Investcorp India Stock Forecast - Naive Prediction

IVCAU Stock  USD 11.65  0.04  0.34%   
The Naive Prediction forecasted value of Investcorp India Acquisition on the next trading day is expected to be 11.53 with a mean absolute deviation of 0.02 and the sum of the absolute errors of 1.52. Investcorp Stock Forecast is based on your current time horizon.
  
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Investcorp India's financial statements to predict how it will affect future prices.
 
Cash  
First Reported
2010-12-31
Previous Quarter
276.8 K
Current Value
334.5 K
Quarterly Volatility
186.9 K
 
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Covid
A naive forecasting model for Investcorp India is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Investcorp India Acquisition value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Investcorp India Naive Prediction Price Forecast For the 25th of November

Given 90 days horizon, the Naive Prediction forecasted value of Investcorp India Acquisition on the next trading day is expected to be 11.53 with a mean absolute deviation of 0.02, mean absolute percentage error of 0.0009, and the sum of the absolute errors of 1.52.
Please note that although there have been many attempts to predict Investcorp 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 Investcorp India's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Investcorp India Stock Forecast Pattern

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Investcorp India Forecasted Value

In the context of forecasting Investcorp India'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. Investcorp India's downside and upside margins for the forecasting period are 11.34 and 11.71, respectively. We have considered Investcorp India'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
11.65
11.53
Expected Value
11.71
Upside

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 Investcorp India stock data series using in forecasting. Note that when a statistical model is used to represent Investcorp India 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 Criteria111.0699
BiasArithmetic mean of the errors None
MADMean absolute deviation0.025
MAPEMean absolute percentage error0.0021
SAESum of the absolute errors1.5238
This model is not at all useful as a medium-long range forecasting tool of Investcorp India Acquisition. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Investcorp India. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Investcorp India

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Investcorp India Acq. 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.
Hype
Prediction
LowEstimatedHigh
11.4711.6511.83
Details
Intrinsic
Valuation
LowRealHigh
11.4611.6311.82
Details
Bollinger
Band Projection (param)
LowMiddleHigh
11.6511.6511.65
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Investcorp India. Your research has to be compared to or analyzed against Investcorp India's peers to derive any actionable benefits. When done correctly, Investcorp India'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 Investcorp India Acq.

Other Forecasting Options for Investcorp India

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

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

Investcorp India Acq Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Investcorp India's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Investcorp India's current price.

Investcorp India Market Strength Events

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

Investcorp India Risk Indicators

The analysis of Investcorp India'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 Investcorp India's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting investcorp 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.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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Additional Tools for Investcorp Stock Analysis

When running Investcorp India's price analysis, check to measure Investcorp India's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Investcorp India is operating at the current time. Most of Investcorp India's value examination focuses on studying past and present price action to predict the probability of Investcorp India's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investcorp India's price. Additionally, you may evaluate how the addition of Investcorp India to your portfolios can decrease your overall portfolio volatility.