Bâloise Holding Pink Sheet Forecast - 4 Period Moving Average

BLHEF Stock  USD 201.18  0.00  0.00%   
The 4 Period Moving Average forecasted value of Bloise Holding AG on the next trading day is expected to be 201.18 with a mean absolute deviation of 1.27 and the sum of the absolute errors of 72.48. Bâloise Pink Sheet Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Bâloise Holding's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A four-period moving average forecast model for Bloise Holding AG is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Bâloise Holding 4 Period Moving Average Price Forecast For the 30th of November

Given 90 days horizon, the 4 Period Moving Average forecasted value of Bloise Holding AG on the next trading day is expected to be 201.18 with a mean absolute deviation of 1.27, mean absolute percentage error of 27.65, and the sum of the absolute errors of 72.48.
Please note that although there have been many attempts to predict Bâloise Pink Sheet 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 Bâloise Holding's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Bâloise Holding Pink Sheet Forecast Pattern

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Bâloise Holding Forecasted Value

In the context of forecasting Bâloise Holding's Pink Sheet 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. Bâloise Holding's downside and upside margins for the forecasting period are 199.06 and 203.30, respectively. We have considered Bâloise Holding'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
201.18
199.06
Downside
201.18
Expected Value
203.30
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Bâloise Holding pink sheet data series using in forecasting. Note that when a statistical model is used to represent Bâloise Holding pink sheet, 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 Criteria114.0785
BiasArithmetic mean of the errors -1.2715
MADMean absolute deviation1.2715
MAPEMean absolute percentage error0.0063
SAESum of the absolute errors72.475
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Bâloise Holding. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Bloise Holding AG and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Bâloise Holding

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bloise Holding AG. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Bâloise Holding'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
199.06201.18203.30
Details
Intrinsic
Valuation
LowRealHigh
189.87191.99221.30
Details
Bollinger
Band Projection (param)
LowMiddleHigh
201.18201.18201.18
Details

Other Forecasting Options for Bâloise Holding

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

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

Bloise Holding AG Technical and Predictive Analytics

The pink sheet market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Bâloise Holding'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 Bâloise Holding's current price.

Bâloise Holding Market Strength Events

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

Bâloise Holding Risk Indicators

The analysis of Bâloise Holding'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 Bâloise Holding's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting bâloise pink sheet 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.

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Other Information on Investing in Bâloise Pink Sheet

Bâloise Holding financial ratios help investors to determine whether Bâloise Pink Sheet 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 Bâloise with respect to the benefits of owning Bâloise Holding security.