AvalonBay Communities Stock Forecast - Naive Prediction
| AVB Stock | USD 231.94 1.31 0.57% |
The Naive Prediction forecasted value of AvalonBay Communities on the next trading day is expected to be 231.09 with a mean absolute deviation of 2.46 and the sum of the absolute errors of 150.09. AvalonBay Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast AvalonBay Communities stock prices and determine the direction of AvalonBay Communities's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of AvalonBay Communities' historical fundamentals, such as revenue growth or operating cash flow patterns.
AvalonBay |
AvalonBay Communities Cash Forecast
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the AvalonBay Communities' financial statements to predict how it will affect future prices.
Cash | First Reported 1996-09-30 | Previous Quarter 545.8 M | Current Value 552.4 M | Quarterly Volatility 312.6 M |
AvalonBay Communities Naive Prediction Price Forecast For the 23rd of November
Given 90 days horizon, the Naive Prediction forecasted value of AvalonBay Communities on the next trading day is expected to be 231.09 with a mean absolute deviation of 2.46, mean absolute percentage error of 10.34, and the sum of the absolute errors of 150.09.Please note that although there have been many attempts to predict AvalonBay 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 AvalonBay Communities' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
AvalonBay Communities Stock Forecast Pattern
| Backtest AvalonBay Communities | AvalonBay Communities Price Prediction | Buy or Sell Advice |
AvalonBay Communities Forecasted Value
In the context of forecasting AvalonBay Communities' 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. AvalonBay Communities' downside and upside margins for the forecasting period are 229.94 and 232.24, respectively. We have considered AvalonBay Communities' 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.
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 AvalonBay Communities stock data series using in forecasting. Note that when a statistical model is used to represent AvalonBay Communities 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.| AIC | Akaike Information Criteria | 120.4462 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 2.4605 |
| MAPE | Mean absolute percentage error | 0.0109 |
| SAE | Sum of the absolute errors | 150.0912 |
Predictive Modules for AvalonBay Communities
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AvalonBay Communities. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AvalonBay Communities' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Other Forecasting Options for AvalonBay Communities
For every potential investor in AvalonBay, whether a beginner or expert, AvalonBay Communities' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. AvalonBay Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in AvalonBay. Basic forecasting techniques help filter out the noise by identifying AvalonBay Communities' price trends.AvalonBay Communities 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 AvalonBay Communities stock to make a market-neutral strategy. Peer analysis of AvalonBay Communities could also be used in its relative valuation, which is a method of valuing AvalonBay Communities by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
AvalonBay Communities 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 AvalonBay Communities' 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 AvalonBay Communities' current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
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| Volume Indicators |
AvalonBay Communities Market Strength Events
Market strength indicators help investors to evaluate how AvalonBay Communities stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AvalonBay Communities shares will generate the highest return on investment. By undertsting and applying AvalonBay Communities stock market strength indicators, traders can identify AvalonBay Communities entry and exit signals to maximize returns.
| Accumulation Distribution | 3717.27 | |||
| Daily Balance Of Power | 0.3291 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 231.53 | |||
| Day Typical Price | 231.67 | |||
| Price Action Indicator | 1.06 | |||
| Period Momentum Indicator | 1.31 |
AvalonBay Communities Risk Indicators
The analysis of AvalonBay Communities' 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 AvalonBay Communities' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting avalonbay 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.
| Mean Deviation | 0.8937 | |||
| Semi Deviation | 0.9927 | |||
| Standard Deviation | 1.16 | |||
| Variance | 1.34 | |||
| Downside Variance | 1.38 | |||
| Semi Variance | 0.9855 | |||
| Expected Short fall | (0.90) |
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.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether AvalonBay Communities offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AvalonBay Communities' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Avalonbay Communities Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Avalonbay Communities Stock:Check out Historical Fundamental Analysis of AvalonBay Communities to cross-verify your projections. For information on how to trade AvalonBay Stock refer to our How to Trade AvalonBay Stock guide.You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Is Multi-Family Residential REITs space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AvalonBay Communities. If investors know AvalonBay will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AvalonBay Communities listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.161 | Dividend Share 6.75 | Earnings Share 7.31 | Revenue Per Share 20.613 | Quarterly Revenue Growth 0.094 |
The market value of AvalonBay Communities is measured differently than its book value, which is the value of AvalonBay that is recorded on the company's balance sheet. Investors also form their own opinion of AvalonBay Communities' value that differs from its market value or its book value, called intrinsic value, which is AvalonBay Communities' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AvalonBay Communities' market value can be influenced by many factors that don't directly affect AvalonBay Communities' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AvalonBay Communities' value and its price as these two are different measures arrived at by different means. Investors typically determine if AvalonBay Communities is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AvalonBay Communities' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.