054536AA5 Forecast - 4 Period Moving Average

054536AA5 -  USA Bond  

 145.14  0.00  0.00%

054536AA5 Bond Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast 054536AA5 historical stock prices and determine the direction of AXA SA 86'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 054536AA5 historical fundamentals such as revenue growth or operating cash flow patterns.
Also, please take a look at Historical Fundamental Analysis of 054536AA5 to cross-verify your projections.

054536AA5 Bond Forecast 

 
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Most investors in 054536AA5 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 054536AA5's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets 054536AA5's price structures and extracts relationships that further increase the generated results' accuracy.
A four-period moving average forecast model for AXA SA 86 is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

054536AA5 4 Period Moving Average Price Forecast For the 1st of December

Given 90 days horizon, the 4 Period Moving Average forecasted value of AXA SA 86 on the next trading day is expected to be 145.48 with a mean absolute deviation of 0.70, mean absolute percentage error of 0.71, and the sum of the absolute errors of 9.07. Please note that although there have been many attempts to predict 054536AA5 Bond 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 054536AA5's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

054536AA5 Bond Forecast Pattern

Backtest 054536AA5054536AA5 Price PredictionBuy or Sell Advice 

054536AA5 Forecasted Value

In the context of forecasting 054536AA5's Bond 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. 054536AA5's downside and upside margins for the forecasting period are 144.94 and 146.03, respectively. We have considered 054536AA5'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
145.14
30th of November 2021
144.94
Downside
145.48
Expected Value
146.03
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of 054536AA5 bond data series using in forecasting. Note that when a statistical model is used to represent 054536AA5 bond, 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 Criteria29.5527
BiasArithmetic mean of the errors 0.3715
MADMean absolute deviation0.6977
MAPEMean absolute percentage error0.0048
SAESum of the absolute errors9.07
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of 054536AA5. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for AXA SA 86 and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for 054536AA5

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AXA SA 86. 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 054536AA5'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 054536AA5 in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
144.59145.14145.69
Details
Intrinsic
Valuation
LowReal ValueHigh
130.63146.03146.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
143.18145.68148.19
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as 054536AA5. Your research has to be compared to or analyzed against 054536AA5's peers to derive any actionable benefits. When done correctly, 054536AA5'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 AXA SA 86.

Other Forecasting Options for 054536AA5

For every potential investor in 054536AA5, whether a beginner or expert, 054536AA5's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. 054536AA5 Bond price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in 054536AA5. Basic forecasting techniques help filter out the noise by identifying 054536AA5'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 054536AA5 bond to make a market-neutral strategy. Peer analysis of 054536AA5 could also be used in its relative valuation, which is a method of valuing 054536AA5 by comparing valuation metrics with similar companies.

AXA SA 86 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 054536AA5'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 054536AA5's current price.

054536AA5 Risk Indicators

The analysis of 054536AA5'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 054536AA5's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting 054536AA5 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. One of the essential factors to consider when estimating the risk of default for a bond instrument is its duration, which is the bond's price sensitivity to changes in interest rates. The duration of AXA SA 86 bond is primarily affected by its yield, coupon rate, and time to maturity. The duration of a bond will be higher the lower its coupon, lower its yield, and longer the time left to maturity.
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.

054536AA5 Investors Sentiment

The influence of 054536AA5'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 054536AA5. 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 markets does not have a solid backing from leading economists and market statisticians.
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 054536AA5 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, 054536AA5's short interest history, or implied volatility extrapolated from 054536AA5 options trading.

Current Sentiment - 054536AA5

AXA SA 86 Investor Sentiment

Macroaxis portfolio users are unemotional in their outlook on investing in AXA SA 86. What is your sentiment towards investing in AXA SA 86? Are you bullish or bearish?
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50% Bullish
50% Bearish
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Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity..
Also, please take a look at Historical Fundamental Analysis of 054536AA5 to cross-verify your projections. Note that the AXA SA 86 information on this page should be used as a complementary analysis to other 054536AA5'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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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When running AXA SA 86 price analysis, check to measure 054536AA5'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 054536AA5 is operating at the current time. Most of 054536AA5's value examination focuses on studying past and present price action to predict the probability of 054536AA5's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move 054536AA5's price. Additionally, you may evaluate how the addition of 054536AA5 to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between 054536AA5's value and its price as these two are different measures arrived at by different means. Investors typically determine 054536AA5 value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 054536AA5'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.