Federal National OTC Stock Forecast - Simple Regression

FNMA Stock  USD 8.92  0.28  3.04%   
The Simple Regression forecasted value of Federal National Mortgage on the next trading day is expected to be 10.15 with a mean absolute deviation of 0.68 and the sum of the absolute errors of 42.09. Federal OTC Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Federal National stock prices and determine the direction of Federal National Mortgage's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Federal National's historical fundamentals, such as revenue growth or operating cash flow patterns.
At this time, the value of RSI of Federal National's share price is approaching 40. This usually indicates that the otc stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling Federal National, making its price go up or down.

Momentum 40

 Sell Extended

 
Oversold
 
Overbought
Federal National Mortgage stock price prediction is an act of determining the future value of Federal National shares using few different conventional methods such as EPS estimation, analyst consensus, or fundamental intrinsic valuation. The successful prediction of Federal National'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 Federal National and does not consider all of the tangible or intangible factors available from Federal National's fundamental data. We analyze noise-free headlines and recent hype associated with Federal National Mortgage, which may create opportunities for some arbitrage if properly timed.
It is a matter of debate whether otc price prediction based on information in financial news can generate a strong buy or sell signal. We use our internally-built news screening methodology to estimate the value of Federal National based on different types of headlines from major news networks to social media. Using Federal National hype-based prediction, you can estimate the value of Federal National Mortgage from the perspective of Federal National response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Federal National Mortgage on the next trading day is expected to be 10.15 with a mean absolute deviation of 0.68 and the sum of the absolute errors of 42.09.

Federal National after-hype prediction price

    
  USD 8.92  
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 otc price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Federal National to cross-verify your projections.

Federal National Additional Predictive Modules

Most predictive techniques to examine Federal price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Federal using various technical indicators. When you analyze Federal 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.
Simple Regression model is a single variable regression model that attempts to put a straight line through Federal National 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.

Federal National Simple Regression Price Forecast For the 24th of January

Given 90 days horizon, the Simple Regression forecasted value of Federal National Mortgage on the next trading day is expected to be 10.15 with a mean absolute deviation of 0.68, mean absolute percentage error of 0.69, and the sum of the absolute errors of 42.09.
Please note that although there have been many attempts to predict Federal OTC 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 Federal National's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Federal National OTC Stock Forecast Pattern

Backtest Federal NationalFederal National Price PredictionBuy or Sell Advice 

Federal National Forecasted Value

In the context of forecasting Federal National's OTC 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. Federal National's downside and upside margins for the forecasting period are 4.86 and 15.44, respectively. We have considered Federal National'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
8.92
10.15
Expected Value
15.44
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 Federal National otc stock data series using in forecasting. Note that when a statistical model is used to represent Federal National otc 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 Criteria119.5768
BiasArithmetic mean of the errors None
MADMean absolute deviation0.6788
MAPEMean absolute percentage error0.0673
SAESum of the absolute errors42.0875
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 Federal National Mortgage 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 Federal National

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Federal National Mortgage. Regardless of method or technology, however, to accurately forecast the otc stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the otc 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
3.678.9214.17
Details
Intrinsic
Valuation
LowRealHigh
2.758.0013.25
Details
Bollinger
Band Projection (param)
LowMiddleHigh
8.7610.3812.01
Details

Federal National After-Hype Price Prediction Density Analysis

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

Federal National Estimiated After-Hype Price Volatility

In the context of predicting Federal National's otc stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Federal National's historical news coverage. Federal National's after-hype downside and upside margins for the prediction period are 3.67 and 14.17, respectively. We have considered Federal National'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
8.92
8.92
After-hype Price
14.17
Upside
Federal National is slightly risky at this time. Analysis and calculation of next after-hype price of Federal National Mortgage is based on 3 months time horizon.

Federal National OTC Stock Price Prediction Analysis

Have you ever been surprised when a price of a OTC Stock such as Federal National is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Federal National 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 OTC 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 Federal National, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.29 
5.29
  0.22 
  0.07 
12 Events / Month
3 Events / Month
In about 12 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
8.92
8.92
0.00 
696.05  
Notes

Federal National Hype Timeline

Federal National Mortgage is currently traded for 8.92. The entity has historical hype elasticity of 0.22, and average elasticity to hype of competition of 0.07. Federal is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is expected to be very small, whereas the daily expected return is currently at -0.29%. %. The volatility of related hype on Federal National is about 2320.18%, with the expected price after the next announcement by competition of 8.99. The company has Price/Earnings To Growth (PEG) ratio of 0.3. Federal National Mortgage last dividend was issued on the 14th of August 2008. The entity had 4:1 split on the 16th of January 1996. Given the investment horizon of 90 days the next expected press release will be in about 12 days.
Check out Historical Fundamental Analysis of Federal National to cross-verify your projections.

Federal National Related Hype Analysis

Having access to credible news sources related to Federal National's direct competition is more important than ever and may enhance your ability to predict Federal National's future price movements. Getting to know how Federal National'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 Federal National may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
FMCCFederal Home Loan 0.00 0 per month 0.00 (0.06) 8.60 (7.76) 27.10 
CMSQFComputershare Limited 0.00 0 per month 5.73  0  10.49 (9.96) 25.63 
SPXCFSingapore Exchange Limited 0.76 4 per month 2.77 (0.02) 6.53 (6.57) 23.33 
PBNNFPT Bank Negara 0.00 0 per month 22.93  0.16  92.86 (48.78) 186.32 
FCBBFFinecoBank Banca Fineco 0.00 0 per month 0.00 (0.0005) 0.00  0.00  7.58 
CGXYYChina Galaxy Securities 0.76 4 per month 0.00 (0.23) 0.00  0.00  10.27 
EGFEFEurobank Ergasias Services 0.00 0 per month 0.00 (0.14) 0.00  0.00  10.03 
AMIGYAdmiral Group PLC 0.00 0 per month 0.00 (0.24) 2.07 (1.94) 6.72 
HELNFHelvetia Holding AG 0.00 0 per month 0.00  0.12  0.00  0.00  73.93 
AMDUFAmundi SA 0.76 4 per month 0.00 (0.13) 0.00  0.00  3.33 

Other Forecasting Options for Federal National

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

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

Federal National Market Strength Events

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

Federal National Risk Indicators

The analysis of Federal National'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 Federal National's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting federal otc 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 Federal National

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

Federal National Short Properties

Federal National's future price predictability will typically decrease when Federal National's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Federal National Mortgage often depends not only on the future outlook of the potential Federal National'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. Federal National's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding1.2 B
Cash And Short Term Investments218.4 B

Other Information on Investing in Federal OTC Stock

Federal National financial ratios help investors to determine whether Federal OTC 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 Federal with respect to the benefits of owning Federal National security.