Vanguard Etf Forecast - Naive Prediction

VOO Etf

USD 363.56 2.41 0.67%

Vanguard Etf Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Vanguard historical stock prices and determine the direction of Vanguard SP 500'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 Vanguard historical fundamentals such as revenue growth or operating cash flow patterns.

Check out Historical Fundamental Analysis of Vanguard to cross-verify your projections. To learn how to invest in Vanguard Etf please use our How to Invest in Vanguard guide.

Open Interest Agains t 2023-04-21 Vanguard Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Vanguard's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Vanguard's options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Vanguard stock based on available contracts left at the end of a trading day.

Please note, to derive more accurate forecasting about market movement from the current Vanguard's open interest, investors have to compare it to Vanguard's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Vanguard is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Vanguard. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.

Most investors in Vanguard 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 Vanguard's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Vanguard's price structures and extracts relationships that further increase the generated results' accuracy.

A naive forecasting model for Vanguard is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Vanguard SP 500 value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

More About Naive Prediction All Equity Analysis

Vanguard Naive Prediction Price Forecast For the 26th of March

Given 90 days horizon, the Naive Prediction forecasted value of Vanguard SP 500 on the next trading day is expected to be 367.81 with a mean absolute deviation of 3.03, mean absolute percentage error of 13.98, and the sum of the absolute errors of 188.15.

Please note that although there have been many attempts to predict Vanguard Etf 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 Vanguard's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Vanguard Etf Forecast Pattern

Backtest Vanguard

Vanguard Price Prediction

Buy or Sell Advice

Vanguard Forecasted Value

In the context of forecasting Vanguard's Etf 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. Vanguard's downside and upside margins for the forecasting period are 366.74 and 368.87, respectively. We have considered Vanguard'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 363.56

366.74

Downside

367.81

Expected Value

Target Odds

Above Odds

Below Odds

368.87

Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Vanguard etf data series using in forecasting. Note that when a statistical model is used to represent Vanguard etf, 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	122.5859
Bias	Arithmetic mean of the errors	None
MAD	Mean absolute deviation	3.0347
MAPE	Mean absolute percentage error	0.0083
SAE	Sum of the absolute errors	188.1534

This model is not at all useful as a medium-long range forecasting tool of Vanguard SP 500. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Vanguard. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Vanguard

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vanguard SP 500. 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 Vanguard'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 Vanguard in the context of predictive analytics.

Hype

Prediction

Low	Estimated Value	High
362.69	363.75	364.81

Details

Intrinsic

Valuation

Low	Real Value	High
327.20	367.47	368.53

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
354.28	361.45	368.63

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vanguard. Your research has to be compared to or analyzed against Vanguard's peers to derive any actionable benefits. When done correctly, Vanguard'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 Vanguard SP 500.

Other Forecasting Options for Vanguard

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

Vanguard 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 Vanguard etf to make a market-neutral strategy. Peer analysis of Vanguard could also be used in its relative valuation, which is a method of valuing Vanguard by comparing valuation metrics with similar companies.

Vanguard SP 500Vanguard SP 500ZEGA Buy AndHartford Total ReturnDHDGZillow GroupHull Tactical USNorthern LightsAmerican AirlinesAlcoa CorpApple IncBest BuyCitigroupSentinelOneCVS Health Corp

Risk & Return

Correlation

Vanguard SP 500 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 Vanguard'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 Vanguard's current price.

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
	Overlap Studies
	Pattern Recognition
	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

Vanguard Risk Indicators

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

	Mean Deviation	0.8617
	Semi Deviation	0.9772
	Standard Deviation	1.06
	Variance	1.12
	Downside Variance	1.09
	Semi Variance	0.9548
	Expected Short fall	(0.90)

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.

Vanguard Implied Volatility

20.52

Vanguard's implied volatility exposes the market's sentiment of Vanguard SP 500 stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Vanguard's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Vanguard stock will not fluctuate a lot when Vanguard's options are near their expiration.

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 Vanguard 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, Vanguard's short interest history, or implied volatility extrapolated from Vanguard options trading.

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.

OTPBF	OTP Bank Nyrt
F	Ford Motor
GOOG	Alphabet Inc Class

Check out Historical Fundamental Analysis of Vanguard to cross-verify your projections. To learn how to invest in Vanguard Etf please use our How to Invest in Vanguard guide. You can also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.

Complementary Tools for analysis

When running Vanguard SP 500 price analysis, check to measure Vanguard'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 Vanguard is operating at the current time. Most of Vanguard's value examination focuses on studying past and present price action to predict the probability of Vanguard's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vanguard's price. Additionally, you may evaluate how the addition of Vanguard to your portfolios can decrease your overall portfolio volatility.

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The market value of Vanguard SP 500 is measured differently than its book value, which is the value of Vanguard that is recorded on the company's balance sheet. Investors also form their own opinion of Vanguard's value that differs from its market value or its book value, called intrinsic value, which is Vanguard's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vanguard's market value can be influenced by many factors that don't directly affect Vanguard's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Vanguard's value and its price as these two are different measures arrived at by different means. Investors typically determine Vanguard value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vanguard'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.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

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	Naive Prediction
	Simple Exponential Smoothing
	Double Exponential Smoothing
	Triple Exponential Smoothing
	Simple Regression
	Polynomial Regression
	Simple Moving Average
	4 Period Moving Average
	8 Period Moving Average
	20 Period Moving Average

Vanguard Etf Forecast - Naive Prediction

Open Interest Agains t 2023-04-21 Vanguard Option Contracts

Vanguard Naive Prediction Price Forecast For the 26th of March

Vanguard Etf Forecast Pattern

Vanguard Forecasted Value

Model Predictive Factors

Predictive Modules for Vanguard

Other Forecasting Options for Vanguard

Vanguard Related Equities

Vanguard SP 500 Technical and Predictive Analytics

Vanguard Risk Indicators

Vanguard Implied Volatility

Also Currently Popular

Complementary Tools for analysis

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