Fastighets Stock Forecast - Polynomial Regression

TRIAN-B Stock  SEK 18.75  0.25  1.35%   
The Polynomial Regression forecasted value of Fastighets AB Trianon on the next trading day is expected to be 19.44 with a mean absolute deviation of  0.29  and the sum of the absolute errors of 17.57. Fastighets Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Fastighets stock prices and determine the direction of Fastighets AB Trianon's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Fastighets' historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Fastighets to cross-verify your projections.
  
Most investors in Fastighets 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 Fastighets' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Fastighets' price structures and extracts relationships that further increase the generated results' accuracy.
Fastighets polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Fastighets AB Trianon as well as the accuracy indicators are determined from the period prices.

Fastighets Polynomial Regression Price Forecast For the 29th of March

Given 90 days horizon, the Polynomial Regression forecasted value of Fastighets AB Trianon on the next trading day is expected to be 19.44 with a mean absolute deviation of 0.29, mean absolute percentage error of 0.11, and the sum of the absolute errors of 17.57.
Please note that although there have been many attempts to predict Fastighets Stock 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 Fastighets' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Fastighets Stock Forecast Pattern

Backtest FastighetsFastighets Price PredictionBuy or Sell Advice 

Fastighets Forecasted Value

In the context of forecasting Fastighets' Stock 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. Fastighets' downside and upside margins for the forecasting period are 17.28 and 21.59, respectively. We have considered Fastighets' 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
18.75
19.44
Expected Value
21.59
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 Fastighets stock data series using in forecasting. Note that when a statistical model is used to represent Fastighets stock, 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 Criteria115.9411
BiasArithmetic mean of the errors None
MADMean absolute deviation0.288
MAPEMean absolute percentage error0.0176
SAESum of the absolute errors17.5661
A single variable polynomial regression model attempts to put a curve through the Fastighets 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 Fastighets

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Fastighets AB Trianon. Regardless of method or technology, however, to accurately forecast the stock 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, anticipate that the market will even out over time. This tendency of Fastighets' 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.
Hype
Prediction
LowEstimatedHigh
16.1818.3520.52
Details
Intrinsic
Valuation
LowRealHigh
12.6814.8520.19
Details
Bollinger
Band Projection (param)
LowMiddleHigh
18.2618.4018.54
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fastighets. Your research has to be compared to or analyzed against Fastighets' peers to derive any actionable benefits. When done correctly, Fastighets' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Fastighets AB Trianon.

Other Forecasting Options for Fastighets

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

Fastighets 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 Fastighets stock to make a market-neutral strategy. Peer analysis of Fastighets could also be used in its relative valuation, which is a method of valuing Fastighets by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Fastighets AB Trianon 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 Fastighets' 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 Fastighets' current price.

Fastighets Market Strength Events

Market strength indicators help investors to evaluate how Fastighets stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fastighets shares will generate the highest return on investment. By undertsting and applying Fastighets stock market strength indicators, traders can identify Fastighets AB Trianon entry and exit signals to maximize returns.

Fastighets Risk Indicators

The analysis of Fastighets' 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 Fastighets' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting fastighets stock 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.
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.

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Check out Historical Fundamental Analysis of Fastighets to cross-verify your projections.
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Please note, there is a significant difference between Fastighets' value and its price as these two are different measures arrived at by different means. Investors typically determine if Fastighets is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fastighets' 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.