IShares MSCI ETF Forward View - Polynomial Regression

EWM ETF  USD 30.31  -0.11  -0.36%   
This Polynomial Regression projection for IShares MSCI is fitted to the equity's recent daily closes. Low error metrics relative to the price level indicate the model fits recent trading behavior well. Older observations carry less weight in the current projection as the price series extends. The Polynomial Regression model projects IShares MSCI at 30.59 for the next trading day, above the most recent closing price. This forecast is one analytical input among many and should be assessed in the context of broader analysis.
Polynomial regression for IShares MSCI fits a curved line through historical price points using time as the independent variable. Unlike simple regression, which fits only a straight line, polynomial regression can capture nonlinear price trends including acceleration and deceleration.

Polynomial Regression Price Forecast For the 11th of May 2026

Over a 90-day horizon, the Polynomial Regression model forecasts IShares MSCI at 30.59 for the next trading day, with a mean absolute deviation of 0.29 , mean absolute percentage error of 0.01 , and sum of absolute errors of 17.69 .
This represents a very tight forecast — the model closely tracks IShares MSCI's recent price behavior. This output is intended for short-term analytical reference.

ETF Forecast Pattern

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Forecasted Value

The projected range for IShares MSCI reflects the model's ability to define credible downside and upside scenarios for the next trading day. Downside is estimated near 29.55 and upside near 31.62. The moderate spread reflects defined uncertainty around the forecast.
Market Value
30.31
30.59
Expected Value
31.62

Model Predictive Factors

The table below summarizes the Polynomial Regression model's error metrics for IShares MSCI ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.
AICAkaike Information Criteria116.0948
BiasArithmetic mean of the errors None
MADMean absolute deviation0.29
MAPEMean absolute percentage error0.01
SAESum of the absolute errors17.6892
The model takes the form: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm. Higher-degree polynomials fit iShares MSCI Malaysia historical data more closely but are more prone to overfitting, which can produce unreliable extrapolations beyond the observed price range.

Other Forecasting Options for IShares MSCI

The autocorrelation structure of IShares MSCI's daily returns reveals whether IShares MSCI exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements distinguishes persistent directional moves from temporary noise in IShares MSCI ETF price data. Stochastic oscillator analysis compares IShares MSCI's closing price to its range over a given period.

IShares MSCI Comparable Funds

These peer funds are related to IShares MSCI and help frame its category context. Looking across similar funds helps show whether IShares MSCI's pricing and risk profile are typical for the category.
 Risk & Return  Correlation

IShares MSCI Market Strength Events

Rate of Change and Momentum readings for IShares MSCI measure the velocity of recent price moves rather than direction alone. These indicators add context to how recent sessions in IShares MSCI have behaved. These indicators are most informative when viewed alongside IShares MSCI's volume profile and volatility measures.

IShares MSCI Risk Indicators

Standard deviation and variance for IShares MSCI measure total price dispersion, while semi-deviation isolates only the downside moves. Higher variance relative to sector peers signals that IShares MSCI's price path has been less predictable over the measured period. Analyzing IShares MSCI's risk indicators helps explain how recent moves compare with its broader trading range.
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.