Merchants Financial Pink Sheet Forecast - Polynomial Regression
MFGI Stock | USD 24.00 0.05 0.21% |
The Polynomial Regression forecasted value of Merchants Financial Group on the next trading day is expected to be 24.21 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 15.65. Merchants Pink Sheet Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Merchants Financial stock prices and determine the direction of Merchants Financial Group's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Merchants Financial's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Merchants Financial to cross-verify your projections. Merchants |
Most investors in Merchants Financial 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 Merchants Financial's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Merchants Financial's price structures and extracts relationships that further increase the generated results' accuracy.
Merchants Financial polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Merchants Financial Group as well as the accuracy indicators are determined from the period prices. Merchants Financial Polynomial Regression Price Forecast For the 3rd of May
Given 90 days horizon, the Polynomial Regression forecasted value of Merchants Financial Group on the next trading day is expected to be 24.21 with a mean absolute deviation of 0.25, mean absolute percentage error of 0.20, and the sum of the absolute errors of 15.65.Please note that although there have been many attempts to predict Merchants Pink Sheet 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 Merchants Financial's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Merchants Financial Pink Sheet Forecast Pattern
Backtest Merchants Financial | Merchants Financial Price Prediction | Buy or Sell Advice |
Merchants Financial Forecasted Value
In the context of forecasting Merchants Financial's Pink Sheet 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. Merchants Financial's downside and upside margins for the forecasting period are 22.12 and 26.31, respectively. We have considered Merchants Financial'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 Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Merchants Financial pink sheet data series using in forecasting. Note that when a statistical model is used to represent Merchants Financial pink sheet, 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 | 118.3522 |
Bias | Arithmetic mean of the errors | None |
MAD | Mean absolute deviation | 0.2525 |
MAPE | Mean absolute percentage error | 0.0103 |
SAE | Sum of the absolute errors | 15.6535 |
Predictive Modules for Merchants Financial
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Merchants Financial. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Merchants Financial'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 Merchants Financial
For every potential investor in Merchants, whether a beginner or expert, Merchants Financial's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Merchants Pink Sheet price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Merchants. Basic forecasting techniques help filter out the noise by identifying Merchants Financial's price trends.Merchants Financial 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 Merchants Financial pink sheet to make a market-neutral strategy. Peer analysis of Merchants Financial could also be used in its relative valuation, which is a method of valuing Merchants Financial by comparing valuation metrics with similar companies.
Risk & Return | Correlation |
Merchants Financial Technical and Predictive Analytics
The pink sheet market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Merchants Financial'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 Merchants Financial's current price.Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Merchants Financial Market Strength Events
Market strength indicators help investors to evaluate how Merchants Financial pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merchants Financial shares will generate the highest return on investment. By undertsting and applying Merchants Financial pink sheet market strength indicators, traders can identify Merchants Financial Group entry and exit signals to maximize returns.
Merchants Financial Risk Indicators
The analysis of Merchants Financial'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 Merchants Financial's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting merchants pink sheet 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 | 0.7377 | |||
Semi Deviation | 1.36 | |||
Standard Deviation | 2.04 | |||
Variance | 4.18 | |||
Downside Variance | 7.46 | |||
Semi Variance | 1.85 | |||
Expected Short fall | (1.89) |
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.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Historical Fundamental Analysis of Merchants Financial to cross-verify your projections. Note that the Merchants Financial information on this page should be used as a complementary analysis to other Merchants Financial'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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for Merchants Pink Sheet analysis
When running Merchants Financial's price analysis, check to measure Merchants Financial'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 Merchants Financial is operating at the current time. Most of Merchants Financial's value examination focuses on studying past and present price action to predict the probability of Merchants Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merchants Financial's price. Additionally, you may evaluate how the addition of Merchants Financial to your portfolios can decrease your overall portfolio volatility.
Transaction History View history of all your transactions and understand their impact on performance | |
USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
Content Syndication Quickly integrate customizable finance content to your own investment portal |