AGNC INVESTMENT Stock Forecast - Naive Prediction

4OQ1 Stock   9.16  0.04  0.44%   
The Naive Prediction forecasted value of AGNC INVESTMENT on the next trading day is expected to be 8.74 with a mean absolute deviation of 0.13 and the sum of the absolute errors of 8.26. AGNC Stock Forecast is based on your current time horizon.
  
A naive forecasting model for AGNC INVESTMENT is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of AGNC INVESTMENT value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

AGNC INVESTMENT Naive Prediction Price Forecast For the 12th of December 2024

Given 90 days horizon, the Naive Prediction forecasted value of AGNC INVESTMENT on the next trading day is expected to be 8.74 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.03, and the sum of the absolute errors of 8.26.
Please note that although there have been many attempts to predict AGNC 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 AGNC INVESTMENT's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

AGNC INVESTMENT Stock Forecast Pattern

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AGNC INVESTMENT Forecasted Value

In the context of forecasting AGNC INVESTMENT'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. AGNC INVESTMENT's downside and upside margins for the forecasting period are 7.56 and 9.91, respectively. We have considered AGNC INVESTMENT'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
9.16
8.74
Expected Value
9.91
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of AGNC INVESTMENT stock data series using in forecasting. Note that when a statistical model is used to represent AGNC INVESTMENT 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 Criteria116.3625
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1332
MAPEMean absolute percentage error0.0149
SAESum of the absolute errors8.2574
This model is not at all useful as a medium-long range forecasting tool of AGNC INVESTMENT. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict AGNC INVESTMENT. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for AGNC INVESTMENT

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AGNC INVESTMENT. 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
7.989.1610.34
Details
Intrinsic
Valuation
LowRealHigh
7.418.599.77
Details

Other Forecasting Options for AGNC INVESTMENT

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

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

AGNC INVESTMENT 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 AGNC INVESTMENT'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 AGNC INVESTMENT's current price.

AGNC INVESTMENT Market Strength Events

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

AGNC INVESTMENT Risk Indicators

The analysis of AGNC INVESTMENT'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 AGNC INVESTMENT's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting agnc 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.

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for AGNC Stock Analysis

When running AGNC INVESTMENT's price analysis, check to measure AGNC INVESTMENT's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AGNC INVESTMENT is operating at the current time. Most of AGNC INVESTMENT's value examination focuses on studying past and present price action to predict the probability of AGNC INVESTMENT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGNC INVESTMENT's price. Additionally, you may evaluate how the addition of AGNC INVESTMENT to your portfolios can decrease your overall portfolio volatility.