VanEck Mortgage Etf Forecast - 20 Period Moving Average

MORT Etf  USD 11.45  0.09  0.79%   
The 20 Period Moving Average forecasted value of VanEck Mortgage REIT on the next trading day is expected to be 11.23 with a mean absolute deviation of 0.17 and the sum of the absolute errors of 6.98. VanEck Etf Forecast is based on your current time horizon.
  
A commonly used 20-period moving average forecast model for VanEck Mortgage REIT is based on a synthetically constructed VanEck Mortgagedaily price series in which the value for a trading day is replaced by the mean of that value and the values for 20 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

VanEck Mortgage 20 Period Moving Average Price Forecast For the 29th of November

Given 90 days horizon, the 20 Period Moving Average forecasted value of VanEck Mortgage REIT on the next trading day is expected to be 11.23 with a mean absolute deviation of 0.17, mean absolute percentage error of 0.03, and the sum of the absolute errors of 6.98.
Please note that although there have been many attempts to predict VanEck 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 VanEck Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

VanEck Mortgage Etf Forecast Pattern

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VanEck Mortgage Forecasted Value

In the context of forecasting VanEck Mortgage'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. VanEck Mortgage's downside and upside margins for the forecasting period are 10.31 and 12.15, respectively. We have considered VanEck Mortgage'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
11.45
11.23
Expected Value
12.15
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of VanEck Mortgage etf data series using in forecasting. Note that when a statistical model is used to represent VanEck Mortgage 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.
AICAkaike Information Criteria79.8367
BiasArithmetic mean of the errors 0.104
MADMean absolute deviation0.1663
MAPEMean absolute percentage error0.0147
SAESum of the absolute errors6.9825
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. VanEck Mortgage REIT 20-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for VanEck Mortgage

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as VanEck Mortgage REIT. 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.
Hype
Prediction
LowEstimatedHigh
10.5411.4512.36
Details
Intrinsic
Valuation
LowRealHigh
10.5611.4712.38
Details
Bollinger
Band Projection (param)
LowMiddleHigh
11.0011.2411.48
Details

Other Forecasting Options for VanEck Mortgage

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

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

VanEck Mortgage REIT Technical and Predictive Analytics

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

VanEck Mortgage Market Strength Events

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

VanEck Mortgage Risk Indicators

The analysis of VanEck Mortgage'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 VanEck Mortgage's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting vaneck 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.
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.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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When determining whether VanEck Mortgage REIT is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if VanEck Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Vaneck Mortgage Reit Etf. Highlighted below are key reports to facilitate an investment decision about Vaneck Mortgage Reit Etf:
Check out Historical Fundamental Analysis of VanEck Mortgage to cross-verify your projections.
You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
The market value of VanEck Mortgage REIT is measured differently than its book value, which is the value of VanEck that is recorded on the company's balance sheet. Investors also form their own opinion of VanEck Mortgage's value that differs from its market value or its book value, called intrinsic value, which is VanEck Mortgage'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 VanEck Mortgage's market value can be influenced by many factors that don't directly affect VanEck Mortgage'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 VanEck Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if VanEck Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, VanEck Mortgage'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.