Deutsche Mutual Fund Forward View - Simple Regression

SXPCX Fund  USD 54.52  0.23  0.42%   
Deutsche Mutual Fund outlook is based on your current time horizon.
At this time, The relative strength index (RSI) of Deutsche's share price is at 56. This usually implies that the mutual fund is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Deutsche, making its price go up or down.

Momentum 56

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Deutsche's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Deutsche Sp 500, which may create opportunities for some arbitrage if properly timed.
Using Deutsche hype-based prediction, you can estimate the value of Deutsche Sp 500 from the perspective of Deutsche response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Deutsche Sp 500 on the next trading day is expected to be 55.33 with a mean absolute deviation of 0.54 and the sum of the absolute errors of 32.77.

Deutsche after-hype prediction price

    
  USD 51.88  
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 Deutsche to cross-verify your projections.

Deutsche Additional Predictive Modules

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

Deutsche Simple Regression Price Forecast For the 3rd of February

Given 90 days horizon, the Simple Regression forecasted value of Deutsche Sp 500 on the next trading day is expected to be 55.33 with a mean absolute deviation of 0.54, mean absolute percentage error of 0.44, and the sum of the absolute errors of 32.77.
Please note that although there have been many attempts to predict Deutsche Mutual Fund 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 Deutsche's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Deutsche Mutual Fund Forecast Pattern

Backtest Deutsche  Deutsche Price Prediction  Research Analysis  

Deutsche Forecasted Value

In the context of forecasting Deutsche'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. Deutsche's downside and upside margins for the forecasting period are 54.51 and 56.15, respectively. We have considered Deutsche'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
54.52
55.33
Expected Value
56.15
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 Deutsche mutual fund data series using in forecasting. Note that when a statistical model is used to represent Deutsche 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 Criteria117.2905
BiasArithmetic mean of the errors None
MADMean absolute deviation0.5372
MAPEMean absolute percentage error0.0102
SAESum of the absolute errors32.7712
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 Deutsche Sp 500 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 Deutsche

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Deutsche Sp 500. 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 Deutsche'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
51.0651.8859.97
Details
Intrinsic
Valuation
LowRealHigh
52.8153.6359.97
Details
Bollinger
Band Projection (param)
LowMiddleHigh
53.7154.4055.10
Details

Deutsche After-Hype Price Density Analysis

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

Deutsche Estimiated After-Hype Price Volatility

In the context of predicting Deutsche's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Deutsche's historical news coverage. Deutsche's after-hype downside and upside margins for the prediction period are 51.06 and 59.97, respectively. We have considered Deutsche'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
54.52
51.88
After-hype Price
59.97
Upside
Deutsche is very steady at this time. Analysis and calculation of next after-hype price of Deutsche Sp 500 is based on 3 months time horizon.

Deutsche Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Deutsche is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Deutsche 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 Deutsche, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.10 
0.82
  2.64 
  0.11 
7 Events / Month
1 Events / Month
In about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
54.52
51.88
4.84 
3.11  
Notes

Deutsche Hype Timeline

Deutsche Sp 500 is at this time traded for 54.52. The entity has historical hype elasticity of -2.64, and average elasticity to hype of competition of 0.11. Deutsche is forecasted to decline in value after the next headline, with the price expected to drop to 51.88. The average volatility of media hype impact on the company price is about 3.11%. The price reduction on the next news is expected to be -4.84%, whereas the daily expected return is at this time at 0.1%. The volatility of related hype on Deutsche is about 74.95%, with the expected price after the next announcement by competition of 54.63. Assuming the 90 days horizon the next forecasted press release will be in about 7 days.
Check out Historical Fundamental Analysis of Deutsche to cross-verify your projections.

Deutsche Related Hype Analysis

Having access to credible news sources related to Deutsche's direct competition is more important than ever and may enhance your ability to predict Deutsche's future price movements. Getting to know how Deutsche'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 Deutsche may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
FSLVXFidelity Stock Selector(0.05)1 per month 0.36  0.14  1.36 (1.05) 7.57 
SWANXSchwab E Equity 0.00 0 per month 0.59  0.05  1.09 (1.14) 8.31 
RYPRXRoyce Premier Fund 0.00 0 per month 0.48  0.15  2.54 (1.44) 16.01 
ILLLXTransamerica Capital Growth(0.99)2 per month 0.00 (0.19) 2.64 (3.40) 7.94 
QCSCXFederated Mdt Small 0.00 0 per month 0.90  0.1  2.02 (1.82) 13.62 
USWGXWorld Growth Fund(4.25)5 per month 0.37  0.14  1.13 (1.15) 12.37 
FSLSXFidelity Advisor Value(31.00)2 per month 0.82  0.1  2.43 (1.53) 4.30 
HYTBlackrock Corporate High 19.36 4 per month 0.00 (0.16) 0.77 (1.01) 4.99 
RYPNXRoyce Opportunity Fund 27.35 5 per month 1.20  0.05  2.43 (2.58) 5.40 
TCMSXTcm Small Cap 0.52 1 per month 1.08  0.11  2.20 (1.83) 5.96 

Other Forecasting Options for Deutsche

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

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

Deutsche Market Strength Events

Market strength indicators help investors to evaluate how Deutsche 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 Deutsche shares will generate the highest return on investment. By undertsting and applying Deutsche mutual fund market strength indicators, traders can identify Deutsche Sp 500 entry and exit signals to maximize returns.

Deutsche Risk Indicators

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

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

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