Lotte Data Stock Forecast - 4 Period Moving Average

286940 Stock   20,150  50.00  0.25%   
The 4 Period Moving Average forecasted value of Lotte Data Communication on the next trading day is expected to be 20,162 with a mean absolute deviation of 660.86 and the sum of the absolute errors of 38,330. Lotte Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Lotte Data stock prices and determine the direction of Lotte Data Communication's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Lotte Data's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A four-period moving average forecast model for Lotte Data Communication 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.

Lotte Data 4 Period Moving Average Price Forecast For the 28th of November

Given 90 days horizon, the 4 Period Moving Average forecasted value of Lotte Data Communication on the next trading day is expected to be 20,162 with a mean absolute deviation of 660.86, mean absolute percentage error of 1,090,780, and the sum of the absolute errors of 38,330.
Please note that although there have been many attempts to predict Lotte 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 Lotte Data's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Lotte Data Stock Forecast Pattern

Backtest Lotte DataLotte Data Price PredictionBuy or Sell Advice 

Lotte Data Forecasted Value

In the context of forecasting Lotte Data'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. Lotte Data's downside and upside margins for the forecasting period are 20,160 and 20,165, respectively. We have considered Lotte Data'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
20,150
20,160
Downside
20,162
Expected Value
20,165
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 Lotte Data stock data series using in forecasting. Note that when a statistical model is used to represent Lotte Data 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 Criteria126.4993
BiasArithmetic mean of the errors 396.9828
MADMean absolute deviation660.8621
MAPEMean absolute percentage error0.0287
SAESum of the absolute errors38330.0
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 Lotte Data. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Lotte Data Communication and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Lotte Data

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lotte Data Communication. 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
20,14820,15020,152
Details
Intrinsic
Valuation
LowRealHigh
19,18119,18422,165
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lotte Data. Your research has to be compared to or analyzed against Lotte Data's peers to derive any actionable benefits. When done correctly, Lotte Data'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 Lotte Data Communication.

Other Forecasting Options for Lotte Data

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

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

Lotte Data Communication 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 Lotte Data'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 Lotte Data's current price.

Lotte Data Market Strength Events

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

Lotte Data Risk Indicators

The analysis of Lotte Data'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 Lotte Data's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting lotte 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 Lotte Data

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 Lotte Data 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 Lotte Data will appreciate offsetting losses from the drop in the long position's value.

Moving against Lotte Stock

  0.55032830 Samsung LifePairCorr
  0.45105560 KB Financial GroupPairCorr
  0.43024110 Industrial BankPairCorr
The ability to find closely correlated positions to Lotte Data could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lotte Data 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 Lotte Data - 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 Lotte Data Communication to buy it.
The correlation of Lotte Data 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 Lotte Data moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lotte Data Communication 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 Lotte Data 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 Lotte Stock

Lotte Data financial ratios help investors to determine whether Lotte 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 Lotte with respect to the benefits of owning Lotte Data security.