Julius Baer Fund Forecast - 4 Period Moving Average

0P00016XV3   149.60  0.00  0.00%   
The 4 Period Moving Average forecasted value of Julius Baer Edelweiss on the next trading day is expected to be 149.86 with a mean absolute deviation of 0.83 and the sum of the absolute errors of 47.38. Investors can use prediction functions to forecast Julius Baer's fund prices and determine the direction of Julius Baer Edelweiss's future trends based on various well-known forecasting models. However, exclusively looking at the historical price movement is usually misleading.
  
A four-period moving average forecast model for Julius Baer Edelweiss is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Julius Baer 4 Period Moving Average Price Forecast For the 20th of December

Given 90 days horizon, the 4 Period Moving Average forecasted value of Julius Baer Edelweiss on the next trading day is expected to be 149.86 with a mean absolute deviation of 0.83, mean absolute percentage error of 1.10, and the sum of the absolute errors of 47.38.
Please note that although there have been many attempts to predict Julius 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 Julius Baer's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Julius Baer Fund Forecast Pattern

Julius Baer Forecasted Value

In the context of forecasting Julius Baer's 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. Julius Baer's downside and upside margins for the forecasting period are 149.25 and 150.47, respectively. We have considered Julius Baer'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.
Market Value
149.60
149.25
Downside
149.86
Expected Value
150.47
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Julius Baer fund data series using in forecasting. Note that when a statistical model is used to represent Julius Baer 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 Criteria110.8516
BiasArithmetic mean of the errors 0.3419
MADMean absolute deviation0.8313
MAPEMean absolute percentage error0.0054
SAESum of the absolute errors47.3825
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Julius Baer. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Julius Baer Edelweiss and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Julius Baer

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Julius Baer Edelweiss. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.

Other Forecasting Options for Julius Baer

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

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

Julius Baer Edelweiss Technical and Predictive Analytics

The fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Julius Baer's 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 Julius Baer's current price.

Julius Baer Market Strength Events

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

Julius Baer Risk Indicators

The analysis of Julius Baer'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 Julius Baer's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting julius 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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon