FundVantage Trust Etf Forecast - Naive Prediction

PCHI Etf   25.12  0.04  0.16%   
The Naive Prediction forecasted value of FundVantage Trust on the next trading day is expected to be 25.04 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.89. FundVantage Etf Forecast is based on your current time horizon. We recommend always using this module together with an analysis of FundVantage Trust's historical fundamentals, such as revenue growth or operating cash flow patterns.
A naive forecasting model for FundVantage Trust is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of FundVantage Trust value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

FundVantage Trust Naive Prediction Price Forecast For the 29th of December

Given 90 days horizon, the Naive Prediction forecasted value of FundVantage Trust on the next trading day is expected to be 25.04 with a mean absolute deviation of 0.06, mean absolute percentage error of 0.01, and the sum of the absolute errors of 3.89.
Please note that although there have been many attempts to predict FundVantage 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 FundVantage Trust's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

FundVantage Trust Etf Forecast Pattern

FundVantage Trust Forecasted Value

In the context of forecasting FundVantage Trust'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. FundVantage Trust's downside and upside margins for the forecasting period are 24.83 and 25.25, respectively. We have considered FundVantage Trust'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
25.12
25.04
Expected Value
25.25
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of FundVantage Trust etf data series using in forecasting. Note that when a statistical model is used to represent FundVantage Trust 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 Criteria113.0151
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0638
MAPEMean absolute percentage error0.0026
SAESum of the absolute errors3.8899
This model is not at all useful as a medium-long range forecasting tool of FundVantage Trust. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict FundVantage Trust. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for FundVantage Trust

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as FundVantage Trust. 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
24.9125.1225.33
Details
Intrinsic
Valuation
LowRealHigh
24.8525.0625.27
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.7124.9325.15
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FundVantage Trust. Your research has to be compared to or analyzed against FundVantage Trust's peers to derive any actionable benefits. When done correctly, FundVantage Trust'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 FundVantage Trust.

Other Forecasting Options for FundVantage Trust

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

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

FundVantage Trust 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 FundVantage Trust'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 FundVantage Trust's current price.

FundVantage Trust Market Strength Events

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

FundVantage Trust Risk Indicators

The analysis of FundVantage Trust'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 FundVantage Trust's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting fundvantage 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.

Currently Active Assets on Macroaxis

When determining whether FundVantage Trust is a strong investment it is important to analyze FundVantage Trust's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact FundVantage Trust's future performance. For an informed investment choice regarding FundVantage Etf, refer to the following important reports:
Check out fundamental analysis of FundVantage Trust to check your projections.
For more detail on how to invest in FundVantage Etf please use our How to Invest in FundVantage Trust guide.
You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
The market value of FundVantage Trust is measured differently than its book value, which is the value of FundVantage that is recorded on the company's balance sheet. Investors also form their own opinion of FundVantage Trust's value that differs from its market value or its book value, called intrinsic value, which is FundVantage Trust'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 FundVantage Trust's market value can be influenced by many factors that don't directly affect FundVantage Trust'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 FundVantage Trust's value and its price as these two are different measures arrived at by different means. Investors typically determine if FundVantage Trust is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FundVantage Trust'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.