Major Drilling Stock Forward View - Simple Regression

MDI Stock  CAD 14.68  0.37  2.46%   
Major Stock outlook is based on your current time horizon. Although Major Drilling's naive historical forecasting may sometimes provide an important future outlook for the firm, we suggest always cross-verifying it against solid analysis of Major Drilling's systematic risk associated with finding meaningful patterns of Major Drilling fundamentals over time.
As of today the relative strength momentum indicator of Major Drilling's share price is below 20 . This indicates that the stock 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
The successful prediction of Major Drilling's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Major Drilling Group, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Major Drilling's stock price prediction:
Quarterly Earnings Growth
(0.23)
EPS Estimate Current Year
0.426
EPS Estimate Next Year
0.6775
Wall Street Target Price
16.8
EPS Estimate Current Quarter
0.1667
Using Major Drilling hype-based prediction, you can estimate the value of Major Drilling Group from the perspective of Major Drilling response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Major Drilling Group on the next trading day is expected to be 15.34 with a mean absolute deviation of 0.40 and the sum of the absolute errors of 25.05.

Major Drilling after-hype prediction price

    
  CAD 14.78  
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 stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Major Drilling to cross-verify your projections.

Major Drilling Additional Predictive Modules

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

Major Drilling Simple Regression Price Forecast For the 7th of February

Given 90 days horizon, the Simple Regression forecasted value of Major Drilling Group on the next trading day is expected to be 15.34 with a mean absolute deviation of 0.40, mean absolute percentage error of 0.26, and the sum of the absolute errors of 25.05.
Please note that although there have been many attempts to predict Major Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Major Drilling's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Major Drilling Stock Forecast Pattern

Backtest Major Drilling  Major Drilling Price Prediction  Research Analysis  

Major Drilling Forecasted Value

In the context of forecasting Major Drilling'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. Major Drilling's downside and upside margins for the forecasting period are 12.67 and 18.00, respectively. We have considered Major Drilling'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
14.68
15.34
Expected Value
18.00
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 Major Drilling stock data series using in forecasting. Note that when a statistical model is used to represent Major Drilling 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 Criteria118.588
BiasArithmetic mean of the errors None
MADMean absolute deviation0.404
MAPEMean absolute percentage error0.0294
SAESum of the absolute errors25.049
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 Major Drilling Group 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 Major Drilling

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Major Drilling Group. 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
12.1114.7817.45
Details
Intrinsic
Valuation
LowRealHigh
13.2117.4720.14
Details
Bollinger
Band Projection (param)
LowMiddleHigh
12.0313.9315.83
Details
Earnings
Estimates (0)
LowProjected EPSHigh
-0.1-0.040.05
Details

Major Drilling After-Hype Price Density Analysis

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

Major Drilling Estimiated After-Hype Price Volatility

In the context of predicting Major Drilling's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Major Drilling's historical news coverage. Major Drilling's after-hype downside and upside margins for the prediction period are 12.11 and 17.45, respectively. We have considered Major Drilling'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
14.68
14.78
After-hype Price
17.45
Upside
Major Drilling is not too volatile at this time. Analysis and calculation of next after-hype price of Major Drilling Group is based on 3 months time horizon.

Major Drilling Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Major Drilling is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Major Drilling 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 Stock 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 Major Drilling, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.37 
2.67
  0.09 
  0.01 
5 Events / Month
2 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
14.68
14.78
0.68 
1,161  
Notes

Major Drilling Hype Timeline

Major Drilling Group is now traded for 14.68on Toronto Exchange of Canada. The entity has historical hype elasticity of 0.09, and average elasticity to hype of competition of -0.01. Major is forecasted to increase in value after the next headline, with the price projected to jump to 14.78 or above. The average volatility of media hype impact on the company the price is over 100%. The price boost on the next news is estimated to be 0.68%, whereas the daily expected return is now at 0.37%. The volatility of related hype on Major Drilling is about 17164.29%, with the expected price after the next announcement by competition of 14.67. The company reported the revenue of 727.58 M. Net Income was 37.3 M with profit before overhead, payroll, taxes, and interest of 135.11 M. Assuming the 90 days trading horizon the next forecasted press release will be in about 5 days.
Check out Historical Fundamental Analysis of Major Drilling to cross-verify your projections.

Major Drilling Related Hype Analysis

Having access to credible news sources related to Major Drilling's direct competition is more important than ever and may enhance your ability to predict Major Drilling's future price movements. Getting to know how Major Drilling'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 Major Drilling may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
SLIStandard Lithium 0.20 8 per month 5.42  0.04  8.57 (8.66) 25.39 
TMQTrilogy Metals 0.12 8 per month 5.45  0.04  7.12 (9.74) 29.03 
ASMAvino Silver Gold 0.44 8 per month 4.94  0.18  9.76 (8.52) 36.66 
SGMLSigma Lithium Resources(0.14)8 per month 6.06  0.16  15.96 (10.74) 51.69 
APMAndean Precious Metals(0.91)9 per month 5.08  0.08  8.04 (7.29) 27.39 
RBXRes Robex(0.31)4 per month 3.59  0.1  6.04 (6.66) 16.72 
ABRAAbraSilver Resource Corp 0.34 8 per month 3.64  0.21  7.86 (5.48) 23.81 
GGDGoGold Resources 0.05 9 per month 3.86  0.07  7.22 (6.76) 34.69 
RIORio2 0.07 6 per month 3.83  0.10  5.26 (5.25) 21.68 

Other Forecasting Options for Major Drilling

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

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

Major Drilling Market Strength Events

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

Major Drilling Risk Indicators

The analysis of Major Drilling'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 Major Drilling's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting major 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.

Story Coverage note for Major Drilling

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

Major Drilling Short Properties

Major Drilling's future price predictability will typically decrease when Major Drilling's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Major Drilling Group often depends not only on the future outlook of the potential Major Drilling'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. Major Drilling's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding82 M
Cash And Short Term Investments46 M

Other Information on Investing in Major Stock

Major Drilling financial ratios help investors to determine whether Major Stock 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 Major with respect to the benefits of owning Major Drilling security.