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Cambria Global Etf Forecast Pattern
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Cambria Global Forecasted Value
In the context of forecasting Cambria Global's Etf 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. Cambria Global's downside and upside margins for the forecasting period are 25.70 and 26.89, respectively. We have considered Cambria Global'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Cambria Global etf data series using in forecasting. Note that when a statistical model is used to represent Cambria Global etf, 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.| AIC | Akaike Information Criteria | 114.3257 |
| Bias | Arithmetic mean of the errors | 6.0E-4 |
| MAD | Mean absolute deviation | 0.1137 |
| MAPE | Mean absolute percentage error | 0.0042 |
| SAE | Sum of the absolute errors | 6.9329 |
Predictive Modules for Cambria Global
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Cambria Global Asset. 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 Cambria Global'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 Cambria Global in the context of predictive analytics.
Other Forecasting Options for Cambria Global
For every potential investor in Cambria, whether a beginner or expert, Cambria Global's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Cambria Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Cambria. Basic forecasting techniques help filter out the noise by identifying Cambria Global's price trends.Cambria Global 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 Cambria Global etf to make a market-neutral strategy. Peer analysis of Cambria Global could also be used in its relative valuation, which is a method of valuing Cambria Global by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Cambria Global Asset 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 Cambria Global'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 Cambria Global's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Cambria Global Market Strength Events
Market strength indicators help investors to evaluate how Cambria Global etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cambria Global shares will generate the highest return on investment. By undertsting and applying Cambria Global etf market strength indicators, traders can identify Cambria Global Asset entry and exit signals to maximize returns.
| Accumulation Distribution | 6.83 | |||
| Daily Balance Of Power | (1.83) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 26.32 | |||
| Day Typical Price | 26.31 | |||
| Price Action Indicator | (0.09) |
Cambria Global Risk Indicators
The analysis of Cambria Global'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 Cambria Global's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Cambria Global 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.
| Mean Deviation | 0.4741 | |||
| Semi Deviation | 0.5442 | |||
| Standard Deviation | 0.6517 | |||
| Variance | 0.4247 | |||
| Downside Variance | 0.3259 | |||
| Semi Variance | 0.2961 | |||
| Expected Short fall | (0.56) |
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.
Be your own money manager
Our tools can tell you how much better you can do entering a position in Cambria Global without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Check out Historical Fundamental Analysis of Cambria Global to cross-verify your projections. Note that the Cambria Global Asset information on this page should be used as a complementary analysis to other Cambria Global'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 Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for Cambria Etf analysis
When running Cambria Global's price analysis, check to measure Cambria Global'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 Cambria Global is operating at the current time. Most of Cambria Global's value examination focuses on studying past and present price action to predict the probability of Cambria Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cambria Global's price. Additionally, you may evaluate how the addition of Cambria Global to your portfolios can decrease your overall portfolio volatility.
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The market value of Cambria Global Asset is measured differently than its book value, which is the value of Cambria that is recorded on the company's balance sheet. Investors also form their own opinion of Cambria Global's value that differs from its market value or its book value, called intrinsic value, which is Cambria Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cambria Global's market value can be influenced by many factors that don't directly affect Cambria Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cambria Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cambria Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cambria Global'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.
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