Penn Capital Mutual Fund Forecast - Polynomial Regression
| PFRNXDelisted Fund | USD 9.23 0.00 0.00% |
The Polynomial Regression forecasted value of Penn Capital Senior on the next trading day is expected to be 9.23 with a mean absolute deviation of 0 and the sum of the absolute errors of 0.16. Penn Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Penn Capital stock prices and determine the direction of Penn Capital Senior's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Penn Capital's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. Penn |
Most investors in Penn Capital cannot accurately predict what will happen the next trading day because, historically, fund 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 Penn Capital's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Penn Capital's price structures and extracts relationships that further increase the generated results' accuracy.
Penn Capital polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Penn Capital Senior as well as the accuracy indicators are determined from the period prices. Penn Capital Polynomial Regression Price Forecast For the 26th of April
Given 90 days horizon, the Polynomial Regression forecasted value of Penn Capital Senior on the next trading day is expected to be 9.23 with a mean absolute deviation of 0, mean absolute percentage error of 0.00003, and the sum of the absolute errors of 0.16.Please note that although there have been many attempts to predict Penn 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 Penn Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Penn Capital Mutual Fund Forecast Pattern
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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 Penn Capital mutual fund data series using in forecasting. Note that when a statistical model is used to represent Penn Capital 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.| AIC | Akaike Information Criteria | 107.7007 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0027 |
| MAPE | Mean absolute percentage error | 3.0E-4 |
| SAE | Sum of the absolute errors | 0.162 |
Predictive Modules for Penn 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 Penn Capital Senior. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Penn 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.
Penn 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 Penn Capital mutual fund to make a market-neutral strategy. Peer analysis of Penn Capital could also be used in its relative valuation, which is a method of valuing Penn Capital by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Penn Capital Market Strength Events
Market strength indicators help investors to evaluate how Penn Capital 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 Penn Capital shares will generate the highest return on investment. By undertsting and applying Penn Capital mutual fund market strength indicators, traders can identify Penn Capital Senior entry and exit signals to maximize returns.
Penn Capital Risk Indicators
The analysis of Penn 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 Penn Capital's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting penn mutual fund 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 | 0.0342 | |||
| Standard Deviation | 0.0936 | |||
| Variance | 0.0088 |
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.
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 Penn Capital 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, Penn Capital's short interest history, or implied volatility extrapolated from Penn Capital options trading.
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Penn Capital Senior using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
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Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Other Consideration for investing in Penn Mutual Fund
If you are still planning to invest in Penn Capital Senior check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Penn Capital's history and understand the potential risks before investing.
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