Mediobanca Banca Pink Sheet Forecast - Simple Regression

MDIBY Stock  USD 19.98  0.55  2.68%   
The Simple Regression forecasted value of Mediobanca Banca di on the next trading day is expected to be 20.89 with a mean absolute deviation of 0.41 and the sum of the absolute errors of 25.32. Mediobanca Pink Sheet Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Mediobanca Banca's share price is below 20 . This indicates that the pink sheet 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 Mediobanca Banca's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Mediobanca Banca di, which may create opportunities for some arbitrage if properly timed.
Using Mediobanca Banca hype-based prediction, you can estimate the value of Mediobanca Banca di from the perspective of Mediobanca Banca response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Mediobanca Banca di on the next trading day is expected to be 20.89 with a mean absolute deviation of 0.41 and the sum of the absolute errors of 25.32.

Mediobanca Banca after-hype prediction price

    
  USD 20.01  
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 pink sheet price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Mediobanca Banca to cross-verify your projections.

Mediobanca Banca Additional Predictive Modules

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

Mediobanca Banca Simple Regression Price Forecast For the 25th of January

Given 90 days horizon, the Simple Regression forecasted value of Mediobanca Banca di on the next trading day is expected to be 20.89 with a mean absolute deviation of 0.41, mean absolute percentage error of 0.23, and the sum of the absolute errors of 25.32.
Please note that although there have been many attempts to predict Mediobanca 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 Mediobanca Banca's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mediobanca Banca Pink Sheet Forecast Pattern

Backtest Mediobanca BancaMediobanca Banca Price PredictionBuy or Sell Advice 

Mediobanca Banca Forecasted Value

In the context of forecasting Mediobanca Banca'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. Mediobanca Banca's downside and upside margins for the forecasting period are 19.07 and 22.72, respectively. We have considered Mediobanca Banca'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
19.98
20.89
Expected Value
22.72
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 Mediobanca Banca pink sheet data series using in forecasting. Note that when a statistical model is used to represent Mediobanca Banca 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 Criteria118.4884
BiasArithmetic mean of the errors None
MADMean absolute deviation0.4083
MAPEMean absolute percentage error0.0207
SAESum of the absolute errors25.3162
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 Mediobanca Banca di 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 Mediobanca Banca

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mediobanca Banca. 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.
Hype
Prediction
LowEstimatedHigh
18.1820.0121.84
Details
Intrinsic
Valuation
LowRealHigh
18.0119.8421.67
Details
Bollinger
Band Projection (param)
LowMiddleHigh
18.8920.1921.49
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Mediobanca Banca. Your research has to be compared to or analyzed against Mediobanca Banca's peers to derive any actionable benefits. When done correctly, Mediobanca Banca's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Mediobanca Banca.

Mediobanca Banca After-Hype Price Prediction Density Analysis

As far as predicting the price of Mediobanca Banca 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 Mediobanca Banca 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 Pink Sheet prices, such as prices of Mediobanca Banca, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Mediobanca Banca Estimiated After-Hype Price Volatility

In the context of predicting Mediobanca Banca's pink sheet value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Mediobanca Banca's historical news coverage. Mediobanca Banca's after-hype downside and upside margins for the prediction period are 18.18 and 21.84, respectively. We have considered Mediobanca Banca'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
19.98
20.01
After-hype Price
21.84
Upside
Mediobanca Banca is very steady at this time. Analysis and calculation of next after-hype price of Mediobanca Banca is based on 3 months time horizon.

Mediobanca Banca Pink Sheet Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Mediobanca Banca is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Mediobanca Banca 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 Pink Sheet 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 Mediobanca Banca, 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 
1.83
  0.03 
 0.00  
2 Events / Month
2 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
19.98
20.01
0.15 
963.16  
Notes

Mediobanca Banca Hype Timeline

Mediobanca Banca is now traded for 19.98. The entity has historical hype elasticity of 0.03, and average elasticity to hype of competition of 0.0. Mediobanca is forecasted to increase in value after the next headline, with the price projected to jump to 20.01 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 estimated to be 0.15%, whereas the daily expected return is now at 0.14%. The volatility of related hype on Mediobanca Banca is about 30500.0%, with the expected price after the next announcement by competition of 19.98. The company reported the revenue of 2.51 B. Net Income was 906.98 M with profit before overhead, payroll, taxes, and interest of 2.46 B. Assuming the 90 days horizon the next forecasted press release will be in a few days.
Check out Historical Fundamental Analysis of Mediobanca Banca to cross-verify your projections.

Mediobanca Banca Related Hype Analysis

Having access to credible news sources related to Mediobanca Banca's direct competition is more important than ever and may enhance your ability to predict Mediobanca Banca's future price movements. Getting to know how Mediobanca Banca'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 Mediobanca Banca 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
BPXXYBper Banca SpA 0.00 0 per month 0.00  0.17  2.06  0.00  12.02 
BKRIFBank of Ireland 0.06 35 per month 2.10  0.10  3.40 (2.95) 13.74 
BKRIYBank of Ireland 0.00 0 per month 0.89  0.23  2.50 (1.67) 6.60 
NBGRYNational Bank of 0.00 0 per month 3.99  0.03  7.57 (6.42) 20.59 
CIMDFCIMB Group Holdings 0.00 0 per month 9.40  0.11  23.65 (20.16) 93.91 
NBGIFNational Bank of 0.00 0 per month 2.21  0.06  6.95 (4.68) 14.13 
GPFOFGrupo Financiero Inbursa 0.00 0 per month 0.00 (0.06) 2.92 (3.69) 12.05 
EGFEYEurobank Ergasias SA 0.00 0 per month 3.60  0.02  5.63 (4.64) 21.83 
ISNPYIntesa Sanpaolo SpA(0.12)18 per month 1.28  0.05  1.91 (2.85) 6.81 
BKNIYBankinter SA ADR 0.00 0 per month 1.53  0.04  2.57 (2.08) 6.81 

Other Forecasting Options for Mediobanca Banca

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

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

Mediobanca Banca Market Strength Events

Market strength indicators help investors to evaluate how Mediobanca Banca 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 Mediobanca Banca shares will generate the highest return on investment. By undertsting and applying Mediobanca Banca pink sheet market strength indicators, traders can identify Mediobanca Banca di entry and exit signals to maximize returns.

Mediobanca Banca Risk Indicators

The analysis of Mediobanca Banca'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 Mediobanca Banca's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mediobanca 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.

Story Coverage note for Mediobanca Banca

The number of cover stories for Mediobanca Banca depends on current market conditions and Mediobanca Banca's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Mediobanca Banca 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 Mediobanca Banca'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

Mediobanca Banca Short Properties

Mediobanca Banca's future price predictability will typically decrease when Mediobanca Banca's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Mediobanca Banca di often depends not only on the future outlook of the potential Mediobanca Banca'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. Mediobanca Banca's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding843 M
Cash And Short Term InvestmentsB

Additional Tools for Mediobanca Pink Sheet Analysis

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