Commerzbank Pink Sheet Forecast - 4 Period Moving Average

CRZBF Stock  USD 18.00  0.00  0.00%   
The 4 Period Moving Average forecasted value of Commerzbank AG on the next trading day is expected to be 18.00 with a mean absolute deviation of 0.27 and the sum of the absolute errors of 15.55. Commerzbank Pink Sheet Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Commerzbank's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A four-period moving average forecast model for Commerzbank AG is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Commerzbank 4 Period Moving Average Price Forecast For the 25th of November

Given 90 days horizon, the 4 Period Moving Average forecasted value of Commerzbank AG on the next trading day is expected to be 18.00 with a mean absolute deviation of 0.27, mean absolute percentage error of 0.37, and the sum of the absolute errors of 15.55.
Please note that although there have been many attempts to predict Commerzbank Pink Sheet 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 Commerzbank's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Commerzbank Pink Sheet Forecast Pattern

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Commerzbank Forecasted Value

In the context of forecasting Commerzbank's Pink Sheet 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. Commerzbank's downside and upside margins for the forecasting period are 15.46 and 20.54, respectively. We have considered Commerzbank'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
18.00
18.00
Expected Value
20.54
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Commerzbank pink sheet data series using in forecasting. Note that when a statistical model is used to represent Commerzbank pink sheet, 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 Criteria109.7651
BiasArithmetic mean of the errors -0.175
MADMean absolute deviation0.2729
MAPEMean absolute percentage error0.0162
SAESum of the absolute errors15.555
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Commerzbank. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Commerzbank AG and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Commerzbank

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Commerzbank AG. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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
15.4618.0020.54
Details
Intrinsic
Valuation
LowRealHigh
17.4019.9422.48
Details
Bollinger
Band Projection (param)
LowMiddleHigh
18.0018.0018.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Commerzbank. Your research has to be compared to or analyzed against Commerzbank's peers to derive any actionable benefits. When done correctly, Commerzbank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Commerzbank AG.

Other Forecasting Options for Commerzbank

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

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 Risk & Return  Correlation

Commerzbank AG Technical and Predictive Analytics

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

Commerzbank Market Strength Events

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

Commerzbank Risk Indicators

The analysis of Commerzbank'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 Commerzbank's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting commerzbank pink sheet 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 Commerzbank Pink Sheet

Commerzbank financial ratios help investors to determine whether Commerzbank Pink Sheet 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 Commerzbank with respect to the benefits of owning Commerzbank security.