Federated Equity Mutual Fund Forecast - Simple Exponential Smoothing
| LEIFX Fund | USD 20.59 0.18 0.88% |
The Simple Exponential Smoothing forecasted value of Federated Equity Income on the next trading day is expected to be 20.59 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.75. Federated Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Federated Equity's share price is below 20 . This 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 Federated Equity hype-based prediction, you can estimate the value of Federated Equity Income from the perspective of Federated Equity response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Federated Equity Income on the next trading day is expected to be 20.59 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.75. Federated Equity after-hype prediction price | USD 20.63 |
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.
Federated |
Federated Equity Additional Predictive Modules
Most predictive techniques to examine Federated price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Federated using various technical indicators. When you analyze Federated 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 | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Federated Equity Simple Exponential Smoothing Price Forecast For the 24th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Federated Equity Income on the next trading day is expected to be 20.59 with a mean absolute deviation of 0.16, mean absolute percentage error of 0.41, and the sum of the absolute errors of 9.75.Please note that although there have been many attempts to predict Federated 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 Federated Equity's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Federated Equity Mutual Fund Forecast Pattern
| Backtest Federated Equity | Federated Equity Price Prediction | Buy or Sell Advice |
Federated Equity Forecasted Value
In the context of forecasting Federated Equity'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. Federated Equity's downside and upside margins for the forecasting period are 16.40 and 24.78, respectively. We have considered Federated Equity'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 Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Federated Equity mutual fund data series using in forecasting. Note that when a statistical model is used to represent Federated Equity 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 | 115.3912 |
| Bias | Arithmetic mean of the errors | -0.0912 |
| MAD | Mean absolute deviation | 0.1625 |
| MAPE | Mean absolute percentage error | 0.0089 |
| SAE | Sum of the absolute errors | 9.75 |
Predictive Modules for Federated Equity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Federated Equity Income. 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.Federated Equity After-Hype Price Prediction Density Analysis
As far as predicting the price of Federated Equity 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 Federated Equity 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 Federated Equity, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Federated Equity Estimiated After-Hype Price Volatility
In the context of predicting Federated Equity's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Federated Equity's historical news coverage. Federated Equity's after-hype downside and upside margins for the prediction period are 16.44 and 24.82, respectively. We have considered Federated Equity'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
Federated Equity is not too volatile at this time. Analysis and calculation of next after-hype price of Federated Equity Income is based on 3 months time horizon.
Federated Equity Mutual Fund Price Prediction Analysis
Have you ever been surprised when a price of a Mutual Fund such as Federated Equity is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Federated Equity 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 Federated Equity, 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 |
0.58 | 4.19 | 0.04 | 11.29 | 2 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 | ||
20.59 | 20.63 | 0.19 |
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Federated Equity Hype Timeline
Federated Equity Income is now traded for 20.59. The entity has historical hype elasticity of 0.04, and average elasticity to hype of competition of 11.29. Federated is forecasted to increase in value after the next headline, with the price projected to jump to 20.63 or above. The average volatility of media hype impact on the company the price is over 100%. The price jump on the next news is projected to be 0.19%, whereas the daily expected return is now at 0.58%. The volatility of related hype on Federated Equity is about 21.53%, with the expected price after the next announcement by competition of 31.88. Assuming the 90 days horizon the next forecasted press release will be in a few days. Check out Historical Fundamental Analysis of Federated Equity to cross-verify your projections.Federated Equity Related Hype Analysis
Having access to credible news sources related to Federated Equity's direct competition is more important than ever and may enhance your ability to predict Federated Equity's future price movements. Getting to know how Federated Equity'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 Federated Equity may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| LFLCX | Legg Mason Global | 0.00 | 0 per month | 0.00 | (0.50) | 0.22 | (0.22) | 0.65 | |
| TBCUX | Tweedy Browne Global | 0.00 | 0 per month | 0.21 | 0.1 | 1.08 | (1.06) | 8.54 | |
| DODWX | Dodge Global Stock | 0.11 | 1 per month | 0.35 | 0.10 | 1.28 | (0.91) | 9.17 | |
| TINCX | Templeton Global Balanced | 7.75 | 4 per month | 0.30 | 0.03 | 0.73 | (0.72) | 2.40 | |
| GAFAX | Asg Global Alternatives | 36.99 | 4 per month | 0.30 | (0.07) | 0.79 | (0.61) | 2.02 | |
| HLGZX | Harding Loevner Global | 91.40 | 1 per month | 0.00 | 0.11 | 1.17 | (1.22) | 27.85 | |
| CBSYX | Ab Global Risk | 0.00 | 0 per month | 0.31 | (0) | 0.86 | (0.74) | 5.49 |
Other Forecasting Options for Federated Equity
For every potential investor in Federated, whether a beginner or expert, Federated Equity's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Federated Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Federated. Basic forecasting techniques help filter out the noise by identifying Federated Equity's price trends.Federated Equity 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 Federated Equity mutual fund to make a market-neutral strategy. Peer analysis of Federated Equity could also be used in its relative valuation, which is a method of valuing Federated Equity by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Federated Equity Market Strength Events
Market strength indicators help investors to evaluate how Federated Equity 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 Federated Equity shares will generate the highest return on investment. By undertsting and applying Federated Equity mutual fund market strength indicators, traders can identify Federated Equity Income entry and exit signals to maximize returns.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 20.59 | |||
| Day Typical Price | 20.59 | |||
| Price Action Indicator | 0.09 | |||
| Period Momentum Indicator | 0.18 |
Federated Equity Risk Indicators
The analysis of Federated Equity'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 Federated Equity's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting federated 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 | 1.1 | |||
| Standard Deviation | 3.99 | |||
| Variance | 15.92 | |||
| Downside Variance | 0.3817 | |||
| Semi Variance | (0.32) | |||
| Expected Short fall | (1.49) |
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 Federated Equity
The number of cover stories for Federated Equity depends on current market conditions and Federated Equity's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Federated Equity 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 Federated Equity'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 Federated Mutual Fund
Federated Equity financial ratios help investors to determine whether Federated 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 Federated with respect to the benefits of owning Federated Equity security.
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