Annaly Capital Preferred Stock Forecast - 8 Period Moving Average

NLY-PF Preferred Stock  USD 25.30  0.05  0.20%   
The 8 Period Moving Average forecasted value of Annaly Capital Management on the next trading day is expected to be 25.31 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.05. Annaly Preferred Stock Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Annaly Capital's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Most investors in Annaly Capital cannot accurately predict what will happen the next trading day because, historically, preferred 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 Annaly Capital's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Annaly Capital's price structures and extracts relationships that further increase the generated results' accuracy.
An 8-period moving average forecast model for Annaly Capital is based on an artificially constructed time series of Annaly Capital daily prices in which the value for a trading day is replaced by the mean of that value and the values for 8 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

Annaly Capital 8 Period Moving Average Price Forecast For the 14th of June 2024

Given 90 days horizon, the 8 Period Moving Average forecasted value of Annaly Capital Management on the next trading day is expected to be 25.31 with a mean absolute deviation of 0.09, mean absolute percentage error of 0.01, and the sum of the absolute errors of 5.05.
Please note that although there have been many attempts to predict Annaly Preferred 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 Annaly Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Annaly Capital Preferred Stock Forecast Pattern

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Annaly Capital Forecasted Value

In the context of forecasting Annaly Capital's Preferred 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. Annaly Capital's downside and upside margins for the forecasting period are 25.06 and 25.57, respectively. We have considered Annaly Capital'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
25.30
25.31
Expected Value
25.57
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 8 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Annaly Capital preferred stock data series using in forecasting. Note that when a statistical model is used to represent Annaly Capital preferred 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.
AICAkaike Information Criteria100.9355
BiasArithmetic mean of the errors -0.0623
MADMean absolute deviation0.0935
MAPEMean absolute percentage error0.0038
SAESum of the absolute errors5.0475
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Annaly Capital Management 8-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for Annaly Capital

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Annaly Capital Management. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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 Annaly Capital'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
25.0525.3025.55
Details
Intrinsic
Valuation
LowRealHigh
24.3724.6227.83
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.3724.9025.44
Details

Other Forecasting Options for Annaly Capital

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

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

Annaly Capital Management Technical and Predictive Analytics

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

Annaly Capital Market Strength Events

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

Annaly Capital Risk Indicators

The analysis of Annaly Capital'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 Annaly Capital's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting annaly preferred 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.
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.

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Other Information on Investing in Annaly Preferred Stock

Annaly Capital financial ratios help investors to determine whether Annaly Preferred Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Annaly with respect to the benefits of owning Annaly Capital security.