054536AA5 Forecast - 4 Period Moving Average
| 054536AA5 | 119.64 3.63 3.13% |
The 4 Period Moving Average forecasted value of AXA SA 86 on the next trading day is expected to be 121.59 with a mean absolute deviation of 0.82 and the sum of the absolute errors of 47.34. 054536AA5 Bond Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast 054536AA5 stock prices and determine the direction of AXA SA 86's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of 054536AA5's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of 054536AA5 to cross-verify your projections. 054536AA5 |
Most investors in 054536AA5 cannot accurately predict what will happen the next trading day because, historically, bond 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 19th of April
Given 90 days horizon, the 4 Period Moving Average forecasted value of AXA SA 86 on the next trading day is expected to be 121.59 with a mean absolute deviation of 0.82, mean absolute percentage error of 1.79, and the sum of the absolute errors of 47.34.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
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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 120.83 and 122.35, 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.
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.| AIC | Akaike Information Criteria | 113.1768 |
| Bias | Arithmetic mean of the errors | -0.036 |
| MAD | Mean absolute deviation | 0.8162 |
| MAPE | Mean absolute percentage error | 0.0068 |
| SAE | Sum of the absolute errors | 47.34 |
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 bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the bond 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 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.
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.054536AA5 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.
| Risk & Return | Correlation |
AXA SA 86 Technical and Predictive Analytics
The bond 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
054536AA5 Market Strength Events
Market strength indicators help investors to evaluate how 054536AA5 bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading 054536AA5 shares will generate the highest return on investment. By undertsting and applying 054536AA5 bond market strength indicators, traders can identify AXA SA 86 entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.03 | |||
| Day Median Price | 119.64 | |||
| Day Typical Price | 119.64 | |||
| Price Action Indicator | 1.81 | |||
| Period Momentum Indicator | 3.63 |
054536AA5 Risk Indicators
The analysis of 054536AA5'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 054536AA5's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting 054536aa5 bond 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. 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.
| Mean Deviation | 0.63 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.21 |
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.
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.Check out 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 the Global Correlations module to find global opportunities by holding instruments from different markets.