Real Estate Mutual Fund Forecast - Simple Exponential Smoothing

REPSX Fund  USD 37.31  0.60  1.58%   
The Simple Exponential Smoothing forecasted value of Real Estate Ultrasector on the next trading day is expected to be 37.31 with a mean absolute deviation of 0.34 and the sum of the absolute errors of 20.90. Real Mutual Fund Forecast is based on your current time horizon.
At this time, the relative strength index (RSI) of Real Estate's share price is approaching 49 indicating that the mutual fund is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling Real Estate, making its price go up or down.

Momentum 49

 Impartial

 
Oversold
 
Overbought
The successful prediction of Real Estate's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Real Estate Ultrasector, which may create opportunities for some arbitrage if properly timed.
Using Real Estate hype-based prediction, you can estimate the value of Real Estate Ultrasector from the perspective of Real Estate response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Real Estate Ultrasector on the next trading day is expected to be 37.31 with a mean absolute deviation of 0.34 and the sum of the absolute errors of 20.90.

Real Estate after-hype prediction price

    
  USD 37.31  
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 fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Real Estate to cross-verify your projections.

Real Estate Additional Predictive Modules

Most predictive techniques to examine Real price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Real using various technical indicators. When you analyze Real 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.
Real Estate simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Real Estate Ultrasector are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Real Estate Ultrasector prices get older.

Real Estate Simple Exponential Smoothing Price Forecast For the 24th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Real Estate Ultrasector on the next trading day is expected to be 37.31 with a mean absolute deviation of 0.34, mean absolute percentage error of 0.22, and the sum of the absolute errors of 20.90.
Please note that although there have been many attempts to predict Real Mutual Fund 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 Real Estate's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Real Estate Mutual Fund Forecast Pattern

Backtest Real EstateReal Estate Price PredictionBuy or Sell Advice 

Real Estate Forecasted Value

In the context of forecasting Real Estate's Mutual Fund 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. Real Estate's downside and upside margins for the forecasting period are 36.04 and 38.58, respectively. We have considered Real Estate'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
37.31
37.31
Expected Value
38.58
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Real Estate mutual fund data series using in forecasting. Note that when a statistical model is used to represent Real Estate mutual fund, 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 Criteria116.6113
BiasArithmetic mean of the errors 0.0334
MADMean absolute deviation0.3426
MAPEMean absolute percentage error0.0093
SAESum of the absolute errors20.9
This simple exponential smoothing model begins by setting Real Estate Ultrasector forecast for the second period equal to the observation of the first period. In other words, recent Real Estate observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Real Estate

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Real Estate Ultrasector. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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 Real Estate'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.
Hype
Prediction
LowEstimatedHigh
36.0537.3138.57
Details
Intrinsic
Valuation
LowRealHigh
36.1437.4038.66
Details
Bollinger
Band Projection (param)
LowMiddleHigh
35.4036.8538.30
Details

Real Estate After-Hype Price Prediction Density Analysis

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

Real Estate Estimiated After-Hype Price Volatility

In the context of predicting Real Estate's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Real Estate's historical news coverage. Real Estate's after-hype downside and upside margins for the prediction period are 36.05 and 38.57, respectively. We have considered Real Estate'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
37.31
37.31
After-hype Price
38.57
Upside
Real Estate is very steady at this time. Analysis and calculation of next after-hype price of Real Estate Ultrasector is based on 3 months time horizon.

Real Estate Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Real Estate is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Real Estate 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 Fund 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 Real Estate, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.09 
1.27
  0.02 
  0.16 
5 Events / Month
1 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
37.31
37.31
0.00 
668.42  
Notes

Real Estate Hype Timeline

Real Estate Ultrasector is at this time traded for 37.31. The entity has historical hype elasticity of 0.02, and average elasticity to hype of competition of 0.16. Real 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 over 100%. The immediate return on the next news is projected to be very small, whereas the daily expected return is at this time at -0.09%. %. The volatility of related hype on Real Estate is about 73.13%, with the expected price after the next announcement by competition of 37.47. The company last dividend was issued on the 30th of March 2020. Assuming the 90 days horizon the next projected press release will be in about 5 days.
Check out Historical Fundamental Analysis of Real Estate to cross-verify your projections.

Real Estate Related Hype Analysis

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

Other Forecasting Options for Real Estate

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

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

Real Estate Market Strength Events

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

Real Estate Risk Indicators

The analysis of Real Estate'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 Real Estate's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting real mutual fund 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 Real Estate

The number of cover stories for Real Estate depends on current market conditions and Real Estate's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Real Estate 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 Real Estate'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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Other Information on Investing in Real Mutual Fund

Real Estate financial ratios help investors to determine whether Real Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Real with respect to the benefits of owning Real Estate security.
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