Sa Real Mutual Fund Forecast - Polynomial Regression

SAREX -  USA Fund  

USD 14.06  0.13  0.92%

SAREX Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Sa Real historical stock prices and determine the direction of Sa Real Estate'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 Sa Real historical fundamentals such as revenue growth or operating cash flow patterns.
Additionally, take a look at Historical Fundamental Analysis of Sa Real to cross-verify your projections.

SAREX Mutual Fund Forecast 

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

Sa Real Polynomial Regression Price Forecast For the 18th of January 2022

Given 90 days horizon, the Polynomial Regression forecasted value of Sa Real Estate on the next trading day is expected to be 13.85 with a mean absolute deviation of 0.17, mean absolute percentage error of 0.05, and the sum of the absolute errors of 10.08. Please note that although there have been many attempts to predict SAREX 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 Sa Real's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Sa Real Mutual Fund Forecast Pattern

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Sa Real Forecasted Value

In the context of forecasting Sa Real'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. Sa Real's downside and upside margins for the forecasting period are 12.50 and 15.21, respectively. We have considered Sa Real'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
14.06
17th of January 2022
13.85
Expected Value
15.21
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 Sa Real mutual fund data series using in forecasting. Note that when a statistical model is used to represent Sa Real 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 Criteria115.1799
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1652
MAPEMean absolute percentage error0.0111
SAESum of the absolute errors10.0758
A single variable polynomial regression model attempts to put a curve through the Sa Real 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 Sa Real

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sa Real Estate. 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 Sa Real'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 Sa Real in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
12.7014.0615.42
Details
Intrinsic
Valuation
LowReal ValueHigh
12.8814.2415.60
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.8114.3714.92
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sa Real. Your research has to be compared to or analyzed against Sa Real's peers to derive any actionable benefits. When done correctly, Sa Real'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 Sa Real Estate.

Other Forecasting Options for Sa Real

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

Sa Real Estate 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 Sa Real'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 Sa Real's current price.

Sa Real Risk Indicators

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

Be your own money manager

Our tools can tell you how much better you can do entering a position in Sa Real without increasing your portfolio risk or giving up 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.

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Additionally, take a look at Historical Fundamental Analysis of Sa Real to cross-verify your projections. Note that the Sa Real Estate information on this page should be used as a complementary analysis to other Sa Real'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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

Complementary Tools for SAREX Mutual Fund analysis

When running Sa Real Estate price analysis, check to measure Sa Real'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 Sa Real is operating at the current time. Most of Sa Real's value examination focuses on studying past and present price action to predict the probability of Sa Real's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sa Real's price. Additionally, you may evaluate how the addition of Sa Real to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Sa Real's value and its price as these two are different measures arrived at by different means. Investors typically determine Sa Real value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sa Real'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.