Becker Value Mutual Fund Forecast - Naive Prediction

BVEIX Fund  USD 21.26  0.17  0.79%   
Becker Mutual Fund outlook is based on your current time horizon.
The relative strength index (RSI) of Becker Value's mutual fund price is slightly above 63 suggesting that the mutual fund 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 Becker, making its price go up or down.

Momentum 63

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Becker Value's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Becker Value Equity, which may create opportunities for some arbitrage if properly timed.
Using Becker Value hype-based prediction, you can estimate the value of Becker Value Equity from the perspective of Becker Value response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Becker Value Equity on the next trading day is expected to be 21.79 with a mean absolute deviation of 0.24 and the sum of the absolute errors of 14.59.

Becker Value after-hype prediction price

    
  USD 21.27  
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 Becker Value to cross-verify your projections.

Becker Value Additional Predictive Modules

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

Becker Value Naive Prediction Price Forecast For the 27th of January

Given 90 days horizon, the Naive Prediction forecasted value of Becker Value Equity on the next trading day is expected to be 21.79 with a mean absolute deviation of 0.24, mean absolute percentage error of 0.1, and the sum of the absolute errors of 14.59.
Please note that although there have been many attempts to predict Becker 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 Becker Value's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Becker Value Mutual Fund Forecast Pattern

Backtest Becker Value  Becker Value Price Prediction  Buy or Sell Advice  

Becker Value Forecasted Value

In the context of forecasting Becker Value'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. Becker Value's downside and upside margins for the forecasting period are 20.48 and 23.11, respectively. We have considered Becker Value'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
21.26
21.79
Expected Value
23.11
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 Becker Value mutual fund data series using in forecasting. Note that when a statistical model is used to represent Becker Value 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 Criteria115.7734
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2392
MAPEMean absolute percentage error0.012
SAESum of the absolute errors14.5916
This model is not at all useful as a medium-long range forecasting tool of Becker Value Equity. 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 Becker Value. 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 Becker Value

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Becker Value Equity. 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.
Hype
Prediction
LowEstimatedHigh
19.9621.2722.58
Details
Intrinsic
Valuation
LowRealHigh
19.1322.7524.06
Details
Bollinger
Band Projection (param)
LowMiddleHigh
20.4721.0021.52
Details

Becker Value After-Hype Price Density Analysis

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

Becker Value Estimiated After-Hype Price Volatility

In the context of predicting Becker Value's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Becker Value's historical news coverage. Becker Value's after-hype downside and upside margins for the prediction period are 19.96 and 22.58, respectively. We have considered Becker Value'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
21.26
21.27
After-hype Price
22.58
Upside
Becker Value is very steady at this time. Analysis and calculation of next after-hype price of Becker Value Equity is based on 3 months time horizon.

Becker Value Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Becker Value is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Becker Value 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 Becker Value, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.21 
1.31
  0.01 
  1.31 
1 Events / Month
1 Events / Month
Very soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
21.26
21.27
0.05 
4,367  
Notes

Becker Value Hype Timeline

Becker Value Equity is currently traded for 21.26. The entity has historical hype elasticity of 0.01, and average elasticity to hype of competition of -1.31. Becker is forecasted to increase in value after the next headline, with the price projected to jump to 21.27 or above. The average volatility of media hype impact on the company the price is over 100%. The price jump on the next news is projected to be 0.05%, whereas the daily expected return is currently at 0.21%. The volatility of related hype on Becker Value is about 21.06%, with the expected price after the next announcement by competition of 19.95. Assuming the 90 days horizon the next forecasted press release will be very soon.
Check out Historical Fundamental Analysis of Becker Value to cross-verify your projections.

Becker Value Related Hype Analysis

Having access to credible news sources related to Becker Value's direct competition is more important than ever and may enhance your ability to predict Becker Value's future price movements. Getting to know how Becker Value'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 Becker Value 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
VILLXVillere Balanced Fund(4.06)2 per month 0.38 (0.06) 1.00 (0.69) 1.99 
IEYAXIvy Energy Fund 5.26 4 per month 0.54  0.13  1.64 (1.27) 3.84 
WMBLXWesmark Balanced Fund 0.00 0 per month 0.00  0.08  0.71 (0.56) 6.87 
FNSTXFidelity Infrastructure 0.00 0 per month 1.10 (0.06) 1.61 (1.86) 4.17 
ICMBXIntrepid Capital Fund 2.15 1 per month 0.51 (0.02) 0.77 (0.72) 2.36 
PFSMXRiskproreg Pfg 30 0.00 0 per month 0.58 (0.04) 0.95 (1.11) 2.69 
MICDXMatthews China Dividend 1.20 8 per month 0.65 (0.04) 1.65 (1.14) 3.57 
CEECentral Europe Russia(1.78)2 per month 0.94  0.14  3.18 (1.67) 5.80 
RBCGXReynolds Blue Chip(50.01)1 per month 0.78  0.06  1.46 (1.73) 21.46 
MONTXMonetta Fund Monetta(14.95)4 per month 1.31 (0.05) 1.55 (2.18) 5.42 

Other Forecasting Options for Becker Value

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

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

Becker Value Market Strength Events

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

Becker Value Risk Indicators

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

The number of cover stories for Becker Value depends on current market conditions and Becker Value's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Becker Value 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 Becker Value'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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Other Information on Investing in Becker Mutual Fund

Becker Value financial ratios help investors to determine whether Becker 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 Becker with respect to the benefits of owning Becker Value security.
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