SXI Real Stock Forward View - Simple Regression

REAL Stock   4,847  45.72  0.95%   
SXI Stock outlook is based on your current time horizon.
The relative strength momentum indicator of SXI Real's share price is above 70 at this time indicating that the stock is becoming overbought or overvalued. The idea behind Relative Strength Index (RSI) is that it helps to track how fast people are buying or selling SXI, making its price go up or down.

Momentum 74

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of SXI Real's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of SXI Real and does not consider all of the tangible or intangible factors available from SXI Real's fundamental data. We analyze noise-free headlines and recent hype associated with SXI Real Estate, which may create opportunities for some arbitrage if properly timed.
Using SXI Real hype-based prediction, you can estimate the value of SXI Real Estate from the perspective of SXI Real response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of SXI Real Estate on the next trading day is expected to be 4,743 with a mean absolute deviation of 45.97 and the sum of the absolute errors of 2,850.

SXI Real after-hype prediction price

    
  CHF 4847.2  
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 SXI Real to cross-verify your projections.

SXI Real Additional Predictive Modules

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

SXI Real Simple Regression Price Forecast For the 5th of February

Given 90 days horizon, the Simple Regression forecasted value of SXI Real Estate on the next trading day is expected to be 4,743 with a mean absolute deviation of 45.97, mean absolute percentage error of 3,583, and the sum of the absolute errors of 2,850.
Please note that although there have been many attempts to predict SXI 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 SXI Real's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

SXI Real Stock Forecast Pattern

Backtest SXI Real  SXI Real Price Prediction  Research Analysis  

SXI Real Forecasted Value

In the context of forecasting SXI Real'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. SXI Real's downside and upside margins for the forecasting period are 4,743 and 4,744, respectively. We have considered SXI Real'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
4,847
4,743
Expected Value
4,744
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 SXI Real stock data series using in forecasting. Note that when a statistical model is used to represent SXI Real 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 Criteria128.1323
BiasArithmetic mean of the errors None
MADMean absolute deviation45.9724
MAPEMean absolute percentage error0.0102
SAESum of the absolute errors2850.2901
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 SXI Real Estate 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 SXI Real

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SXI Real Estate. 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
4,8474,8474,848
Details
Intrinsic
Valuation
LowRealHigh
4,4744,4755,332
Details
Bollinger
Band Projection (param)
LowMiddleHigh
4,4284,6424,856
Details

SXI Real After-Hype Price Density Analysis

As far as predicting the price of SXI Real 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 SXI Real 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 SXI Real, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

SXI Real Estimiated After-Hype Price Volatility

In the context of predicting SXI Real's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on SXI Real's historical news coverage. SXI Real's after-hype downside and upside margins for the prediction period are 4,847 and 4,848, respectively. We have considered SXI Real'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
4,847
4,847
After-hype Price
4,848
Upside
SXI Real is very steady at this time. Analysis and calculation of next after-hype price of SXI Real Estate is based on 3 months time horizon.

SXI Real Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as SXI Real is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading SXI Real 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 SXI Real, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.20 
0.62
  18.83 
  2.22 
2 Events / Month
1 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
4,847
4,847
0.00 
0.66  
Notes

SXI Real Hype Timeline

SXI Real Estate is at this time traded for 4,847on SIX Swiss Exchange of Switzerland. The entity has historical hype elasticity of 18.83, and average elasticity to hype of competition of -2.22. SXI is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 0.66%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.2%. %. The volatility of related hype on SXI Real is about 5.57%, with the expected price after the next announcement by competition of 4,845. The company had not issued any dividends in recent years. Assuming the 90 days trading horizon the next anticipated press release will be in a few days.
Check out Historical Fundamental Analysis of SXI Real to cross-verify your projections.

SXI Real Related Hype Analysis

Having access to credible news sources related to SXI Real's direct competition is more important than ever and may enhance your ability to predict SXI Real's future price movements. Getting to know how SXI Real'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 SXI Real may potentially react to the hype associated with one of its peers.

Other Forecasting Options for SXI Real

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

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

SXI Real Market Strength Events

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

SXI Real Risk Indicators

The analysis of SXI Real'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 SXI Real's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting sxi 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 SXI Real

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

Other Macroaxis Stories

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Additional Tools for SXI Stock Analysis

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