Chautauqua Global Mutual Fund Forecast - Simple Regression

CCGSX Fund  USD 28.74  0.05  0.17%   
The Simple Regression forecasted value of Chautauqua Global Growth on the next trading day is expected to be 28.71 with a mean absolute deviation of 0.45 and the sum of the absolute errors of 27.34. Chautauqua Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Chautauqua Global's share price is below 20 suggesting that the mutual fund 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 Chautauqua Global's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Chautauqua Global Growth, which may create opportunities for some arbitrage if properly timed.
Using Chautauqua Global hype-based prediction, you can estimate the value of Chautauqua Global Growth from the perspective of Chautauqua Global response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Chautauqua Global Growth on the next trading day is expected to be 28.71 with a mean absolute deviation of 0.45 and the sum of the absolute errors of 27.34.

Chautauqua Global after-hype prediction price

    
  USD 28.66  
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 Chautauqua Global to cross-verify your projections.

Chautauqua Global Additional Predictive Modules

Most predictive techniques to examine Chautauqua price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Chautauqua using various technical indicators. When you analyze Chautauqua 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.
Simple Regression model is a single variable regression model that attempts to put a straight line through Chautauqua Global price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Chautauqua Global Simple Regression Price Forecast For the 24th of January

Given 90 days horizon, the Simple Regression forecasted value of Chautauqua Global Growth on the next trading day is expected to be 28.71 with a mean absolute deviation of 0.45, mean absolute percentage error of 0.27, and the sum of the absolute errors of 27.34.
Please note that although there have been many attempts to predict Chautauqua 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 Chautauqua Global's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Chautauqua Global Mutual Fund Forecast Pattern

Backtest Chautauqua GlobalChautauqua Global Price PredictionBuy or Sell Advice 

Chautauqua Global Forecasted Value

In the context of forecasting Chautauqua Global'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. Chautauqua Global's downside and upside margins for the forecasting period are 27.76 and 29.67, respectively. We have considered Chautauqua Global'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
28.74
28.71
Expected Value
29.67
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Chautauqua Global mutual fund data series using in forecasting. Note that when a statistical model is used to represent Chautauqua Global 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 Criteria116.8194
BiasArithmetic mean of the errors None
MADMean absolute deviation0.4481
MAPEMean absolute percentage error0.0167
SAESum of the absolute errors27.337
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Chautauqua Global Growth historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for Chautauqua Global

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Chautauqua Global Growth. 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 Chautauqua Global'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
27.7128.6629.61
Details
Intrinsic
Valuation
LowRealHigh
28.0629.0129.96
Details
Bollinger
Band Projection (param)
LowMiddleHigh
25.8627.7129.57
Details

Chautauqua Global After-Hype Price Prediction Density Analysis

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

Chautauqua Global Estimiated After-Hype Price Volatility

In the context of predicting Chautauqua Global's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Chautauqua Global's historical news coverage. Chautauqua Global's after-hype downside and upside margins for the prediction period are 27.71 and 29.61, respectively. We have considered Chautauqua Global'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
28.74
28.66
After-hype Price
29.61
Upside
Chautauqua Global is very steady at this time. Analysis and calculation of next after-hype price of Chautauqua Global Growth is based on 3 months time horizon.

Chautauqua Global Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Chautauqua Global is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Chautauqua Global 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 Chautauqua Global, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.13 
0.95
  0.03 
 0.00  
2 Events / Month
1 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
28.74
28.66
0.10 
380.00  
Notes

Chautauqua Global Hype Timeline

Chautauqua Global Growth is currently traded for 28.74. The entity has historical hype elasticity of -0.03, and average elasticity to hype of competition of 0.0. Chautauqua is projected to decline in value after the next headline, with the price expected to drop to 28.66. The average volatility of media hype impact on the company price is over 100%. The price reduction on the next news is expected to be -0.1%, whereas the daily expected return is currently at 0.13%. The volatility of related hype on Chautauqua Global is about 2500.0%, with the expected price after the next announcement by competition of 28.74. The company last dividend was issued on the 26th of December 2019. Assuming the 90 days horizon the next projected press release will be in a few days.
Check out Historical Fundamental Analysis of Chautauqua Global to cross-verify your projections.

Chautauqua Global Related Hype Analysis

Having access to credible news sources related to Chautauqua Global's direct competition is more important than ever and may enhance your ability to predict Chautauqua Global's future price movements. Getting to know how Chautauqua Global'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 Chautauqua Global 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
CCGIXChautauqua Global Growth 0.00 0 per month 0.69  0.06  1.44 (1.55) 5.23 
HULEXHuber Capital Equity(0.06)1 per month 0.69 (0.05) 1.01 (1.31) 3.74 
PGIIXPolen Global Growth 0.05 1 per month 0.57  0.07  1.31 (1.92) 29.92 
HLEMXHarding Loevner Emerging 0.00 0 per month 0.70 (0.11) 0.97 (1.16) 3.38 
SBRVXSegall Bryant Hamill 0.00 0 per month 0.62  0.15  2.65 (1.72) 15.19 
RGOIXRbc Global Opportunities(0.24)1 per month 0.72 (0.08) 1.03 (1.16) 3.98 
CSUAXCohen Steers Global(0.29)1 per month 0.51 (0.04) 0.82 (1.08) 4.18 
GLRIXJames Balanced Golden 0.00 0 per month 0.11  0.02  0.72 (0.54) 4.82 
FLDFXBalanced Fund Retail 0.00 0 per month 0.36 (0.01) 0.93 (0.96) 4.03 
SPWYXAmerican Beacon Stephens 0.16 1 per month 1.20  0.01  1.97 (1.95) 5.60 

Other Forecasting Options for Chautauqua Global

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

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

Chautauqua Global Market Strength Events

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

Chautauqua Global Risk Indicators

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

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

Chautauqua Global financial ratios help investors to determine whether Chautauqua 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 Chautauqua with respect to the benefits of owning Chautauqua Global security.
Portfolio Dashboard
Portfolio dashboard that provides centralized access to all your investments
Economic Indicators
Top statistical indicators that provide insights into how an economy is performing
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities