The Brown Mutual Fund Forecast - Naive Prediction

BCSSX Fund  USD 24.85  0.27  1.10%   
The Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of The Brown's share price is below 30 at this time suggesting that the mutual fund is becoming oversold or undervalued. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling The Brown Capital, making its price go up or down.

Momentum 23

 Sell Stretched

 
Oversold
 
Overbought
The successful prediction of The Brown's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with The Brown Capital, which may create opportunities for some arbitrage if properly timed.
Using The Brown hype-based prediction, you can estimate the value of The Brown Capital from the perspective of The Brown response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of The Brown Capital on the next trading day is expected to be 20.44 with a mean absolute deviation of 2.74 and the sum of the absolute errors of 169.98.

The Brown after-hype prediction price

    
  USD 30.89  
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 The Brown to cross-verify your projections.

The Brown Additional Predictive Modules

Most predictive techniques to examine The price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for The using various technical indicators. When you analyze The 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.
A naive forecasting model for The Brown is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of The Brown Capital 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.

The Brown Naive Prediction Price Forecast For the 28th of January

Given 90 days horizon, the Naive Prediction forecasted value of The Brown Capital on the next trading day is expected to be 20.44 with a mean absolute deviation of 2.74, mean absolute percentage error of 15.13, and the sum of the absolute errors of 169.98.
Please note that although there have been many attempts to predict The 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 The Brown's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

The Brown Mutual Fund Forecast Pattern

Backtest The Brown  The Brown Price Prediction  Buy or Sell Advice  

The Brown Forecasted Value

In the context of forecasting The Brown's 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. The Brown's downside and upside margins for the forecasting period are 14.02 and 26.86, respectively. We have considered The Brown'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
24.85
20.44
Expected Value
26.86
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 The Brown mutual fund data series using in forecasting. Note that when a statistical model is used to represent The Brown 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 Criteria122.6648
BiasArithmetic mean of the errors None
MADMean absolute deviation2.7416
MAPEMean absolute percentage error0.0804
SAESum of the absolute errors169.9767
This model is not at all useful as a medium-long range forecasting tool of The Brown Capital. 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 The Brown. 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 The Brown

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Brown Capital. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of The Brown's 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.
Hype
Prediction
LowEstimatedHigh
24.4730.8937.31
Details
Intrinsic
Valuation
LowRealHigh
20.3526.7733.19
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.2725.0325.79
Details

The Brown After-Hype Price Density Analysis

As far as predicting the price of The Brown 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 The Brown 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 The Brown, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

The Brown Estimiated After-Hype Price Volatility

In the context of predicting The Brown's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on The Brown's historical news coverage. The Brown's after-hype downside and upside margins for the prediction period are 24.47 and 37.31, respectively. We have considered The Brown'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
24.85
30.89
After-hype Price
37.31
Upside
The Brown is not too volatile at this time. Analysis and calculation of next after-hype price of Brown Capital is based on 3 months time horizon.

The Brown Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as The Brown is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading The Brown 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 The Brown, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.80 
6.42
  6.04 
  20.50 
10 Events / Month
2 Events / Month
In about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
24.85
30.89
24.31 
85.03  
Notes

The Brown Hype Timeline

Brown Capital is currently traded for 24.85. The entity has historical hype elasticity of 6.04, and average elasticity to hype of competition of -20.5. The is projected to increase in value after the next headline, with the price projected to jump to 30.89 or above. The average volatility of media hype impact on the company the price is about 85.03%. The price jump on the next news is projected to be 24.31%, whereas the daily expected return is currently at -0.8%. The volatility of related hype on The Brown is about 25.05%, with the expected price after the next announcement by competition of 4.35. Debt can assist The Brown until it has trouble settling it off, either with new capital or with free cash flow. So, The Brown's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Brown Capital sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for The to invest in growth at high rates of return. When we think about The Brown's use of debt, we should always consider it together with cash and equity.Assuming the 90 days horizon the next projected press release will be in about 10 days.
Check out Historical Fundamental Analysis of The Brown to cross-verify your projections.

The Brown Related Hype Analysis

Having access to credible news sources related to The Brown's direct competition is more important than ever and may enhance your ability to predict The Brown's future price movements. Getting to know how The Brown'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 The Brown 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
IMIDXCongress Mid Cap 12.29 2 per month 1.03  0.05  1.62 (1.84) 18.01 
SMFYXAmerican Beacon Stephens(3.07)6 per month 0.98 (0.05) 1.51 (1.72) 3.88 
STMPXSimt Tax Managed Smallmid 6.91 8 per month 0.71  0.08  2.18 (1.45) 4.87 
NWJFXNationwide Ziegler Nyse(94.19)5 per month 1.10  0.01  1.78 (2.00) 7.61 
MDLVXBlackrock Lg Cap(0.15)2 per month 0.35  0.14  1.34 (0.99) 4.87 
EGORXWells Fargo Large 0.08 1 per month 0.63  0.08  1.31 (1.43) 9.62 
WFLLXWells Fargo Large(0.07)1 per month 0.21  0.01  0.96 (0.70) 2.56 
MMDEXPraxis Growth Index(38.04)1 per month 1.06  0.01  1.80 (1.87) 6.62 
EKWYXWells Fargo Advantage(144.72)1 per month 1.53  0.24  4.69 (3.84) 10.43 
HDVYXHartford International Equity 4.68 10 per month 0.48  0.12  1.17 (1.09) 6.71 

Other Forecasting Options for The Brown

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

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

The Brown Market Strength Events

Market strength indicators help investors to evaluate how The Brown 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 The Brown shares will generate the highest return on investment. By undertsting and applying The Brown mutual fund market strength indicators, traders can identify The Brown Capital entry and exit signals to maximize returns.

The Brown Risk Indicators

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

The number of cover stories for The Brown depends on current market conditions and The Brown's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that The Brown 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 The Brown'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

Other Information on Investing in The Mutual Fund

The Brown financial ratios help investors to determine whether The 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 The with respect to the benefits of owning The Brown security.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Fundamental Analysis
View fundamental data based on most recent published financial statements