JS Real Fund Forecast - Simple Regression

JSRE11 Fund  BRL 66.51  0.15  0.23%   
JSRE11 Fund outlook is based on your current time horizon. Investors can use this forecasting interface to forecast JS Real stock prices and determine the direction of JS Real Estate's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of JS Real's historical fundamentals, such as revenue growth or operating cash flow patterns.
The relative strength index (RSI) of JS Real's fund price is about 60. This indicates that the fund is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling JSRE11, making its price go up or down.

Momentum 60

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of JS Real's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with JS Real Estate, which may create opportunities for some arbitrage if properly timed.
Using JS Real hype-based prediction, you can estimate the value of JS Real Estate from the perspective of JS Real response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of JS Real Estate on the next trading day is expected to be 67.22 with a mean absolute deviation of 0.62 and the sum of the absolute errors of 37.56.

JS Real after-hype prediction price

    
  BRL 66.51  
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 JS Real to cross-verify your projections.

JS Real Additional Predictive Modules

Most predictive techniques to examine JSRE11 price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for JSRE11 using various technical indicators. When you analyze JSRE11 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 JS Real 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.

JS Real Simple Regression Price Forecast For the 27th of January

Given 90 days horizon, the Simple Regression forecasted value of JS Real Estate on the next trading day is expected to be 67.22 with a mean absolute deviation of 0.62, mean absolute percentage error of 0.62, and the sum of the absolute errors of 37.56.
Please note that although there have been many attempts to predict JSRE11 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 JS Real's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

JS Real Fund Forecast Pattern

Backtest JS Real  JS Real Price Prediction  Buy or Sell Advice  

JS Real Forecasted Value

In the context of forecasting JS Real's 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. JS Real's downside and upside margins for the forecasting period are 66.33 and 68.11, respectively. We have considered JS Real'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
66.51
67.22
Expected Value
68.11
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 JS Real fund data series using in forecasting. Note that when a statistical model is used to represent JS Real 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 Criteria117.6267
BiasArithmetic mean of the errors None
MADMean absolute deviation0.6157
MAPEMean absolute percentage error0.0096
SAESum of the absolute errors37.5595
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 JS Real Estate 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 JS Real

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as JS Real Estate. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.
Hype
Prediction
LowEstimatedHigh
65.6266.5167.40
Details
Intrinsic
Valuation
LowRealHigh
61.6462.5373.16
Details
Bollinger
Band Projection (param)
LowMiddleHigh
65.0066.2367.45
Details

JS Real After-Hype Price Density Analysis

As far as predicting the price of JS Real 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 JS Real 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 Fund prices, such as prices of JS Real, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

JS Real Estimiated After-Hype Price Volatility

In the context of predicting JS Real's fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on JS Real's historical news coverage. JS Real's after-hype downside and upside margins for the prediction period are 65.62 and 67.40, respectively. We have considered JS Real'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
66.51
66.51
After-hype Price
67.40
Upside
JS Real is very steady at this time. Analysis and calculation of next after-hype price of JS Real Estate is based on 3 months time horizon.

JS Real Fund Price Outlook Analysis

Have you ever been surprised when a price of a Fund such as JS Real is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading JS Real 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 JS Real, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.14 
0.89
 0.00  
 0.00  
0 Events / Month
0 Events / Month
Uncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
66.51
66.51
0.00 
0.00  
Notes

JS Real Hype Timeline

JS Real Estate is currently traded for 66.51on Sao Paulo Exchange of Brazil. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. JSRE11 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 0.14%. %. The volatility of related hype on JS Real is about 0.0%, with the expected price after the next announcement by competition of 66.51. The company has price-to-book ratio of 0.76. Some equities with similar Price to Book (P/B) outperform the market in the long run. JS Real Estate recorded earning per share (EPS) of 6.21. The entity last dividend was issued on the 1st of July 2022. The firm had a split on the 1st of October 2014. Assuming the 90 days trading horizon the next projected press release will be uncertain.
Check out Historical Fundamental Analysis of JS Real to cross-verify your projections.

JS Real Related Hype Analysis

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

Other Forecasting Options for JS Real

For every potential investor in JSRE11, whether a beginner or expert, JS Real's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. JSRE11 Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in JSRE11. Basic forecasting techniques help filter out the noise by identifying JS Real's price trends.

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

JS Real Market Strength Events

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

JS Real Risk Indicators

The analysis of JS Real'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 JS Real's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting jsre11 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 JS Real

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

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

JS Real Short Properties

JS Real's future price predictability will typically decrease when JS Real's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of JS Real Estate often depends not only on the future outlook of the potential JS Real'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. JS Real's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day32.77k
Average Daily Volume In Three Month38.93k

Other Information on Investing in JSRE11 Fund

JS Real financial ratios help investors to determine whether JSRE11 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 JSRE11 with respect to the benefits of owning JS Real security.
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