Gladstone Land Preferred Stock Forecast - Simple Moving Average

LANDP Preferred Stock  USD 22.14  0.15  0.68%   
The Simple Moving Average forecasted value of Gladstone Land on the next trading day is expected to be 22.14 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.18. Gladstone Preferred Stock Forecast is based on your current time horizon.
  
A two period moving average forecast for Gladstone Land is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Gladstone Land Simple Moving Average Price Forecast For the 25th of November

Given 90 days horizon, the Simple Moving Average forecasted value of Gladstone Land on the next trading day is expected to be 22.14 with a mean absolute deviation of 0.16, mean absolute percentage error of 0.05, and the sum of the absolute errors of 9.18.
Please note that although there have been many attempts to predict Gladstone Preferred 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 Gladstone Land's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Gladstone Land Preferred Stock Forecast Pattern

Backtest Gladstone LandGladstone Land Price PredictionBuy or Sell Advice 

Gladstone Land Forecasted Value

In the context of forecasting Gladstone Land's Preferred 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. Gladstone Land's downside and upside margins for the forecasting period are 21.25 and 23.03, respectively. We have considered Gladstone Land'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
22.14
22.14
Expected Value
23.03
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Gladstone Land preferred stock data series using in forecasting. Note that when a statistical model is used to represent Gladstone Land preferred 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 Criteria111.4319
BiasArithmetic mean of the errors -0.0401
MADMean absolute deviation0.1557
MAPEMean absolute percentage error0.0072
SAESum of the absolute errors9.185
The simple moving average model is conceptually a linear regression of the current value of Gladstone Land price series against current and previous (unobserved) value of Gladstone Land. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future

Predictive Modules for Gladstone Land

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gladstone Land. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gladstone Land'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
21.2522.1423.03
Details
Intrinsic
Valuation
LowRealHigh
20.8421.7322.62
Details
Bollinger
Band Projection (param)
LowMiddleHigh
21.9522.0922.23
Details

Other Forecasting Options for Gladstone Land

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

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

Gladstone Land Technical and Predictive Analytics

The preferred stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Gladstone Land'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 Gladstone Land's current price.

Gladstone Land Market Strength Events

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

Gladstone Land Risk Indicators

The analysis of Gladstone Land'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 Gladstone Land's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting gladstone preferred 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.

Pair Trading with Gladstone Land

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Gladstone Land position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Gladstone Land will appreciate offsetting losses from the drop in the long position's value.

Moving together with Gladstone Preferred Stock

  0.7LANDO Gladstone Land CorpPairCorr

Moving against Gladstone Preferred Stock

  0.5PW Power REITPairCorr
The ability to find closely correlated positions to Gladstone Land could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gladstone Land when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Gladstone Land - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Gladstone Land to buy it.
The correlation of Gladstone Land is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Gladstone Land moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gladstone Land moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Gladstone Land can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Additional Tools for Gladstone Preferred Stock Analysis

When running Gladstone Land's price analysis, check to measure Gladstone Land'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 Gladstone Land is operating at the current time. Most of Gladstone Land's value examination focuses on studying past and present price action to predict the probability of Gladstone Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gladstone Land's price. Additionally, you may evaluate how the addition of Gladstone Land to your portfolios can decrease your overall portfolio volatility.