Bursa Malaysia Index Forecast - Naive Prediction

BMCON Index   308.64  0.31  0.10%   
The Naive Prediction forecasted value of Bursa Malaysia Construction on the next trading day is expected to be 315.44 with a mean absolute deviation of 2.97 and the sum of the absolute errors of 181.23. Investors can use prediction functions to forecast Bursa Malaysia's index prices and determine the direction of Bursa Malaysia Construction's future trends based on various well-known forecasting models. However, exclusively looking at the historical price movement is usually misleading. At this time the rsi of Bursa Malaysia's share price is below 20 suggesting that the index is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Bursa Malaysia's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Bursa Malaysia Construction, which may create opportunities for some arbitrage if properly timed.
Using Bursa Malaysia hype-based prediction, you can estimate the value of Bursa Malaysia Construction from the perspective of Bursa Malaysia response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Bursa Malaysia Construction on the next trading day is expected to be 315.44 with a mean absolute deviation of 2.97 and the sum of the absolute errors of 181.23.

Bursa Malaysia after-hype prediction price

    
  MYR 308.64  
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 index price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in employment.

Bursa Malaysia Additional Predictive Modules

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

Bursa Malaysia Naive Prediction Price Forecast For the 12th of January 2026

Given 90 days horizon, the Naive Prediction forecasted value of Bursa Malaysia Construction on the next trading day is expected to be 315.44 with a mean absolute deviation of 2.97, mean absolute percentage error of 12.87, and the sum of the absolute errors of 181.23.
Please note that although there have been many attempts to predict Bursa Index 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 Bursa Malaysia's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Bursa Malaysia Index Forecast Pattern

Bursa Malaysia Forecasted Value

In the context of forecasting Bursa Malaysia's Index 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. Bursa Malaysia's downside and upside margins for the forecasting period are 314.53 and 316.35, respectively. We have considered Bursa Malaysia'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
308.64
314.53
Downside
315.44
Expected Value
316.35
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 Bursa Malaysia index data series using in forecasting. Note that when a statistical model is used to represent Bursa Malaysia index, 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 Criteria120.6657
BiasArithmetic mean of the errors None
MADMean absolute deviation2.971
MAPEMean absolute percentage error0.0096
SAESum of the absolute errors181.2289
This model is not at all useful as a medium-long range forecasting tool of Bursa Malaysia Construction. 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 Bursa Malaysia. 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 Bursa Malaysia

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Bursa Malaysia Const. Regardless of method or technology, however, to accurately forecast the index market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the index 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.

Other Forecasting Options for Bursa Malaysia

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

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

Bursa Malaysia Const Technical and Predictive Analytics

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

Bursa Malaysia Market Strength Events

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

Bursa Malaysia Risk Indicators

The analysis of Bursa Malaysia'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 Bursa Malaysia's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting bursa index 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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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.