Samsung Electronics Stock Forecast - Simple Regression

005930 Stock   56,000  400.00  0.71%   
The Simple Regression forecasted value of Samsung Electronics Co on the next trading day is expected to be 51,421 with a mean absolute deviation of 2,260 and the sum of the absolute errors of 137,863. Samsung Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Samsung Electronics stock prices and determine the direction of Samsung Electronics Co's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Samsung Electronics' historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Samsung Electronics price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Samsung Electronics Simple Regression Price Forecast For the 26th of November

Given 90 days horizon, the Simple Regression forecasted value of Samsung Electronics Co on the next trading day is expected to be 51,421 with a mean absolute deviation of 2,260, mean absolute percentage error of 7,050,023, and the sum of the absolute errors of 137,863.
Please note that although there have been many attempts to predict Samsung 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 Samsung Electronics' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Samsung Electronics Stock Forecast Pattern

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Samsung Electronics Forecasted Value

In the context of forecasting Samsung Electronics' 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. Samsung Electronics' downside and upside margins for the forecasting period are 51,419 and 51,423, respectively. We have considered Samsung Electronics' 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
56,000
51,419
Downside
51,421
Expected Value
51,423
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Samsung Electronics stock data series using in forecasting. Note that when a statistical model is used to represent Samsung Electronics 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 Criteria133.879
BiasArithmetic mean of the errors None
MADMean absolute deviation2260.0541
MAPEMean absolute percentage error0.0365
SAESum of the absolute errors137863.2974
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Samsung Electronics Co historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for Samsung Electronics

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Samsung Electronics. 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.
Hype
Prediction
LowEstimatedHigh
55,99856,00056,002
Details
Intrinsic
Valuation
LowRealHigh
50,95850,96061,600
Details
Bollinger
Band Projection (param)
LowMiddleHigh
50,07054,64259,214
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Samsung Electronics. Your research has to be compared to or analyzed against Samsung Electronics' peers to derive any actionable benefits. When done correctly, Samsung Electronics' 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 Samsung Electronics.

Other Forecasting Options for Samsung Electronics

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

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

Samsung Electronics 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 Samsung Electronics' 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 Samsung Electronics' current price.

Samsung Electronics Market Strength Events

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

Samsung Electronics Risk Indicators

The analysis of Samsung Electronics' 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 Samsung Electronics' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting samsung 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.

Pair Trading with Samsung Electronics

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Samsung Electronics position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Samsung Electronics will appreciate offsetting losses from the drop in the long position's value.

Moving together with Samsung Stock

  0.9078020 EBEST Investment SecPairCorr
The ability to find closely correlated positions to Samsung Electronics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Samsung Electronics when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Samsung Electronics - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Samsung Electronics Co to buy it.
The correlation of Samsung Electronics is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Samsung Electronics moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Samsung Electronics moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Samsung Electronics can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Samsung Stock

Samsung Electronics financial ratios help investors to determine whether Samsung Stock 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 Samsung with respect to the benefits of owning Samsung Electronics security.