Inventrust Properties Stock Forecast - Simple Exponential Smoothing
| IVT Stock | USD 29.42 0.45 1.51% |
The Simple Exponential Smoothing forecasted value of Inventrust Properties Corp on the next trading day is expected to be 29.42 with a mean absolute deviation of 0.23 and the sum of the absolute errors of 14.01. Inventrust Stock Forecast is based on your current time horizon.
Inventrust |
Open Interest Against 2024-10-18 Inventrust Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Inventrust Properties' 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 in Inventrust Properties' options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Inventrust Properties stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Inventrust Properties' open interest, investors have to compare it to Inventrust Properties' 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 Inventrust Properties 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 Inventrust. 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.
Inventrust Properties Simple Exponential Smoothing Price Forecast For the 22nd of September
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Inventrust Properties Corp on the next trading day is expected to be 29.42 with a mean absolute deviation of 0.23, mean absolute percentage error of 0.11, and the sum of the absolute errors of 14.01.Please note that although there have been many attempts to predict Inventrust 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 Inventrust Properties' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Inventrust Properties Stock Forecast Pattern
| Backtest Inventrust Properties | Inventrust Properties Price Prediction | Buy or Sell Advice |
Inventrust Properties Forecasted Value
In the context of forecasting Inventrust Properties' 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. Inventrust Properties' downside and upside margins for the forecasting period are 28.26 and 30.58, respectively. We have considered Inventrust Properties' 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 Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Inventrust Properties stock data series using in forecasting. Note that when a statistical model is used to represent Inventrust Properties 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.| AIC | Akaike Information Criteria | 115.861 |
| Bias | Arithmetic mean of the errors | -0.0861 |
| MAD | Mean absolute deviation | 0.2297 |
| MAPE | Mean absolute percentage error | 0.0084 |
| SAE | Sum of the absolute errors | 14.01 |
Predictive Modules for Inventrust Properties
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Inventrust Properties. 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 Inventrust Properties' 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 Inventrust Properties
For every potential investor in Inventrust, whether a beginner or expert, Inventrust Properties' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Inventrust Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Inventrust. Basic forecasting techniques help filter out the noise by identifying Inventrust Properties' price trends.Inventrust Properties 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 Inventrust Properties stock to make a market-neutral strategy. Peer analysis of Inventrust Properties could also be used in its relative valuation, which is a method of valuing Inventrust Properties by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Inventrust Properties 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 Inventrust Properties' 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 Inventrust Properties' current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Inventrust Properties Market Strength Events
Market strength indicators help investors to evaluate how Inventrust Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inventrust Properties shares will generate the highest return on investment. By undertsting and applying Inventrust Properties stock market strength indicators, traders can identify Inventrust Properties Corp entry and exit signals to maximize returns.
| Accumulation Distribution | 15764.3 | |||
| Daily Balance Of Power | (0.83) | |||
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 29.62 | |||
| Day Typical Price | 29.55 | |||
| Price Action Indicator | (0.42) | |||
| Period Momentum Indicator | (0.45) |
Inventrust Properties Risk Indicators
The analysis of Inventrust Properties' 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 Inventrust Properties' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting inventrust 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.
| Mean Deviation | 0.7931 | |||
| Semi Deviation | 0.605 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Downside Variance | 0.9303 | |||
| Semi Variance | 0.366 | |||
| Expected Short fall | (0.94) |
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.
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Inventrust Stock Analysis
When running Inventrust Properties' price analysis, check to measure Inventrust Properties' 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 Inventrust Properties is operating at the current time. Most of Inventrust Properties' value examination focuses on studying past and present price action to predict the probability of Inventrust Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inventrust Properties' price. Additionally, you may evaluate how the addition of Inventrust Properties to your portfolios can decrease your overall portfolio volatility.