Marubeni Corp Pink Sheet Forecast - Simple Moving Average

MARUY Stock  USD 154.77  1.16  0.76%   
The Simple Moving Average forecasted value of Marubeni Corp ADR on the next trading day is expected to be 154.77 with a mean absolute deviation of 2.25 and the sum of the absolute errors of 132.59. Marubeni Pink Sheet Forecast is based on your current time horizon.
  
A two period moving average forecast for Marubeni Corp 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.

Marubeni Corp Simple Moving Average Price Forecast For the 24th of November

Given 90 days horizon, the Simple Moving Average forecasted value of Marubeni Corp ADR on the next trading day is expected to be 154.77 with a mean absolute deviation of 2.25, mean absolute percentage error of 8.73, and the sum of the absolute errors of 132.59.
Please note that although there have been many attempts to predict Marubeni Pink Sheet 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 Marubeni Corp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Marubeni Corp Pink Sheet Forecast Pattern

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Marubeni Corp Forecasted Value

In the context of forecasting Marubeni Corp's Pink Sheet 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. Marubeni Corp's downside and upside margins for the forecasting period are 153.02 and 156.52, respectively. We have considered Marubeni Corp'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
154.77
153.02
Downside
154.77
Expected Value
156.52
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 Marubeni Corp pink sheet data series using in forecasting. Note that when a statistical model is used to represent Marubeni Corp pink sheet, 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 Criteria116.6019
BiasArithmetic mean of the errors 0.3796
MADMean absolute deviation2.2472
MAPEMean absolute percentage error0.014
SAESum of the absolute errors132.585
The simple moving average model is conceptually a linear regression of the current value of Marubeni Corp ADR price series against current and previous (unobserved) value of Marubeni Corp. 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 Marubeni Corp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Marubeni Corp ADR. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Marubeni Corp'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
153.02154.77156.52
Details
Intrinsic
Valuation
LowRealHigh
152.86154.61156.36
Details
Bollinger
Band Projection (param)
LowMiddleHigh
153.29154.38155.48
Details

Other Forecasting Options for Marubeni Corp

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

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

Marubeni Corp ADR Technical and Predictive Analytics

The pink sheet market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Marubeni Corp'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 Marubeni Corp's current price.

Marubeni Corp Market Strength Events

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

Marubeni Corp Risk Indicators

The analysis of Marubeni Corp'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 Marubeni Corp's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting marubeni pink sheet 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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for Marubeni Pink Sheet Analysis

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