Alibaba Group Stock Forecast - Simple Regression

BABA Stock  ARS 10,575  125.00  1.17%   
The Simple Regression forecasted value of Alibaba Group Holding on the next trading day is expected to be 12,640 with a mean absolute deviation of 1,087 and the sum of the absolute errors of 66,305. Alibaba Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Alibaba Group stock prices and determine the direction of Alibaba Group Holding's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Alibaba Group's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Alibaba Group 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.

Alibaba Group Simple Regression Price Forecast For the 23rd of November

Given 90 days horizon, the Simple Regression forecasted value of Alibaba Group Holding on the next trading day is expected to be 12,640 with a mean absolute deviation of 1,087, mean absolute percentage error of 1,807,137, and the sum of the absolute errors of 66,305.
Please note that although there have been many attempts to predict Alibaba 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 Alibaba Group's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Alibaba Group Stock Forecast Pattern

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Alibaba Group Forecasted Value

In the context of forecasting Alibaba Group'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. Alibaba Group's downside and upside margins for the forecasting period are 12,637 and 12,643, respectively. We have considered Alibaba Group'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
10,575
12,637
Downside
12,640
Expected Value
12,643
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 Alibaba Group stock data series using in forecasting. Note that when a statistical model is used to represent Alibaba Group 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 Criteria132.5178
BiasArithmetic mean of the errors None
MADMean absolute deviation1086.9705
MAPEMean absolute percentage error0.0845
SAESum of the absolute errors66305.1983
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 Alibaba Group Holding 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 Alibaba Group

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alibaba Group Holding. 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
10,57210,57510,578
Details
Intrinsic
Valuation
LowRealHigh
10,00310,00611,632
Details
Bollinger
Band Projection (param)
LowMiddleHigh
10,47412,22313,972
Details

Other Forecasting Options for Alibaba Group

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

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

Alibaba Group Holding 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 Alibaba Group'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 Alibaba Group's current price.

Alibaba Group Market Strength Events

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

Alibaba Group Risk Indicators

The analysis of Alibaba Group'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 Alibaba Group's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting alibaba 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.

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.

Additional Information and Resources on Investing in Alibaba Stock

When determining whether Alibaba Group Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Alibaba Group's 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 Alibaba Group Holding Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Alibaba Group Holding Stock:
Check out Historical Fundamental Analysis of Alibaba Group to cross-verify your projections.
You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alibaba Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group's 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.