CommScope Holding Stock Forward View - Polynomial Regression

COMMDelisted Stock  USD 19.58  0.08  0.41%   
CommScope Stock outlook is based on your current time horizon.
As of now, The value of RSI of CommScope Holding's share price is at 59 suggesting that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling CommScope Holding, making its price go up or down.

Momentum 59

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of CommScope Holding's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of CommScope Holding and does not consider all of the tangible or intangible factors available from CommScope Holding's fundamental data. We analyze noise-free headlines and recent hype associated with CommScope Holding Co, which may create opportunities for some arbitrage if properly timed.
Using CommScope Holding hype-based prediction, you can estimate the value of CommScope Holding Co from the perspective of CommScope Holding response to recently generated media hype and the effects of current headlines on its competitors.
The Polynomial Regression forecasted value of CommScope Holding Co on the next trading day is expected to be 18.09 with a mean absolute deviation of 0.68 and the sum of the absolute errors of 41.44.

CommScope Holding after-hype prediction price

    
  USD 19.62  
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 delisted stock 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 company could be closely tied with the direction of predictive economic indicators such as signals in state.

CommScope Holding Additional Predictive Modules

Most predictive techniques to examine CommScope price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for CommScope using various technical indicators. When you analyze CommScope 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.
CommScope Holding polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for CommScope Holding Co as well as the accuracy indicators are determined from the period prices.

CommScope Holding Polynomial Regression Price Forecast For the 4th of February

Given 90 days horizon, the Polynomial Regression forecasted value of CommScope Holding Co on the next trading day is expected to be 18.09 with a mean absolute deviation of 0.68, mean absolute percentage error of 0.63, and the sum of the absolute errors of 41.44.
Please note that although there have been many attempts to predict CommScope Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that CommScope Holding's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

CommScope Holding Stock Forecast Pattern

Backtest CommScope Holding  CommScope Holding Price Prediction  Research Analysis  

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of CommScope Holding stock data series using in forecasting. Note that when a statistical model is used to represent CommScope Holding 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 Criteria117.6553
BiasArithmetic mean of the errors None
MADMean absolute deviation0.6794
MAPEMean absolute percentage error0.0375
SAESum of the absolute errors41.4418
A single variable polynomial regression model attempts to put a curve through the CommScope Holding historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for CommScope 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 CommScope Holding. 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
16.9519.6222.29
Details
Intrinsic
Valuation
LowRealHigh
13.2715.9421.54
Details
Bollinger
Band Projection (param)
LowMiddleHigh
17.1118.6020.09
Details

CommScope Holding After-Hype Price Density Analysis

As far as predicting the price of CommScope Holding 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 CommScope Holding 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 Stock prices, such as prices of CommScope Holding, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

CommScope Holding Estimiated After-Hype Price Volatility

In the context of predicting CommScope Holding's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on CommScope Holding's historical news coverage. CommScope Holding's after-hype downside and upside margins for the prediction period are 16.95 and 22.29, respectively. We have considered CommScope Holding'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
19.58
19.62
After-hype Price
22.29
Upside
CommScope Holding is not too volatile at this time. Analysis and calculation of next after-hype price of CommScope Holding is based on 3 months time horizon.

CommScope Holding Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as CommScope Holding is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading CommScope Holding 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 Delisted Stock 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 CommScope Holding, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.38 
2.67
  0.04 
  0.16 
3 Events / Month
7 Events / Month
In about 3 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
19.58
19.62
0.20 
2,427  
Notes

CommScope Holding Hype Timeline

CommScope Holding is currently traded for 19.58. The entity has historical hype elasticity of 0.04, and average elasticity to hype of competition of 0.16. CommScope is expected to increase in value after the next headline, with the price projected to jump to 19.62 or above. The average volatility of media hype impact on the company the price is over 100%. The price boost on the next news is projected to be 0.2%, whereas the daily expected return is currently at 0.38%. The volatility of related hype on CommScope Holding is about 634.2%, with the expected price after the next announcement by competition of 19.74. The company reported the previous year's revenue of 4.21 B. Net Loss for the year was (315.5 M) with profit before overhead, payroll, taxes, and interest of 2.18 B. Given the investment horizon of 90 days the next expected press release will be in about 3 days.
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.

CommScope Holding Related Hype Analysis

Having access to credible news sources related to CommScope Holding's direct competition is more important than ever and may enhance your ability to predict CommScope Holding's future price movements. Getting to know how CommScope Holding'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 CommScope Holding may potentially react to the hype associated with one of its peers.

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

CommScope Holding Market Strength Events

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

CommScope Holding Risk Indicators

The analysis of CommScope 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 CommScope Holding's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting commscope 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.

Story Coverage note for CommScope Holding

The number of cover stories for CommScope Holding depends on current market conditions and CommScope Holding's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that CommScope Holding 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 CommScope Holding's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

CommScope Holding Short Properties

CommScope Holding's future price predictability will typically decrease when CommScope Holding's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of CommScope Holding Co often depends not only on the future outlook of the potential CommScope Holding's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. CommScope Holding's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding214.4 M
Cash And Short Term Investments564.9 M
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in state.
You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

Other Consideration for investing in CommScope Stock

If you are still planning to invest in CommScope Holding check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the CommScope Holding's history and understand the potential risks before investing.
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