UBS Property Fund Forecast - Simple Moving Average
| SREA Fund | CHF 71.80 0.20 0.28% |
The Simple Moving Average forecasted value of UBS Property on the next trading day is expected to be 71.80 with a mean absolute deviation of 0.67 and the sum of the absolute errors of 40.10. UBS Fund Forecast is based on your current time horizon.
UBS |
UBS Property Simple Moving Average Price Forecast For the 21st of December
Given 90 days horizon, the Simple Moving Average forecasted value of UBS Property on the next trading day is expected to be 71.80 with a mean absolute deviation of 0.67, mean absolute percentage error of 0.69, and the sum of the absolute errors of 40.10.Please note that although there have been many attempts to predict UBS 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 UBS Property's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
UBS Property Fund Forecast Pattern
UBS Property Forecasted Value
In the context of forecasting UBS Property's 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. UBS Property's downside and upside margins for the forecasting period are 70.67 and 72.93, respectively. We have considered UBS Property'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 Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of UBS Property fund data series using in forecasting. Note that when a statistical model is used to represent UBS Property 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.| AIC | Akaike Information Criteria | 115.9023 |
| Bias | Arithmetic mean of the errors | -0.095 |
| MAD | Mean absolute deviation | 0.6683 |
| MAPE | Mean absolute percentage error | 0.0098 |
| SAE | Sum of the absolute errors | 40.1 |
Predictive Modules for UBS Property
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as UBS Property. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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.Other Forecasting Options for UBS Property
For every potential investor in UBS, whether a beginner or expert, UBS Property's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. UBS Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in UBS. Basic forecasting techniques help filter out the noise by identifying UBS Property's price trends.UBS Property 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 UBS Property fund to make a market-neutral strategy. Peer analysis of UBS Property could also be used in its relative valuation, which is a method of valuing UBS Property by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
UBS Property Technical and Predictive Analytics
The fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of UBS Property'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 UBS Property's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
UBS Property Market Strength Events
Market strength indicators help investors to evaluate how UBS Property fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading UBS Property shares will generate the highest return on investment. By undertsting and applying UBS Property fund market strength indicators, traders can identify UBS Property entry and exit signals to maximize returns.
UBS Property Risk Indicators
The analysis of UBS Property'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 UBS Property's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting ubs 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.
| Mean Deviation | 0.8843 | |||
| Semi Deviation | 0.8304 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.31 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.6896 | |||
| Expected Short fall | (1.23) |
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.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in UBS Fund
UBS Property financial ratios help investors to determine whether UBS 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 UBS with respect to the benefits of owning UBS Property security.
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings |