Boston Partners Mutual Fund Forecast - Naive Prediction

BPLSX Fund  USD 14.65  0.04  0.27%   
The Naive Prediction forecasted value of Boston Partners Longshort on the next trading day is expected to be 14.65 with a mean absolute deviation of 0.14 and the sum of the absolute errors of 8.68. Boston Mutual Fund Forecast is based on your current time horizon.
The relative strength index (RSI) of Boston Partners' mutual fund price is slightly above 68 suggesting that the mutual fund is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Boston, making its price go up or down.

Momentum 68

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of Boston Partners' future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Boston Partners Longshort, which may create opportunities for some arbitrage if properly timed.
Using Boston Partners hype-based prediction, you can estimate the value of Boston Partners Longshort from the perspective of Boston Partners response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Boston Partners Longshort on the next trading day is expected to be 14.65 with a mean absolute deviation of 0.14 and the sum of the absolute errors of 8.68.

Boston Partners after-hype prediction price

    
  USD 14.65  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Boston Partners to cross-verify your projections.

Boston Partners Additional Predictive Modules

Most predictive techniques to examine Boston price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Boston using various technical indicators. When you analyze Boston charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
A naive forecasting model for Boston Partners is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Boston Partners Longshort 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.

Boston Partners Naive Prediction Price Forecast For the 23rd of January

Given 90 days horizon, the Naive Prediction forecasted value of Boston Partners Longshort on the next trading day is expected to be 14.65 with a mean absolute deviation of 0.14, mean absolute percentage error of 0.04, and the sum of the absolute errors of 8.68.
Please note that although there have been many attempts to predict Boston Mutual Fund 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 Boston Partners' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Boston Partners Mutual Fund Forecast Pattern

Backtest Boston PartnersBoston Partners Price PredictionBuy or Sell Advice 

Boston Partners Forecasted Value

In the context of forecasting Boston Partners' Mutual Fund 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. Boston Partners' downside and upside margins for the forecasting period are 13.48 and 15.81, respectively. We have considered Boston Partners' 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
14.65
14.65
Expected Value
15.81
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 Boston Partners mutual fund data series using in forecasting. Note that when a statistical model is used to represent Boston Partners mutual fund, 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 Criteria114.8118
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1422
MAPEMean absolute percentage error0.0106
SAESum of the absolute errors8.677
This model is not at all useful as a medium-long range forecasting tool of Boston Partners Longshort. 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 Boston Partners. 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 Boston Partners

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Boston Partners Longshort. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Boston Partners' 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
13.4914.6515.81
Details
Intrinsic
Valuation
LowRealHigh
13.2214.3815.54
Details
Bollinger
Band Projection (param)
LowMiddleHigh
14.3614.5314.70
Details

Boston Partners After-Hype Price Prediction Density Analysis

As far as predicting the price of Boston Partners at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Boston Partners or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Boston Partners, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Boston Partners Estimiated After-Hype Price Volatility

In the context of predicting Boston Partners' mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Boston Partners' historical news coverage. Boston Partners' after-hype downside and upside margins for the prediction period are 13.49 and 15.81, respectively. We have considered Boston Partners' daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
14.65
14.65
After-hype Price
15.81
Upside
Boston Partners is very steady at this time. Analysis and calculation of next after-hype price of Boston Partners Longshort is based on 3 months time horizon.

Boston Partners Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Boston Partners is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Boston Partners backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Boston Partners, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.25 
1.16
 0.00  
 0.00  
0 Events / Month
1 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
14.65
14.65
0.00 
0.00  
Notes

Boston Partners Hype Timeline

Boston Partners Longshort is currently traded for 14.65. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Boston is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is projected to be very small, whereas the daily expected return is currently at 0.25%. %. The volatility of related hype on Boston Partners is about 58000.0%, with the expected price after the next announcement by competition of 14.65. The company has price-to-book (P/B) ratio of 1.46. Some equities with similar Price to Book (P/B) outperform the market in the long run. Boston Partners Longshort last dividend was issued on the 12th of December 1970. Assuming the 90 days horizon the next projected press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of Boston Partners to cross-verify your projections.

Boston Partners Related Hype Analysis

Having access to credible news sources related to Boston Partners' direct competition is more important than ever and may enhance your ability to predict Boston Partners' future price movements. Getting to know how Boston Partners' peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Boston Partners may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
AVEAXAve Maria Focused 0.00 0 per month 0.00 (0.1) 2.00 (2.29) 7.38 
GVMCXGovernment Street Mid Cap 0.04 4 per month 0.80  0.01  1.47 (1.60) 3.72 
PLHHXPrincipal Lifetime Hybrid 0.00 0 per month 0.63 (0) 1.20 (1.10) 4.48 
DMADestra Multi Alternative 0.04 4 per month 0.28  0.02  1.11 (0.71) 4.30 
TRAOXT Rowe Price 0.00 0 per month 0.68 (0.03) 1.19 (1.27) 4.29 
BMPEXBeck Mack Oliver(0.06)2 per month 0.97 (0.10) 1.38 (1.28) 5.10 
AFJAXAllianzgi Nfj International 0.00 0 per month 0.54  0.03  1.46 (1.19) 3.00 
WTBNWisdomTree Bianco Total 0.00 0 per month 0.00 (0.60) 0.27 (0.28) 0.71 
HLFNXHennessy Large Cap 0.00 0 per month 1.09  0.03  1.71 (2.08) 12.15 
SEUPXGuggenheim Styleplus  0.00 0 per month 0.00  0.00  0.00  0.00  0.00 

Other Forecasting Options for Boston Partners

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

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

Boston Partners Market Strength Events

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

Boston Partners Risk Indicators

The analysis of Boston Partners' 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 Boston Partners' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting boston mutual fund 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.

Story Coverage note for Boston Partners

The number of cover stories for Boston Partners depends on current market conditions and Boston Partners' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Boston Partners is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Boston Partners' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Boston Mutual Fund

Boston Partners financial ratios help investors to determine whether Boston Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Boston with respect to the benefits of owning Boston Partners security.
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