Forras Trust Stock Forward View - Simple Regression
| FORRB Stock | 1,660 30.00 1.84% |
Momentum 47
Impartial
Oversold | Overbought |
Using Forras Trust hype-based prediction, you can estimate the value of Forras Trust Investment from the perspective of Forras Trust response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Forras Trust Investment on the next trading day is expected to be 1,772 with a mean absolute deviation of 72.57 and the sum of the absolute errors of 4,427. Forras Trust after-hype prediction price | HUF 1660.0 |
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 stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Forras |
Forras Trust Additional Predictive Modules
Most predictive techniques to examine Forras price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Forras using various technical indicators. When you analyze Forras 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 | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Forras Trust Simple Regression Price Forecast For the 31st of January
Given 90 days horizon, the Simple Regression forecasted value of Forras Trust Investment on the next trading day is expected to be 1,772 with a mean absolute deviation of 72.57, mean absolute percentage error of 7,554, and the sum of the absolute errors of 4,427.Please note that although there have been many attempts to predict Forras 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 Forras Trust's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Forras Trust Stock Forecast Pattern
Forras Trust Forecasted Value
In the context of forecasting Forras Trust's 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. Forras Trust's downside and upside margins for the forecasting period are 1,770 and 1,775, respectively. We have considered Forras Trust'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 Simple Regression forecasting method's relative quality and the estimations of the prediction error of Forras Trust stock data series using in forecasting. Note that when a statistical model is used to represent Forras Trust 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.| AIC | Akaike Information Criteria | 127.0404 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 72.571 |
| MAPE | Mean absolute percentage error | 0.0435 |
| SAE | Sum of the absolute errors | 4426.8339 |
Predictive Modules for Forras Trust
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Forras Trust Investment. 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.Please note, it is not enough to conduct a financial or market analysis of a single entity such as Forras Trust. Your research has to be compared to or analyzed against Forras Trust's peers to derive any actionable benefits. When done correctly, Forras Trust'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 Forras Trust Investment.Forras Trust Estimiated After-Hype Price Volatility
As far as predicting the price of Forras Trust 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 Forras Trust 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 Forras Trust, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Forras Trust Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Forras Trust is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Forras Trust 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 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 Forras Trust, 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 |
0.41 | 2.70 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | In a few days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
1,660 | 1,660 | 0.00 |
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Forras Trust Hype Timeline
Forras Trust Investment is currently traded for 1,660on Budapest Stock Exchange of Hungary. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Forras is projected 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 projected to be very small, whereas the daily expected return is currently at -0.41%. %. The volatility of related hype on Forras Trust is about 0.0%, with the expected price after the next announcement by competition of 1,660. Assuming the 90 days trading horizon the next projected press release will be in a few days. Check out Investing Opportunities 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 bureau of labor statistics.Forras Trust Related Hype Analysis
Having access to credible news sources related to Forras Trust's direct competition is more important than ever and may enhance your ability to predict Forras Trust's future price movements. Getting to know how Forras Trust'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 Forras Trust may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| OTP | OTP Bank Nyrt | 0.00 | 0 per month | 0.45 | 0.33 | 2.29 | (1.26) | 4.05 | |
| MOL | MOL Nyrt | 0.00 | 0 per month | 0.82 | 0.24 | 4.62 | (1.83) | 7.43 | |
| OPUS | OPUS GLOBAL Nyrt | 0.00 | 0 per month | 1.58 | (0.01) | 2.15 | (2.46) | 13.61 | |
| ALTEO | ALTEO Energiaszolgaltato Nyrt | 0.00 | 0 per month | 0.00 | (0.04) | 2.78 | (3.19) | 13.39 | |
| BIF | Budapesti Ingatlan Hasznositasi | 0.00 | 0 per month | 0.00 | (0.14) | 3.32 | (3.27) | 8.34 | |
| ANY | ANY Security Printing | 0.00 | 0 per month | 1.21 | 0.02 | 2.56 | (2.14) | 8.56 | |
| RABA | Raba Jarmuipari Holding | 0.00 | 0 per month | 2.76 | 0.12 | 16.11 | (4.71) | 30.07 | |
| DELTA | Delta Technologies Nyrt | 0.00 | 0 per month | 2.46 | 0.04 | 5.59 | (3.91) | 61.30 | |
| AKKO | AKKO Invest Nyrt | 0.00 | 0 per month | 0.00 | (0.06) | 3.13 | (2.64) | 6.73 | |
| NUTEX | Nutex Investments PLC | 0.00 | 0 per month | 0.00 | (0.13) | 3.21 | (3.09) | 11.49 |
Other Forecasting Options for Forras Trust
For every potential investor in Forras, whether a beginner or expert, Forras Trust's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Forras Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Forras. Basic forecasting techniques help filter out the noise by identifying Forras Trust's price trends.Forras Trust 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 Forras Trust stock to make a market-neutral strategy. Peer analysis of Forras Trust could also be used in its relative valuation, which is a method of valuing Forras Trust by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Forras Trust Market Strength Events
Market strength indicators help investors to evaluate how Forras Trust stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Forras Trust shares will generate the highest return on investment. By undertsting and applying Forras Trust stock market strength indicators, traders can identify Forras Trust Investment entry and exit signals to maximize returns.
Forras Trust Risk Indicators
The analysis of Forras Trust'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 Forras Trust's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting forras 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.
| Mean Deviation | 3.0 | |||
| Semi Deviation | 3.5 | |||
| Standard Deviation | 4.46 | |||
| Variance | 19.86 | |||
| Downside Variance | 21.14 | |||
| Semi Variance | 12.27 | |||
| Expected Short fall | (4.22) |
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 Forras Trust
The number of cover stories for Forras Trust depends on current market conditions and Forras Trust's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Forras Trust 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 Forras Trust'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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