Alphacentric Hedged Mutual Fund Forecast - Simple Regression

HMXCX Fund  USD 27.17  0.02  0.07%   
The Simple Regression forecasted value of Alphacentric Hedged Market on the next trading day is expected to be 27.40 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.16. Alphacentric Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Alphacentric Hedged'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
The successful prediction of Alphacentric Hedged's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Alphacentric Hedged Market, which may create opportunities for some arbitrage if properly timed.
Using Alphacentric Hedged hype-based prediction, you can estimate the value of Alphacentric Hedged Market from the perspective of Alphacentric Hedged response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Alphacentric Hedged Market on the next trading day is expected to be 27.40 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.16.

Alphacentric Hedged after-hype prediction price

    
  USD 26.85  
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.
  
Check out Historical Fundamental Analysis of Alphacentric Hedged to cross-verify your projections.

Alphacentric Hedged Additional Predictive Modules

Most predictive techniques to examine Alphacentric price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Alphacentric using various technical indicators. When you analyze Alphacentric 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 Alphacentric Hedged 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.

Alphacentric Hedged Simple Regression Price Forecast For the 25th of January

Given 90 days horizon, the Simple Regression forecasted value of Alphacentric Hedged Market on the next trading day is expected to be 27.40 with a mean absolute deviation of 0.35, mean absolute percentage error of 0.17, and the sum of the absolute errors of 21.16.
Please note that although there have been many attempts to predict Alphacentric 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 Alphacentric Hedged's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Alphacentric Hedged Mutual Fund Forecast Pattern

Backtest Alphacentric HedgedAlphacentric Hedged Price PredictionBuy or Sell Advice 

Alphacentric Hedged Forecasted Value

In the context of forecasting Alphacentric Hedged'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. Alphacentric Hedged's downside and upside margins for the forecasting period are 26.56 and 28.23, respectively. We have considered Alphacentric Hedged'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
27.17
27.40
Expected Value
28.23
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 Alphacentric Hedged mutual fund data series using in forecasting. Note that when a statistical model is used to represent Alphacentric Hedged 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.
AICAkaike Information Criteria116.3628
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3469
MAPEMean absolute percentage error0.013
SAESum of the absolute errors21.1638
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 Alphacentric Hedged Market 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 Alphacentric Hedged

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alphacentric Hedged. 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 Alphacentric Hedged'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.
Hype
Prediction
LowEstimatedHigh
26.0126.8527.69
Details
Intrinsic
Valuation
LowRealHigh
26.1226.9627.80
Details
Bollinger
Band Projection (param)
LowMiddleHigh
26.1927.0427.88
Details

Alphacentric Hedged After-Hype Price Prediction Density Analysis

As far as predicting the price of Alphacentric Hedged 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 Alphacentric Hedged 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 Alphacentric Hedged, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Alphacentric Hedged Estimiated After-Hype Price Volatility

In the context of predicting Alphacentric Hedged's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Alphacentric Hedged's historical news coverage. Alphacentric Hedged's after-hype downside and upside margins for the prediction period are 26.01 and 27.69, respectively. We have considered Alphacentric Hedged'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
27.17
26.85
After-hype Price
27.69
Upside
Alphacentric Hedged is very steady at this time. Analysis and calculation of next after-hype price of Alphacentric Hedged is based on 3 months time horizon.

Alphacentric Hedged Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Alphacentric Hedged is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Alphacentric Hedged 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 Alphacentric Hedged, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.03 
0.84
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
27.17
26.85
1.18 
0.00  
Notes

Alphacentric Hedged Hype Timeline

Alphacentric Hedged is currently traded for 27.17. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Alphacentric is forecasted to decline in value after the next headline, with the price expected to drop to 26.85. The average volatility of media hype impact on the company price is insignificant. The price reduction on the next news is expected to be -1.18%, whereas the daily expected return is currently at 0.03%. The volatility of related hype on Alphacentric Hedged is about 730.43%, with the expected price after the next announcement by competition of 27.17. The company last dividend was issued on the 19th 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 Alphacentric Hedged to cross-verify your projections.

Alphacentric Hedged Related Hype Analysis

Having access to credible news sources related to Alphacentric Hedged's direct competition is more important than ever and may enhance your ability to predict Alphacentric Hedged's future price movements. Getting to know how Alphacentric Hedged'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 Alphacentric Hedged may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Alphacentric Hedged

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

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

Alphacentric Hedged Market Strength Events

Market strength indicators help investors to evaluate how Alphacentric Hedged 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 Alphacentric Hedged shares will generate the highest return on investment. By undertsting and applying Alphacentric Hedged mutual fund market strength indicators, traders can identify Alphacentric Hedged Market entry and exit signals to maximize returns.

Alphacentric Hedged Risk Indicators

The analysis of Alphacentric Hedged'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 Alphacentric Hedged's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting alphacentric 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.
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 Alphacentric Hedged

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

Other Macroaxis Stories

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Other Information on Investing in Alphacentric Mutual Fund

Alphacentric Hedged financial ratios help investors to determine whether Alphacentric 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 Alphacentric with respect to the benefits of owning Alphacentric Hedged security.
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