Fpa Crescent Mutual Fund Forecast - Simple Regression
| FPACX Fund | USD 44.24 0.26 0.59% |
The Simple Regression forecasted value of Fpa Crescent Fund on the next trading day is expected to be 44.22 with a mean absolute deviation of 0.34 and the sum of the absolute errors of 20.93. Fpa Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Fpa Crescent'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 Fpa Crescent hype-based prediction, you can estimate the value of Fpa Crescent Fund from the perspective of Fpa Crescent response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Fpa Crescent Fund on the next trading day is expected to be 44.22 with a mean absolute deviation of 0.34 and the sum of the absolute errors of 20.93. Fpa Crescent after-hype prediction price | USD 44.24 |
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.
Fpa |
Fpa Crescent Additional Predictive Modules
Most predictive techniques to examine Fpa price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Fpa using various technical indicators. When you analyze Fpa 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 |
Fpa Crescent Simple Regression Price Forecast For the 24th of January
Given 90 days horizon, the Simple Regression forecasted value of Fpa Crescent Fund on the next trading day is expected to be 44.22 with a mean absolute deviation of 0.34, mean absolute percentage error of 0.33, and the sum of the absolute errors of 20.93.Please note that although there have been many attempts to predict Fpa 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 Fpa Crescent's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Fpa Crescent Mutual Fund Forecast Pattern
| Backtest Fpa Crescent | Fpa Crescent Price Prediction | Buy or Sell Advice |
Fpa Crescent Forecasted Value
In the context of forecasting Fpa Crescent'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. Fpa Crescent's downside and upside margins for the forecasting period are 42.62 and 45.83, respectively. We have considered Fpa Crescent'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 Fpa Crescent mutual fund data series using in forecasting. Note that when a statistical model is used to represent Fpa Crescent 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 | 118.8395 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3376 |
| MAPE | Mean absolute percentage error | 0.0079 |
| SAE | Sum of the absolute errors | 20.9291 |
Predictive Modules for Fpa Crescent
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Fpa Crescent. 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 Fpa Crescent'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.
Fpa Crescent After-Hype Price Prediction Density Analysis
As far as predicting the price of Fpa Crescent 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 Fpa Crescent 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 Fpa Crescent, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Fpa Crescent Estimiated After-Hype Price Volatility
In the context of predicting Fpa Crescent's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Fpa Crescent's historical news coverage. Fpa Crescent's after-hype downside and upside margins for the prediction period are 42.64 and 45.84, respectively. We have considered Fpa Crescent'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
Fpa Crescent is very steady at this time. Analysis and calculation of next after-hype price of Fpa Crescent is based on 3 months time horizon.
Fpa Crescent Mutual Fund Price Prediction Analysis
Have you ever been surprised when a price of a Mutual Fund such as Fpa Crescent is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Fpa Crescent 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 Fpa Crescent, 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 |
0.08 | 1.60 | 0.00 | 0.12 | 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 | ||
44.24 | 44.24 | 0.00 |
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Fpa Crescent Hype Timeline
Fpa Crescent is currently traded for 44.24. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.12. Fpa 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 0.08%. %. The volatility of related hype on Fpa Crescent is about 111.2%, with the expected price after the next announcement by competition of 44.36. The company has price-to-book (P/B) ratio of 1.52. Some equities with similar Price to Book (P/B) outperform the market in the long run. Fpa Crescent last dividend was issued on the 18th of December 2019. Assuming the 90 days horizon the next forecasted press release will be in a few days. Check out Historical Fundamental Analysis of Fpa Crescent to cross-verify your projections.Fpa Crescent Related Hype Analysis
Having access to credible news sources related to Fpa Crescent's direct competition is more important than ever and may enhance your ability to predict Fpa Crescent's future price movements. Getting to know how Fpa Crescent'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 Fpa Crescent may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| VEVCX | Victory Sycamore Established | 14.51 | 1 per month | 0.42 | 0.09 | 1.67 | (1.19) | 4.66 | |
| LIJKX | Blackrock Lifepath Idx | 0.00 | 0 per month | 0.36 | (0.12) | 0.72 | (0.70) | 1.97 | |
| TRRNX | T Rowe Price | (0.01) | 1 per month | 0.51 | 0.05 | 1.21 | (1.15) | 5.05 | |
| LIPIX | Blackrock Lifepath Idx | (0.22) | 1 per month | 0.59 | (0.03) | 1.03 | (1.15) | 2.88 | |
| MRSRX | Mfs Research International | 0.21 | 1 per month | 0.27 | 0.09 | 1.20 | (0.86) | 3.94 | |
| OMGNX | Oppenheimer Main Street | (1.69) | 4 per month | 0.58 | 0.04 | 1.29 | (1.17) | 11.73 | |
| HGITX | Hartford E Equity | 0.00 | 0 per month | 0.48 | 0.08 | 1.19 | (1.13) | 15.06 | |
| VLXVX | Vanguard Target Retirement | 0.00 | 0 per month | 0.56 | (0.03) | 0.99 | (1.16) | 2.84 | |
| LIHKX | Blackrock Lifepath Idx | 0.15 | 1 per month | 0.54 | (0.05) | 0.93 | (1.02) | 2.59 |
Other Forecasting Options for Fpa Crescent
For every potential investor in Fpa, whether a beginner or expert, Fpa Crescent's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Fpa Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Fpa. Basic forecasting techniques help filter out the noise by identifying Fpa Crescent's price trends.Fpa Crescent 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 Fpa Crescent mutual fund to make a market-neutral strategy. Peer analysis of Fpa Crescent could also be used in its relative valuation, which is a method of valuing Fpa Crescent by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Fpa Crescent Market Strength Events
Market strength indicators help investors to evaluate how Fpa Crescent 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 Fpa Crescent shares will generate the highest return on investment. By undertsting and applying Fpa Crescent mutual fund market strength indicators, traders can identify Fpa Crescent Fund entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 44.24 | |||
| Day Typical Price | 44.24 | |||
| Price Action Indicator | 0.13 | |||
| Period Momentum Indicator | 0.26 |
Fpa Crescent Risk Indicators
The analysis of Fpa Crescent'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 Fpa Crescent's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting fpa 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 | 0.6537 | |||
| Semi Deviation | 1.32 | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.35 | |||
| Downside Variance | 2.43 | |||
| Semi Variance | 1.75 | |||
| Expected Short fall | (0.71) |
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 Fpa Crescent
The number of cover stories for Fpa Crescent depends on current market conditions and Fpa Crescent's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Fpa Crescent 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 Fpa Crescent'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 Fpa Mutual Fund
Fpa Crescent financial ratios help investors to determine whether Fpa 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 Fpa with respect to the benefits of owning Fpa Crescent security.
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