MFS Active Etf Forecast - Polynomial Regression
| MFSM Etf | 25.17 0.02 0.08% |
The Polynomial Regression forecasted value of MFS Active Intermediate on the next trading day is expected to be 25.24 with a mean absolute deviation of 0.03 and the sum of the absolute errors of 1.64. MFS Etf Forecast is based on your current time horizon.
As of now the relative strength momentum indicator of MFS Active's share price is below 20 . This indicates that the etf 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 MFS Active hype-based prediction, you can estimate the value of MFS Active Intermediate from the perspective of MFS Active response to recently generated media hype and the effects of current headlines on its competitors.
The Polynomial Regression forecasted value of MFS Active Intermediate on the next trading day is expected to be 25.24 with a mean absolute deviation of 0.03 and the sum of the absolute errors of 1.64. MFS Active after-hype prediction price | USD 25.17 |
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 etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of MFS Active to cross-verify your projections. MFS Active Additional Predictive Modules
Most predictive techniques to examine MFS price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for MFS using various technical indicators. When you analyze MFS 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 | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
MFS Active Polynomial Regression Price Forecast For the 25th of January
Given 90 days horizon, the Polynomial Regression forecasted value of MFS Active Intermediate on the next trading day is expected to be 25.24 with a mean absolute deviation of 0.03, mean absolute percentage error of 0, and the sum of the absolute errors of 1.64.Please note that although there have been many attempts to predict MFS Etf 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 MFS Active's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
MFS Active Etf Forecast Pattern
| Backtest MFS Active | MFS Active Price Prediction | Buy or Sell Advice |
MFS Active Forecasted Value
In the context of forecasting MFS Active's Etf 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. MFS Active's downside and upside margins for the forecasting period are 25.12 and 25.35, respectively. We have considered MFS Active'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 Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of MFS Active etf data series using in forecasting. Note that when a statistical model is used to represent MFS Active etf, 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 | 113.1179 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0265 |
| MAPE | Mean absolute percentage error | 0.0011 |
| SAE | Sum of the absolute errors | 1.6441 |
Predictive Modules for MFS Active
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as MFS Active Intermediate. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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 MFS Active'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.
MFS Active After-Hype Price Prediction Density Analysis
As far as predicting the price of MFS Active 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 MFS Active 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 Etf prices, such as prices of MFS Active, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
MFS Active Estimiated After-Hype Price Volatility
In the context of predicting MFS Active's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on MFS Active's historical news coverage. MFS Active's after-hype downside and upside margins for the prediction period are 25.05 and 25.29, respectively. We have considered MFS Active'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
MFS Active is very steady at this time. Analysis and calculation of next after-hype price of MFS Active Intermediate is based on 3 months time horizon.
MFS Active Etf Price Prediction Analysis
Have you ever been surprised when a price of a ETF such as MFS Active is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading MFS Active 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 Etf 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 MFS Active, 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 |
0.02 | 0.12 | 0.00 | 0.00 | 0 Events / Month | 2 Events / Month | Uncertain |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
25.17 | 25.17 | 0.00 |
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MFS Active Hype Timeline
MFS Active Intermediate is now traded for 25.17. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. MFS is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is projected to be very small, whereas the daily expected return is now at 0.02%. %. The volatility of related hype on MFS Active is about 10800.0%, with the expected price after the next announcement by competition of 25.17. The company had not issued any dividends in recent years. Given the investment horizon of 90 days the next projected press release will be uncertain. Check out Historical Fundamental Analysis of MFS Active to cross-verify your projections.MFS Active Related Hype Analysis
Having access to credible news sources related to MFS Active's direct competition is more important than ever and may enhance your ability to predict MFS Active's future price movements. Getting to know how MFS Active'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 MFS Active may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| MBNE | SSGA Active Trust | 0.04 | 1 per month | 0.14 | (0.52) | 0.21 | (0.31) | 0.76 | |
| MBND | SPDR Nuveen Municipal | (0.02) | 4 per month | 0.03 | (0.60) | 0.15 | (0.22) | 0.48 | |
| CA | Xtrackers California Municipal | (0.05) | 10 per month | 0.05 | (0.67) | 0.16 | (0.16) | 0.60 | |
| MEAR | iShares Short Maturity | (0.03) | 2 per month | 0.00 | (1.62) | 0.08 | (0.06) | 0.18 | |
| MFLX | First Trust Flexible | 0.02 | 4 per month | 0.00 | (0.50) | 0.24 | (0.18) | 0.77 | |
| MFSM | MFS Active Intermediate | 0.00 | 0 per month | 0.00 | (0.52) | 0.16 | (0.16) | 0.64 | |
| MINN | Mairs Power Minnesota | 0.03 | 1 per month | 0.27 | (0.16) | 0.62 | (0.45) | 1.88 | |
| MINO | PIMCO ETF Trust | 0.00 | 0 per month | 0.08 | (0.52) | 0.22 | (0.22) | 0.59 | |
| VCRM | VCRM | 0.00 | 0 per month | 0.05 | (0.53) | 0.20 | (0.21) | 0.64 |
Other Forecasting Options for MFS Active
For every potential investor in MFS, whether a beginner or expert, MFS Active's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. MFS Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in MFS. Basic forecasting techniques help filter out the noise by identifying MFS Active's price trends.MFS Active 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 MFS Active etf to make a market-neutral strategy. Peer analysis of MFS Active could also be used in its relative valuation, which is a method of valuing MFS Active by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
MFS Active Market Strength Events
Market strength indicators help investors to evaluate how MFS Active etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MFS Active shares will generate the highest return on investment. By undertsting and applying MFS Active etf market strength indicators, traders can identify MFS Active Intermediate entry and exit signals to maximize returns.
| Accumulation Distribution | 0.5 | |||
| Daily Balance Of Power | 2.0 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 25.18 | |||
| Day Typical Price | 25.17 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 0.02 |
MFS Active Risk Indicators
The analysis of MFS Active'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 MFS Active's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mfs etf 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 | 0.0858 | |||
| Standard Deviation | 0.1169 | |||
| Variance | 0.0137 | |||
| Downside Variance | 0.0228 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.1) |
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 MFS Active
The number of cover stories for MFS Active depends on current market conditions and MFS Active's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that MFS Active 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 MFS Active'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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Check out Historical Fundamental Analysis of MFS Active to cross-verify your projections. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
The market value of MFS Active Intermediate is measured differently than its book value, which is the value of MFS that is recorded on the company's balance sheet. Investors also form their own opinion of MFS Active's value that differs from its market value or its book value, called intrinsic value, which is MFS Active's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MFS Active's market value can be influenced by many factors that don't directly affect MFS Active's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MFS Active's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFS Active is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MFS Active's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.