Royce Value Stock Forecast - Double Exponential Smoothing
| RVT Stock | USD 17.60 0.14 0.80% |
Royce Stock outlook is based on your current time horizon.
The relative strength index (RSI) of Royce Value's stock price is slightly above 67 indicating that the stock is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Royce, making its price go up or down. Momentum 67
Buy Stretched
Oversold | Overbought |
Quarterly Earnings Growth (0.46) | Quarterly Revenue Growth 0.19 |
Using Royce Value hype-based prediction, you can estimate the value of Royce Value Closed from the perspective of Royce Value response to recently generated media hype and the effects of current headlines on its competitors.
The Double Exponential Smoothing forecasted value of Royce Value Closed on the next trading day is expected to be 17.67 with a mean absolute deviation of 0.14 and the sum of the absolute errors of 8.18. Royce Value after-hype prediction price | USD 17.6 |
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 Royce Value to cross-verify your projections. Royce Value Additional Predictive Modules
Most predictive techniques to examine Royce price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Royce using various technical indicators. When you analyze Royce 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 |
Royce Value Double Exponential Smoothing Price Forecast For the 28th of January
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Royce Value Closed on the next trading day is expected to be 17.67 with a mean absolute deviation of 0.14, mean absolute percentage error of 0.03, and the sum of the absolute errors of 8.18.Please note that although there have been many attempts to predict Royce Stock 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 Royce Value's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Royce Value Stock Forecast Pattern
| Backtest Royce Value | Royce Value Price Prediction | Buy or Sell Advice |
Royce Value Forecasted Value
In the context of forecasting Royce Value'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. Royce Value's downside and upside margins for the forecasting period are 16.60 and 18.74, respectively. We have considered Royce Value'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 Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Royce Value stock data series using in forecasting. Note that when a statistical model is used to represent Royce Value 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.| AIC | Akaike Information Criteria | Huge |
| Bias | Arithmetic mean of the errors | -0.0292 |
| MAD | Mean absolute deviation | 0.1363 |
| MAPE | Mean absolute percentage error | 0.0086 |
| SAE | Sum of the absolute errors | 8.1773 |
Predictive Modules for Royce Value
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Royce Value Closed. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Royce Value'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.
Royce Value After-Hype Price Density Analysis
As far as predicting the price of Royce Value 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 Royce Value 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 Royce Value, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Royce Value Estimiated After-Hype Price Volatility
In the context of predicting Royce Value's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Royce Value's historical news coverage. Royce Value's after-hype downside and upside margins for the prediction period are 16.53 and 18.67, respectively. We have considered Royce Value'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
Royce Value is very steady at this time. Analysis and calculation of next after-hype price of Royce Value Closed is based on 3 months time horizon.
Royce Value Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Royce Value is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Royce Value 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 Royce Value, 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 |
0.21 | 1.07 | 0.01 | 0.47 | 1 Events / Month | 1 Events / Month | Very soon |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
17.60 | 17.60 | 0.00 |
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Royce Value Hype Timeline
On the 27th of January Royce Value Closed is traded for 17.60. The entity has historical hype elasticity of 0.01, and average elasticity to hype of competition of -0.47. Royce 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 over 100%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.21%. %. The volatility of related hype on Royce Value is about 47.74%, with the expected price after the next announcement by competition of 17.13. About 30.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 1.05. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Royce Value Closed last dividend was issued on the 11th of December 2025. The entity had 1084:1000 split on the 18th of October 2013. Considering the 90-day investment horizon the next anticipated press release will be very soon. Check out Historical Fundamental Analysis of Royce Value to cross-verify your projections.Royce Value Related Hype Analysis
Having access to credible news sources related to Royce Value's direct competition is more important than ever and may enhance your ability to predict Royce Value's future price movements. Getting to know how Royce Value'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 Royce Value may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| GAB | Gabelli Equity Trust | 0.03 | 2 per month | 0.62 | (0.02) | 1.48 | (1.13) | 3.62 | |
| CSVYX | Columbia Small Cap | 0.00 | 0 per month | 0.69 | 0.07 | 2.38 | (1.38) | 5.00 | |
| BIIEX | Brandes International Equity | (10.69) | 4 per month | 0.33 | 0.12 | 1.15 | (0.86) | 6.59 | |
| AMGIX | Income Growth Fund | 0.00 | 0 per month | 0.28 | 0.14 | 1.39 | (1.13) | 8.67 | |
| BIGRX | Income Growth Fund | 0.00 | 0 per month | 0.28 | 0.14 | 1.38 | (1.14) | 8.72 | |
| GEMAX | Goldman Sachs Emerging | 0.31 | 1 per month | 0.54 | 0.07 | 1.34 | (1.09) | 3.29 | |
| VLIFX | Value Line Mid | 0.00 | 0 per month | 0.72 | (0.08) | 1.44 | (1.24) | 3.99 | |
| BDJ | Blackrock Enhanced Equity | 0.06 | 2 per month | 0.38 | 0.06 | 1.39 | (0.92) | 2.96 | |
| TDMTX | Templeton Developing Markets | (9.88) | 3 per month | 0.50 | 0.14 | 1.77 | (1.08) | 3.61 |
Other Forecasting Options for Royce Value
For every potential investor in Royce, whether a beginner or expert, Royce Value's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Royce Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Royce. Basic forecasting techniques help filter out the noise by identifying Royce Value's price trends.Royce Value 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 Royce Value stock to make a market-neutral strategy. Peer analysis of Royce Value could also be used in its relative valuation, which is a method of valuing Royce Value by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Royce Value Market Strength Events
Market strength indicators help investors to evaluate how Royce Value stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Royce Value shares will generate the highest return on investment. By undertsting and applying Royce Value stock market strength indicators, traders can identify Royce Value Closed entry and exit signals to maximize returns.
| Accumulation Distribution | 2791.32 | |||
| Daily Balance Of Power | 1.272727 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 17.58 | |||
| Day Typical Price | 17.58 | |||
| Price Action Indicator | 0.095 | |||
| Period Momentum Indicator | 0.14 | |||
| Relative Strength Index | 67.82 |
Royce Value Risk Indicators
The analysis of Royce Value'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 Royce Value's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting royce 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.
| Mean Deviation | 0.8402 | |||
| Semi Deviation | 0.8644 | |||
| Standard Deviation | 1.07 | |||
| Variance | 1.15 | |||
| Downside Variance | 1.27 | |||
| Semi Variance | 0.7473 | |||
| Expected Short fall | (0.87) |
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 Royce Value
The number of cover stories for Royce Value depends on current market conditions and Royce Value's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Royce Value 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 Royce Value'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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Royce Value Short Properties
Royce Value's future price predictability will typically decrease when Royce Value's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Royce Value Closed often depends not only on the future outlook of the potential Royce Value's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Royce Value's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 117.6 M | |
| Cash And Short Term Investments | 98.4 K |
Additional Tools for Royce Stock Analysis
When running Royce Value's price analysis, check to measure Royce Value'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 Royce Value is operating at the current time. Most of Royce Value's value examination focuses on studying past and present price action to predict the probability of Royce Value's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Royce Value's price. Additionally, you may evaluate how the addition of Royce Value to your portfolios can decrease your overall portfolio volatility.