Sheng Yi Stock Forecast - Simple Regression

5455 Stock  TWD 28.80  0.15  0.52%   
The Simple Regression forecasted value of Sheng Yi Development on the next trading day is expected to be 28.94 with a mean absolute deviation of 0.38 and the sum of the absolute errors of 23.79. Sheng Stock Forecast is based on your current time horizon.
As of today the value of rsi of Sheng Yi's share price is below 20 . This suggests that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Sheng Yi's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of Sheng Yi and does not consider all of the tangible or intangible factors available from Sheng Yi's fundamental data. We analyze noise-free headlines and recent hype associated with Sheng Yi Development, which may create opportunities for some arbitrage if properly timed.
Using Sheng Yi hype-based prediction, you can estimate the value of Sheng Yi Development from the perspective of Sheng Yi response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Sheng Yi Development on the next trading day is expected to be 28.94 with a mean absolute deviation of 0.38 and the sum of the absolute errors of 23.79.

Sheng Yi after-hype prediction price

    
  TWD 28.8  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Sheng Yi to cross-verify your projections.

Sheng Yi Additional Predictive Modules

Most predictive techniques to examine Sheng price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Sheng using various technical indicators. When you analyze Sheng charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Simple Regression model is a single variable regression model that attempts to put a straight line through Sheng Yi 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.

Sheng Yi Simple Regression Price Forecast For the 25th of January

Given 90 days horizon, the Simple Regression forecasted value of Sheng Yi Development on the next trading day is expected to be 28.94 with a mean absolute deviation of 0.38, mean absolute percentage error of 0.24, and the sum of the absolute errors of 23.79.
Please note that although there have been many attempts to predict Sheng 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 Sheng Yi's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Sheng Yi Stock Forecast Pattern

Backtest Sheng YiSheng Yi Price PredictionBuy or Sell Advice 

Sheng Yi Forecasted Value

In the context of forecasting Sheng Yi'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. Sheng Yi's downside and upside margins for the forecasting period are 27.86 and 30.01, respectively. We have considered Sheng Yi'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
28.80
28.94
Expected Value
30.01
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 Sheng Yi stock data series using in forecasting. Note that when a statistical model is used to represent Sheng Yi 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 Criteria118.5205
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3838
MAPEMean absolute percentage error0.0134
SAESum of the absolute errors23.7943
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 Sheng Yi Development 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 Sheng Yi

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sheng Yi Development. 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
27.7328.8029.87
Details
Intrinsic
Valuation
LowRealHigh
22.1723.2431.68
Details
Bollinger
Band Projection (param)
LowMiddleHigh
27.5228.7529.97
Details

Sheng Yi After-Hype Price Prediction Density Analysis

As far as predicting the price of Sheng Yi at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Sheng Yi or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Sheng Yi, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Sheng Yi Estimiated After-Hype Price Volatility

In the context of predicting Sheng Yi's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Sheng Yi's historical news coverage. Sheng Yi's after-hype downside and upside margins for the prediction period are 27.73 and 29.87, respectively. We have considered Sheng Yi's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
28.80
28.80
After-hype Price
29.87
Upside
Sheng Yi is very steady at this time. Analysis and calculation of next after-hype price of Sheng Yi Development is based on 3 months time horizon.

Sheng Yi Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Sheng Yi is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Sheng Yi backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Sheng Yi, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.05 
1.07
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
28.80
28.80
0.00 
0.00  
Notes

Sheng Yi Hype Timeline

Sheng Yi Development is presently traded for 28.80on Taiwan OTC Exchange of Taiwan. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Sheng is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is presently at -0.05%. %. The volatility of related hype on Sheng Yi is about 0.0%, with the expected price after the next announcement by competition of 28.80. The company had not issued any dividends in recent years. Sheng Yi Development had a split on the 18th of December 2014. Assuming the 90 days trading horizon the next anticipated press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of Sheng Yi to cross-verify your projections.

Sheng Yi Related Hype Analysis

Having access to credible news sources related to Sheng Yi's direct competition is more important than ever and may enhance your ability to predict Sheng Yi's future price movements. Getting to know how Sheng Yi's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Sheng Yi may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
3489Sun Brothers Development 0.00 0 per month 2.04  0.02  3.17 (2.05) 15.22 
6171Tacheng Real Estate 0.00 0 per month 0.65 (0.07) 1.27 (1.23) 5.33 
9902Tidehold Development Co 0.00 0 per month 1.74  0.06  4.48 (2.60) 16.60 
6219Full Wang International 0.00 0 per month 0.00 (0.11) 3.00 (3.09) 12.45 
3512Huang Long Development 0.00 0 per month 1.04 (0.03) 1.46 (1.83) 12.99 
2506Pacific Construction Co 0.00 0 per month 0.00 (0.34) 0.94 (1.04) 2.60 
6264Kingland Property 0.00 0 per month 0.00 (0.07) 2.61 (2.14) 14.15 
5529MEGA International Development 0.00 0 per month 2.19  0.02  3.27 (3.61) 13.78 
2537We Win Development 0.00 0 per month 0.00 (0.07) 3.49 (2.93) 13.98 
2596ReaLy Development Construction 0.00 0 per month 1.56  0.1  3.39 (2.35) 13.94 

Other Forecasting Options for Sheng Yi

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

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

Sheng Yi Market Strength Events

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

Sheng Yi Risk Indicators

The analysis of Sheng Yi'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 Sheng Yi's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting sheng 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.

Story Coverage note for Sheng Yi

The number of cover stories for Sheng Yi depends on current market conditions and Sheng Yi's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Sheng Yi is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Sheng Yi's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

Sheng Yi Short Properties

Sheng Yi's future price predictability will typically decrease when Sheng Yi's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Sheng Yi Development often depends not only on the future outlook of the potential Sheng Yi's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Sheng Yi's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day511
Average Daily Volume In Three Month6.55k

Additional Tools for Sheng Stock Analysis

When running Sheng Yi's price analysis, check to measure Sheng Yi'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 Sheng Yi is operating at the current time. Most of Sheng Yi's value examination focuses on studying past and present price action to predict the probability of Sheng Yi's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sheng Yi's price. Additionally, you may evaluate how the addition of Sheng Yi to your portfolios can decrease your overall portfolio volatility.