Auxier Focus Mutual Fund Forward View - Simple Regression

AUXIX Fund  USD 34.27  0.06  0.18%   
Auxier Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Auxier Focus' mutual fund price is slightly above 63. This suggests that the mutual fund is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Auxier, making its price go up or down.

Momentum 63

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Auxier Focus' future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Auxier Focus Fund, which may create opportunities for some arbitrage if properly timed.
Using Auxier Focus hype-based prediction, you can estimate the value of Auxier Focus Fund from the perspective of Auxier Focus response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Auxier Focus Fund on the next trading day is expected to be 34.67 with a mean absolute deviation of 0.24 and the sum of the absolute errors of 15.15.

Auxier Focus after-hype prediction price

    
  USD 34.31  
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 fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Auxier Focus to cross-verify your projections.

Auxier Focus Additional Predictive Modules

Most predictive techniques to examine Auxier price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Auxier using various technical indicators. When you analyze Auxier 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 Auxier Focus 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.

Auxier Focus Simple Regression Price Forecast For the 1st of February

Given 90 days horizon, the Simple Regression forecasted value of Auxier Focus Fund on the next trading day is expected to be 34.67 with a mean absolute deviation of 0.24, mean absolute percentage error of 0.09, and the sum of the absolute errors of 15.15.
Please note that although there have been many attempts to predict Auxier Mutual 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 Auxier Focus' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Auxier Focus Mutual Fund Forecast Pattern

Backtest Auxier Focus  Auxier Focus Price Prediction  Buy or Sell Advice  

Auxier Focus Forecasted Value

In the context of forecasting Auxier Focus' Mutual 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. Auxier Focus' downside and upside margins for the forecasting period are 34.08 and 35.27, respectively. We have considered Auxier Focus' 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
34.27
34.67
Expected Value
35.27
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 Auxier Focus mutual fund data series using in forecasting. Note that when a statistical model is used to represent Auxier Focus mutual 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 Criteria117.4961
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2444
MAPEMean absolute percentage error0.0074
SAESum of the absolute errors15.1541
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 Auxier Focus Fund 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 Auxier Focus

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Auxier Focus. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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.
Hype
Prediction
LowEstimatedHigh
33.7134.3134.91
Details
Intrinsic
Valuation
LowRealHigh
33.6734.2734.87
Details
Bollinger
Band Projection (param)
LowMiddleHigh
33.6034.0134.42
Details

Auxier Focus After-Hype Price Density Analysis

As far as predicting the price of Auxier Focus 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 Auxier Focus 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 Mutual Fund prices, such as prices of Auxier Focus, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Auxier Focus Estimiated After-Hype Price Volatility

In the context of predicting Auxier Focus' mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Auxier Focus' historical news coverage. Auxier Focus' after-hype downside and upside margins for the prediction period are 33.71 and 34.91, respectively. We have considered Auxier Focus' 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
34.27
34.31
After-hype Price
34.91
Upside
Auxier Focus is very steady at this time. Analysis and calculation of next after-hype price of Auxier Focus is based on 3 months time horizon.

Auxier Focus Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Auxier Focus is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Auxier Focus 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 Fund 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 Auxier Focus, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.13 
0.60
  0.04 
  0.09 
1 Events / Month
1 Events / Month
Very soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
34.27
34.31
0.12 
176.47  
Notes

Auxier Focus Hype Timeline

Auxier Focus is presently traded for 34.27. The entity has historical hype elasticity of 0.04, and average elasticity to hype of competition of -0.09. Auxier is forecasted to increase in value after the next headline, with the price projected to jump to 34.31 or above. The average volatility of media hype impact on the company the price is about 176.47%. The price jump on the next news is projected to be 0.12%, whereas the daily expected return is presently at 0.13%. The volatility of related hype on Auxier Focus is about 85.71%, with the expected price after the next announcement by competition of 34.18. Assuming the 90 days horizon the next forecasted press release will be very soon.
Check out Historical Fundamental Analysis of Auxier Focus to cross-verify your projections.

Auxier Focus Related Hype Analysis

Having access to credible news sources related to Auxier Focus' direct competition is more important than ever and may enhance your ability to predict Auxier Focus' future price movements. Getting to know how Auxier Focus' 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 Auxier Focus may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Auxier Focus

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

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

Auxier Focus Market Strength Events

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

Auxier Focus Risk Indicators

The analysis of Auxier Focus' 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 Auxier Focus' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting auxier mutual 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.

Story Coverage note for Auxier Focus

The number of cover stories for Auxier Focus depends on current market conditions and Auxier Focus' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Auxier Focus 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 Auxier Focus' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Auxier Mutual Fund

Auxier Focus financial ratios help investors to determine whether Auxier Mutual Fund 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 Auxier with respect to the benefits of owning Auxier Focus security.
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