GCM Grosvenor Stock Forecast - 20 Period Moving Average
| GCMG Stock | USD 9.47 0.05 0.53% |
The 20 Period Moving Average forecasted value of GCM Grosvenor on the next trading day is expected to be 9.39 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 10.47. GCM Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast GCM Grosvenor stock prices and determine the direction of GCM Grosvenor's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of GCM Grosvenor's historical fundamentals, such as revenue growth or operating cash flow patterns. Although GCM Grosvenor's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of GCM Grosvenor's systematic risk associated with finding meaningful patterns of GCM Grosvenor fundamentals over time.
Check out Historical Fundamental Analysis of GCM Grosvenor to cross-verify your projections. GCM |
Open Interest Against 2024-05-17 GCM Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast GCM Grosvenor's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in GCM Grosvenor's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for GCM Grosvenor stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current GCM Grosvenor's open interest, investors have to compare it to GCM Grosvenor's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of GCM Grosvenor is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in GCM. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in GCM Grosvenor 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 GCM Grosvenor's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets GCM Grosvenor's price structures and extracts relationships that further increase the generated results' accuracy.
A commonly used 20-period moving average forecast model for GCM Grosvenor is based on a synthetically constructed GCM Grosvenordaily price series in which the value for a trading day is replaced by the mean of that value and the values for 20 of preceding and succeeding time periods. This model is best suited for price series data that changes over time. GCM Grosvenor 20 Period Moving Average Price Forecast For the 26th of April
Given 90 days horizon, the 20 Period Moving Average forecasted value of GCM Grosvenor on the next trading day is expected to be 9.39 with a mean absolute deviation of 0.25, mean absolute percentage error of 0.1, and the sum of the absolute errors of 10.47.Please note that although there have been many attempts to predict GCM 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 GCM Grosvenor's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
GCM Grosvenor Stock Forecast Pattern
| Backtest GCM Grosvenor | GCM Grosvenor Price Prediction | Buy or Sell Advice |
GCM Grosvenor Forecasted Value
In the context of forecasting GCM Grosvenor'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. GCM Grosvenor's downside and upside margins for the forecasting period are 7.97 and 10.80, respectively. We have considered GCM Grosvenor'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 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of GCM Grosvenor stock data series using in forecasting. Note that when a statistical model is used to represent GCM Grosvenor 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.| AIC | Akaike Information Criteria | 80.8533 |
| Bias | Arithmetic mean of the errors | -0.2251 |
| MAD | Mean absolute deviation | 0.2494 |
| MAPE | Mean absolute percentage error | 0.0273 |
| SAE | Sum of the absolute errors | 10.474 |
Predictive Modules for GCM Grosvenor
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GCM Grosvenor. 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 GCM Grosvenor'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.
Other Forecasting Options for GCM Grosvenor
For every potential investor in GCM, whether a beginner or expert, GCM Grosvenor's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. GCM Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in GCM. Basic forecasting techniques help filter out the noise by identifying GCM Grosvenor's price trends.GCM Grosvenor 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 GCM Grosvenor stock to make a market-neutral strategy. Peer analysis of GCM Grosvenor could also be used in its relative valuation, which is a method of valuing GCM Grosvenor by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
GCM Grosvenor 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 GCM Grosvenor'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 GCM Grosvenor's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
GCM Grosvenor Market Strength Events
Market strength indicators help investors to evaluate how GCM Grosvenor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading GCM Grosvenor shares will generate the highest return on investment. By undertsting and applying GCM Grosvenor stock market strength indicators, traders can identify GCM Grosvenor entry and exit signals to maximize returns.
GCM Grosvenor Risk Indicators
The analysis of GCM Grosvenor'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 GCM Grosvenor's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting gcm 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.
| Mean Deviation | 1.03 | |||
| Semi Deviation | 1.27 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.9 | |||
| Downside Variance | 2.15 | |||
| Semi Variance | 1.62 | |||
| Expected Short fall | (1.08) |
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.
GCM Grosvenor Investors Sentiment
The influence of GCM Grosvenor'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 GCM. 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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to GCM Grosvenor's public news can be used to forecast risks associated with an investment in GCM. The trend in average sentiment can be used to explain how an investor holding GCM can time the market purely based on public headlines and social activities around GCM Grosvenor. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
GCM Grosvenor's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for GCM Grosvenor's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average GCM Grosvenor's news discussions. The higher the estimated score, the more favorable is the investor's outlook on GCM Grosvenor.
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 GCM Grosvenor 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, GCM Grosvenor's short interest history, or implied volatility extrapolated from GCM Grosvenor options trading.
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Complementary Tools for GCM Stock analysis
When running GCM Grosvenor's price analysis, check to measure GCM Grosvenor'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 GCM Grosvenor is operating at the current time. Most of GCM Grosvenor's value examination focuses on studying past and present price action to predict the probability of GCM Grosvenor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GCM Grosvenor's price. Additionally, you may evaluate how the addition of GCM Grosvenor to your portfolios can decrease your overall portfolio volatility.
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Is GCM Grosvenor's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of GCM Grosvenor. If investors know GCM will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about GCM Grosvenor listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.66) | Dividend Share 0.44 | Earnings Share 0.414 | Revenue Per Share 10.276 | Quarterly Revenue Growth 0.164 |
The market value of GCM Grosvenor is measured differently than its book value, which is the value of GCM that is recorded on the company's balance sheet. Investors also form their own opinion of GCM Grosvenor's value that differs from its market value or its book value, called intrinsic value, which is GCM Grosvenor'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 GCM Grosvenor's market value can be influenced by many factors that don't directly affect GCM Grosvenor'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 GCM Grosvenor's value and its price as these two are different measures arrived at by different means. Investors typically determine if GCM Grosvenor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GCM Grosvenor'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.