State Farm Mutual Fund Forecast - 8 Period Moving Average
| SFITX Fund | USD 9.72 0.01 0.10% |
The 8 Period Moving Average forecasted value of State Farm Interim on the next trading day is expected to be 9.72 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.69. State Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of State Farm's share price is below 20 . This usually implies that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using State Farm hype-based prediction, you can estimate the value of State Farm Interim from the perspective of State Farm response to recently generated media hype and the effects of current headlines on its competitors.
The 8 Period Moving Average forecasted value of State Farm Interim on the next trading day is expected to be 9.72 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.69. State Farm after-hype prediction price | USD 9.72 |
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.
State |
State Farm Additional Predictive Modules
Most predictive techniques to examine State price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for State using various technical indicators. When you analyze State 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
State Farm 8 Period Moving Average Price Forecast For the 26th of January
Given 90 days horizon, the 8 Period Moving Average forecasted value of State Farm Interim on the next trading day is expected to be 9.72 with a mean absolute deviation of 0.01, mean absolute percentage error of 0.0003, and the sum of the absolute errors of 0.69.Please note that although there have been many attempts to predict State 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 State Farm's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
State Farm Mutual Fund Forecast Pattern
| Backtest State Farm | State Farm Price Prediction | Buy or Sell Advice |
State Farm Forecasted Value
In the context of forecasting State Farm's 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. State Farm's downside and upside margins for the forecasting period are 9.61 and 9.84, respectively. We have considered State Farm'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 8 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of State Farm mutual fund data series using in forecasting. Note that when a statistical model is used to represent State Farm 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.| AIC | Akaike Information Criteria | 95.1632 |
| Bias | Arithmetic mean of the errors | -0.0037 |
| MAD | Mean absolute deviation | 0.0131 |
| MAPE | Mean absolute percentage error | 0.0013 |
| SAE | Sum of the absolute errors | 0.6937 |
Predictive Modules for State Farm
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as State Farm Interim. 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 State Farm'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.
State Farm After-Hype Price Prediction Density Analysis
As far as predicting the price of State Farm 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 State Farm 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 State Farm, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
State Farm Estimiated After-Hype Price Volatility
In the context of predicting State Farm's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on State Farm's historical news coverage. State Farm's after-hype downside and upside margins for the prediction period are 9.60 and 9.84, respectively. We have considered State Farm's 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
State Farm is very steady at this time. Analysis and calculation of next after-hype price of State Farm Interim is based on 3 months time horizon.
State Farm Mutual Fund Price Prediction Analysis
Have you ever been surprised when a price of a Mutual Fund such as State Farm is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading State Farm 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 State Farm, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.01 | 0.12 | 0.00 | 0.01 | 1 Events / Month | 1 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
9.72 | 9.72 | 0.00 |
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State Farm Hype Timeline
State Farm Interim is at this time traded for 9.72. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.01. State is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.01%. %. The volatility of related hype on State Farm is about 12.84%, with the expected price after the next announcement by competition of 9.71. The company last dividend was issued on the 31st of January 1970. Assuming the 90 days horizon the next anticipated press release will be very soon. Check out Historical Fundamental Analysis of State Farm to cross-verify your projections.State Farm Related Hype Analysis
Having access to credible news sources related to State Farm's direct competition is more important than ever and may enhance your ability to predict State Farm's future price movements. Getting to know how State Farm's 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 State Farm may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| NRSAX | Nexpoint Real Estate | 0.06 | 1 per month | 0.30 | (0.05) | 0.58 | (0.72) | 3.90 | |
| CREFX | Cohen Steers Real | (6.54) | 4 per month | 1.04 | (0.1) | 1.10 | (1.98) | 3.74 | |
| TRREX | T Rowe Price | (0.17) | 1 per month | 0.85 | (0.03) | 1.21 | (1.61) | 7.13 | |
| CNREX | Commonwealth Real Estate | (0.06) | 1 per month | 0.69 | (0.01) | 1.63 | (1.30) | 4.60 | |
| PAREX | T Rowe Price | 0.05 | 2 per month | 0.85 | (0.04) | 1.16 | (1.54) | 6.87 | |
| SEIRX | Simt Real Estate | 0.12 | 3 per month | 0.74 | 0.04 | 1.13 | (1.56) | 12.67 | |
| VRREX | Virtus Real Estate | 0.00 | 0 per month | 0.88 | (0.05) | 1.26 | (1.42) | 4.95 |
Other Forecasting Options for State Farm
For every potential investor in State, whether a beginner or expert, State Farm's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. State Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in State. Basic forecasting techniques help filter out the noise by identifying State Farm's price trends.State Farm 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 State Farm mutual fund to make a market-neutral strategy. Peer analysis of State Farm could also be used in its relative valuation, which is a method of valuing State Farm by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
State Farm Market Strength Events
Market strength indicators help investors to evaluate how State Farm 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 State Farm shares will generate the highest return on investment. By undertsting and applying State Farm mutual fund market strength indicators, traders can identify State Farm Interim entry and exit signals to maximize returns.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 9.72 | |||
| Day Typical Price | 9.72 | |||
| Price Action Indicator | (0.01) | |||
| Period Momentum Indicator | (0.01) |
State Farm Risk Indicators
The analysis of State Farm'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 State Farm's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting state 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.
| Mean Deviation | 0.0757 | |||
| Semi Deviation | 0.0472 | |||
| Standard Deviation | 0.1135 | |||
| Variance | 0.0129 | |||
| Downside Variance | 0.02 | |||
| Semi Variance | 0.0022 | |||
| Expected Short fall | (0.15) |
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 State Farm
The number of cover stories for State Farm depends on current market conditions and State Farm's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that State Farm 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 State Farm's 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 State Mutual Fund
State Farm financial ratios help investors to determine whether State 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 State with respect to the benefits of owning State Farm security.
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