Dream Security Stock Forecast - Simple Regression

203650 Stock  KRW 3,270  80.00  2.39%   
The Simple Regression forecasted value of Dream Security co on the next trading day is expected to be 3,363 with a mean absolute deviation of 96.60 and the sum of the absolute errors of 5,892. Dream Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Dream Security stock prices and determine the direction of Dream Security co's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Dream Security's 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 Dream Security 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.

Dream Security Simple Regression Price Forecast For the 30th of November

Given 90 days horizon, the Simple Regression forecasted value of Dream Security co on the next trading day is expected to be 3,363 with a mean absolute deviation of 96.60, mean absolute percentage error of 13,996, and the sum of the absolute errors of 5,892.
Please note that although there have been many attempts to predict Dream 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 Dream Security's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Dream Security Stock Forecast Pattern

Backtest Dream SecurityDream Security Price PredictionBuy or Sell Advice 

Dream Security Forecasted Value

In the context of forecasting Dream Security's 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. Dream Security's downside and upside margins for the forecasting period are 3,360 and 3,365, respectively. We have considered Dream Security'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
3,270
3,363
Expected Value
3,365
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 Dream Security stock data series using in forecasting. Note that when a statistical model is used to represent Dream Security 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 Criteria127.6571
BiasArithmetic mean of the errors None
MADMean absolute deviation96.595
MAPEMean absolute percentage error0.0297
SAESum of the absolute errors5892.2951
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 Dream Security 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 Dream Security

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dream Security co. 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
3,3483,3503,352
Details
Intrinsic
Valuation
LowRealHigh
3,2813,2833,685
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dream Security. Your research has to be compared to or analyzed against Dream Security's peers to derive any actionable benefits. When done correctly, Dream Security's 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 Dream Security co.

Other Forecasting Options for Dream Security

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

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

Dream Security co 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 Dream Security'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 Dream Security's current price.

Dream Security Market Strength Events

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

Dream Security Risk Indicators

The analysis of Dream Security'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 Dream Security's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting dream 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 Dream Security

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 Dream Security 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 Dream Security will appreciate offsetting losses from the drop in the long position's value.

Moving against Dream Stock

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The ability to find closely correlated positions to Dream Security could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Dream Security 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 Dream Security - 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 Dream Security co to buy it.
The correlation of Dream Security 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 Dream Security moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Dream Security co 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 Dream Security 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 Dream Stock

Dream Security financial ratios help investors to determine whether Dream 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 Dream with respect to the benefits of owning Dream Security security.