Bancroft Fund Stock Forecast - Naive Prediction
| BCV Stock | USD 23.92 0.07 0.29% |
Bancroft Stock outlook is based on your current time horizon.
The relative strength index (RSI) of Bancroft Fund's stock price is slightly above 61 suggesting that the stock 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 Bancroft, making its price go up or down. Momentum 61
Buy Extended
Oversold | Overbought |
Quarterly Earnings Growth (0.19) | Quarterly Revenue Growth 0.023 |
Using Bancroft Fund hype-based prediction, you can estimate the value of Bancroft Fund Limited from the perspective of Bancroft Fund response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Bancroft Fund Limited on the next trading day is expected to be 24.29 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.08. Bancroft Fund after-hype prediction price | USD 23.84 |
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 Bancroft Fund to cross-verify your projections. Bancroft Fund Additional Predictive Modules
Most predictive techniques to examine Bancroft price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Bancroft using various technical indicators. When you analyze Bancroft 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Bancroft Fund's financial statements to predict how it will affect future prices.
Cash | First Reported 1990-10-31 | Previous Quarter 502 | Current Value 4.3 K | Quarterly Volatility 1.8 M |
Bancroft Fund Naive Prediction Price Forecast For the 27th of January
Given 90 days horizon, the Naive Prediction forecasted value of Bancroft Fund Limited on the next trading day is expected to be 24.29 with a mean absolute deviation of 0.35, mean absolute percentage error of 0.17, and the sum of the absolute errors of 21.08.Please note that although there have been many attempts to predict Bancroft 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 Bancroft Fund's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Bancroft Fund Stock Forecast Pattern
| Backtest Bancroft Fund | Bancroft Fund Price Prediction | Buy or Sell Advice |
Bancroft Fund Forecasted Value
In the context of forecasting Bancroft Fund'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. Bancroft Fund's downside and upside margins for the forecasting period are 23.03 and 25.55, respectively. We have considered Bancroft Fund'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.
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 Bancroft Fund stock data series using in forecasting. Note that when a statistical model is used to represent Bancroft Fund 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 | 116.36 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3456 |
| MAPE | Mean absolute percentage error | 0.0155 |
| SAE | Sum of the absolute errors | 21.082 |
Predictive Modules for Bancroft Fund
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bancroft Fund Limited. 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 Bancroft Fund'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.
Bancroft Fund After-Hype Price Density Analysis
As far as predicting the price of Bancroft Fund 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 Bancroft Fund 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 Bancroft Fund, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Bancroft Fund Estimiated After-Hype Price Volatility
In the context of predicting Bancroft Fund's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Bancroft Fund's historical news coverage. Bancroft Fund's after-hype downside and upside margins for the prediction period are 22.57 and 25.11, respectively. We have considered Bancroft Fund'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
Bancroft Fund is very steady at this time. Analysis and calculation of next after-hype price of Bancroft Fund Limited is based on 3 months time horizon.
Bancroft Fund Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Bancroft Fund is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Bancroft Fund 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 Bancroft Fund, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.05 | 1.26 | 0.01 | 0.00 | 9 Events / Month | 3 Events / Month | In about 9 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
23.92 | 23.84 | 0.04 |
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Bancroft Fund Hype Timeline
On the 26th of January Bancroft Fund Limited is traded for 23.92. The entity has historical hype elasticity of -0.01, and average elasticity to hype of competition of 0.0. Bancroft is forecasted to decline in value after the next headline, with the price expected to drop to 23.84. The average volatility of media hype impact on the company price is over 100%. The price depreciation on the next news is expected to be -0.04%, whereas the daily expected return is currently at 0.05%. The volatility of related hype on Bancroft Fund is about 12600.0%, with the expected price after the next announcement by competition of 23.92. About 32.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 0.95. Some equities with similar Price to Book (P/B) outperform the market in the long run. Bancroft Fund Limited last dividend was issued on the 24th of November 2025. Considering the 90-day investment horizon the next forecasted press release will be in about 9 days. Check out Historical Fundamental Analysis of Bancroft Fund to cross-verify your projections.Bancroft Fund Related Hype Analysis
Having access to credible news sources related to Bancroft Fund's direct competition is more important than ever and may enhance your ability to predict Bancroft Fund's future price movements. Getting to know how Bancroft Fund'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 Bancroft Fund may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| DMO | Western Asset Mortgage | 0.04 | 4 per month | 0.00 | (0.20) | 0.96 | (1.19) | 3.82 | |
| GGT | Gabelli MultiMedia Mutual | 0.02 | 7 per month | 0.82 | 0.07 | 1.71 | (1.94) | 5.19 | |
| RYDVX | Royce Dividend Value | (0.02) | 1 per month | 0.00 | (0.12) | 1.79 | (1.69) | 66.24 | |
| DNMDX | Dunham Monthly Distribution | 0.05 | 10 per month | 0.00 | (0.66) | 0.14 | (0.10) | 0.31 | |
| BWG | Brandywineglobal Globalome Opportunities | (0.51) | 6 per month | 0.53 | (0.08) | 1.08 | (0.96) | 3.03 | |
| NBREX | Neuberger Berman Mid | 0.17 | 1 per month | 0.69 | 0.12 | 1.70 | (1.57) | 12.60 | |
| PFD | Flaherty Crumrine Preferredome | 0.07 | 1 per month | 0.51 | (0.09) | 1.11 | (0.86) | 2.97 | |
| IAF | Aberdeen Australia Ef | 0.00 | 1 per month | 1.00 | (0.04) | 1.49 | (1.88) | 4.10 | |
| PFO | Flaherty Crumrine Preferred | 0.02 | 2 per month | 0.56 | (0.11) | 0.74 | (0.97) | 2.85 | |
| JHS | John Hancock Income | 0.06 | 8 per month | 0.58 | (0.14) | 0.62 | (0.96) | 2.76 |
Other Forecasting Options for Bancroft Fund
For every potential investor in Bancroft, whether a beginner or expert, Bancroft Fund's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Bancroft Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Bancroft. Basic forecasting techniques help filter out the noise by identifying Bancroft Fund's price trends.Bancroft Fund 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 Bancroft Fund stock to make a market-neutral strategy. Peer analysis of Bancroft Fund could also be used in its relative valuation, which is a method of valuing Bancroft Fund by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Bancroft Fund Market Strength Events
Market strength indicators help investors to evaluate how Bancroft Fund stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bancroft Fund shares will generate the highest return on investment. By undertsting and applying Bancroft Fund stock market strength indicators, traders can identify Bancroft Fund Limited entry and exit signals to maximize returns.
Bancroft Fund Risk Indicators
The analysis of Bancroft Fund'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 Bancroft Fund's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting bancroft 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 | 0.9269 | |||
| Semi Deviation | 1.17 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.7 | |||
| Downside Variance | 1.67 | |||
| Semi Variance | 1.37 | |||
| Expected Short fall | (1.02) |
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 Bancroft Fund
The number of cover stories for Bancroft Fund depends on current market conditions and Bancroft Fund's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Bancroft Fund 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 Bancroft Fund's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Additional Tools for Bancroft Stock Analysis
When running Bancroft Fund's price analysis, check to measure Bancroft Fund'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 Bancroft Fund is operating at the current time. Most of Bancroft Fund's value examination focuses on studying past and present price action to predict the probability of Bancroft Fund's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bancroft Fund's price. Additionally, you may evaluate how the addition of Bancroft Fund to your portfolios can decrease your overall portfolio volatility.