Natura City Stock Forecast - Simple Regression

CITY Stock   126.00  8.00  6.78%   
The Simple Regression forecasted value of Natura City Developments on the next trading day is expected to be 134.28 with a mean absolute deviation of 12.52 and the sum of the absolute errors of 763.68. Natura Stock Forecast is based on your current time horizon.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Natura City 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.

Natura City Simple Regression Price Forecast For the 26th of November

Given 90 days horizon, the Simple Regression forecasted value of Natura City Developments on the next trading day is expected to be 134.28 with a mean absolute deviation of 12.52, mean absolute percentage error of 212.31, and the sum of the absolute errors of 763.68.
Please note that although there have been many attempts to predict Natura 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 Natura City's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Natura City Stock Forecast Pattern

Backtest Natura CityNatura City Price PredictionBuy or Sell Advice 

Natura City Forecasted Value

In the context of forecasting Natura City'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. Natura City's downside and upside margins for the forecasting period are 126.60 and 141.97, respectively. We have considered Natura City'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
126.00
126.60
Downside
134.28
Expected Value
141.97
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 Natura City stock data series using in forecasting. Note that when a statistical model is used to represent Natura City 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.
AICAkaike Information Criteria123.4685
BiasArithmetic mean of the errors None
MADMean absolute deviation12.5193
MAPEMean absolute percentage error0.1259
SAESum of the absolute errors763.6797
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 Natura City Developments 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 Natura City

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Natura City Developments. 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.
Hype
Prediction
LowEstimatedHigh
118.31126.00133.69
Details
Intrinsic
Valuation
LowRealHigh
109.81117.50138.60
Details
Bollinger
Band Projection (param)
LowMiddleHigh
105.74120.00134.26
Details

Other Forecasting Options for Natura City

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

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

Natura City Developments Technical and Predictive Analytics

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

Natura City Market Strength Events

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

Natura City Risk Indicators

The analysis of Natura City'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 Natura City's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting natura 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.
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 Natura Stock

Natura City financial ratios help investors to determine whether Natura Stock 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 Natura with respect to the benefits of owning Natura City security.