Frost Growth Mutual Fund Forecast - Naive Prediction
| FACEX Fund | USD 13.45 0.11 0.82% |
The Naive Prediction forecasted value of Frost Growth Equity on the next trading day is expected to be 13.27 with a mean absolute deviation of 0.33 and the sum of the absolute errors of 20.32. Frost Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Frost Growth's share price is below 20 . This usually indicates 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 |
Using Frost Growth hype-based prediction, you can estimate the value of Frost Growth Equity from the perspective of Frost Growth response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Frost Growth Equity on the next trading day is expected to be 13.27 with a mean absolute deviation of 0.33 and the sum of the absolute errors of 20.32. Frost Growth after-hype prediction price | USD 13.45 |
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.
Frost |
Frost Growth Additional Predictive Modules
Most predictive techniques to examine Frost price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Frost using various technical indicators. When you analyze Frost 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.| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Frost Growth Naive Prediction Price Forecast For the 24th of January
Given 90 days horizon, the Naive Prediction forecasted value of Frost Growth Equity on the next trading day is expected to be 13.27 with a mean absolute deviation of 0.33, mean absolute percentage error of 0.22, and the sum of the absolute errors of 20.32.Please note that although there have been many attempts to predict Frost 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 Frost Growth's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Frost Growth Mutual Fund Forecast Pattern
| Backtest Frost Growth | Frost Growth Price Prediction | Buy or Sell Advice |
Frost Growth Forecasted Value
In the context of forecasting Frost Growth'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. Frost Growth's downside and upside margins for the forecasting period are 9.32 and 17.23, respectively. We have considered Frost Growth'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Frost Growth mutual fund data series using in forecasting. Note that when a statistical model is used to represent Frost Growth 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.| AIC | Akaike Information Criteria | 118.4358 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3277 |
| MAPE | Mean absolute percentage error | 0.0282 |
| SAE | Sum of the absolute errors | 20.3182 |
Predictive Modules for Frost Growth
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Frost Growth Equity. 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 Frost Growth'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.
Frost Growth After-Hype Price Prediction Density Analysis
As far as predicting the price of Frost Growth 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 Frost Growth 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 Frost Growth, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Frost Growth Estimiated After-Hype Price Volatility
In the context of predicting Frost Growth's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Frost Growth's historical news coverage. Frost Growth's after-hype downside and upside margins for the prediction period are 9.49 and 17.41, respectively. We have considered Frost Growth'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
Frost Growth is somewhat reliable at this time. Analysis and calculation of next after-hype price of Frost Growth Equity is based on 3 months time horizon.
Frost Growth Mutual Fund Price Prediction Analysis
Have you ever been surprised when a price of a Mutual Fund such as Frost Growth is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Frost Growth 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 Frost Growth, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.42 | 3.96 | 0.00 | 4.18 | 0 Events / Month | 1 Events / Month | In a few days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
13.45 | 13.45 | 0.00 |
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Frost Growth Hype Timeline
Frost Growth Equity is currently traded for 13.45. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -4.18. Frost is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.42%. %. The volatility of related hype on Frost Growth is about 39.75%, with the expected price after the next announcement by competition of 9.27. The company last dividend was issued on the 30th of December 1970. Assuming the 90 days horizon the next forecasted press release will be in a few days. Check out Historical Fundamental Analysis of Frost Growth to cross-verify your projections.Frost Growth Related Hype Analysis
Having access to credible news sources related to Frost Growth's direct competition is more important than ever and may enhance your ability to predict Frost Growth's future price movements. Getting to know how Frost Growth'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 Frost Growth may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| DTLGX | Wilshire Large | (28.72) | 3 per month | 1.22 | (0.09) | 1.57 | (2.10) | 5.18 | |
| WLCTX | Wilshire International Equity | 0.00 | 0 per month | 0.00 | 0.13 | 1.17 | (0.93) | 11.91 | |
| BACAX | Blackrock All Cap Energy | 0.00 | 0 per month | 0.77 | 0.08 | 1.81 | (1.14) | 4.45 | |
| TWSCX | Strategic Allocation Servative | 8.28 | 2 per month | 0.16 | (0.03) | 0.70 | (0.55) | 4.16 | |
| EGIIX | Eaton Vance Greater | (0.37) | 1 per month | 0.62 | 0.02 | 0.91 | (1.21) | 19.26 | |
| EXBAX | Pro Blend Moderate Term | (0.01) | 1 per month | 0.00 | 0.02 | 0.69 | (0.51) | 4.72 | |
| DFDPX | Df Dent Premier | (22.59) | 6 per month | 0.74 | (0.11) | 1.35 | (1.29) | 3.82 | |
| CILGX | Clarkston Fund Institutional | (0.71) | 4 per month | 0.67 | 0.01 | 1.48 | (1.03) | 4.58 | |
| FSTCX | Telecommunications Portfolio Telecommunications | (45.55) | 5 per month | 1.01 | (0.06) | 1.57 | (1.81) | 3.94 |
Other Forecasting Options for Frost Growth
For every potential investor in Frost, whether a beginner or expert, Frost Growth's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Frost Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Frost. Basic forecasting techniques help filter out the noise by identifying Frost Growth's price trends.Frost Growth 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 Frost Growth mutual fund to make a market-neutral strategy. Peer analysis of Frost Growth could also be used in its relative valuation, which is a method of valuing Frost Growth by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Frost Growth Market Strength Events
Market strength indicators help investors to evaluate how Frost Growth 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 Frost Growth shares will generate the highest return on investment. By undertsting and applying Frost Growth mutual fund market strength indicators, traders can identify Frost Growth Equity entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 13.45 | |||
| Day Typical Price | 13.45 | |||
| Price Action Indicator | 0.055 | |||
| Period Momentum Indicator | 0.11 |
Frost Growth Risk Indicators
The analysis of Frost Growth'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 Frost Growth's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting frost 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.
| Mean Deviation | 1.19 | |||
| Semi Deviation | 0.5022 | |||
| Standard Deviation | 3.78 | |||
| Variance | 14.26 | |||
| Downside Variance | 1.17 | |||
| Semi Variance | 0.2522 | |||
| Expected Short fall | (1.60) |
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 Frost Growth
The number of cover stories for Frost Growth depends on current market conditions and Frost Growth's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Frost Growth 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 Frost Growth's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Other Information on Investing in Frost Mutual Fund
Frost Growth financial ratios help investors to determine whether Frost 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 Frost with respect to the benefits of owning Frost Growth security.
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