Vaudoise Assurances Stock Forward View - Simple Regression

VAHN Stock  CHF 751.00  16.00  2.18%   
Vaudoise Stock outlook is based on your current time horizon.
The relative strength indicator of Vaudoise Assurances' stock price is slightly above 64. This entails 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 Vaudoise, making its price go up or down.

Momentum 64

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Vaudoise Assurances' 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 Vaudoise Assurances and does not consider all of the tangible or intangible factors available from Vaudoise Assurances' fundamental data. We analyze noise-free headlines and recent hype associated with Vaudoise Assurances Holding, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Vaudoise Assurances' stock price prediction:
Quarterly Earnings Growth
0.03
Wall Street Target Price
539
Quarterly Revenue Growth
(0)
Using Vaudoise Assurances hype-based prediction, you can estimate the value of Vaudoise Assurances Holding from the perspective of Vaudoise Assurances response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Vaudoise Assurances Holding on the next trading day is expected to be 754.33 with a mean absolute deviation of 9.21 and the sum of the absolute errors of 571.12.

Vaudoise Assurances after-hype prediction price

    
  CHF 751.31  
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 stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Vaudoise Assurances to cross-verify your projections.

Vaudoise Assurances Additional Predictive Modules

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

Vaudoise Assurances Simple Regression Price Forecast For the 4th of February

Given 90 days horizon, the Simple Regression forecasted value of Vaudoise Assurances Holding on the next trading day is expected to be 754.33 with a mean absolute deviation of 9.21, mean absolute percentage error of 135.24, and the sum of the absolute errors of 571.12.
Please note that although there have been many attempts to predict Vaudoise 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 Vaudoise Assurances' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Vaudoise Assurances Stock Forecast Pattern

Backtest Vaudoise Assurances  Vaudoise Assurances Price Prediction  Research Analysis  

Vaudoise Assurances Forecasted Value

In the context of forecasting Vaudoise Assurances' 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. Vaudoise Assurances' downside and upside margins for the forecasting period are 753.25 and 755.41, respectively. We have considered Vaudoise Assurances' 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
751.00
753.25
Downside
754.33
Expected Value
755.41
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 Vaudoise Assurances stock data series using in forecasting. Note that when a statistical model is used to represent Vaudoise Assurances 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 Criteria124.8554
BiasArithmetic mean of the errors None
MADMean absolute deviation9.2116
MAPEMean absolute percentage error0.0133
SAESum of the absolute errors571.121
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 Vaudoise Assurances Holding 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 Vaudoise Assurances

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vaudoise Assurances. 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
750.23751.31752.39
Details
Intrinsic
Valuation
LowRealHigh
675.90847.04848.12
Details
Bollinger
Band Projection (param)
LowMiddleHigh
711.54729.96748.37
Details

Vaudoise Assurances After-Hype Price Density Analysis

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

Vaudoise Assurances Estimiated After-Hype Price Volatility

In the context of predicting Vaudoise Assurances' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Vaudoise Assurances' historical news coverage. Vaudoise Assurances' after-hype downside and upside margins for the prediction period are 750.23 and 752.39, respectively. We have considered Vaudoise Assurances' 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
751.00
750.23
Downside
751.31
After-hype Price
752.39
Upside
Vaudoise Assurances is very steady at this time. Analysis and calculation of next after-hype price of Vaudoise Assurances is based on 3 months time horizon.

Vaudoise Assurances Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Vaudoise Assurances is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Vaudoise Assurances 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 Vaudoise Assurances, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.31 
1.08
  0.31 
  0.62 
3 Events / Month
2 Events / Month
In about 3 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
751.00
751.31
0.04 
108.00  
Notes

Vaudoise Assurances Hype Timeline

Vaudoise Assurances is at this time traded for 751.00on SIX Swiss Exchange of Switzerland. The entity has historical hype elasticity of 0.31, and average elasticity to hype of competition of -0.62. Vaudoise is anticipated to increase in value after the next headline, with the price projected to jump to 751.31 or above. The average volatility of media hype impact on the company the price is about 108.0%. The price increase on the next news is anticipated to be 0.04%, whereas the daily expected return is at this time at 0.31%. The volatility of related hype on Vaudoise Assurances is about 53.87%, with the expected price after the next announcement by competition of 750.38. The company reported the revenue of 1.6 B. Net Income was 147.01 M with profit before overhead, payroll, taxes, and interest of 233 M. Assuming the 90 days trading horizon the next anticipated press release will be in about 3 days.
Check out Historical Fundamental Analysis of Vaudoise Assurances to cross-verify your projections.

Vaudoise Assurances Related Hype Analysis

Having access to credible news sources related to Vaudoise Assurances' direct competition is more important than ever and may enhance your ability to predict Vaudoise Assurances' future price movements. Getting to know how Vaudoise Assurances' 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 Vaudoise Assurances 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
BCGEBanque Cantonale de(0.40)6 per month 0.44  0.14  1.86 (1.21) 4.38 
WKBNBanque Cantonale du(0.50)4 per month 0.00  0.14  0.78 (0.39) 1.94 
VATNValiant Holding AG(1.40)6 per month 0.72  0.20  2.62 (1.43) 6.06 
HBMNHBM Healthcare Investments 2.00 3 per month 0.69  0.18  2.58 (1.69) 5.28 
CFTCompagnie Financiere Tradition(1.00)5 per month 0.00 (0.05) 2.38 (2.30) 8.32 
BEKNBerner Kantonalbank AG 1.50 7 per month 0.49  0.29  1.71 (1.27) 6.62 
GRKPGraubuendner Kantonalbank 0.00 0 per month 0.00  0.25  1.12 (0.56) 3.16 
LLBNLiechtensteinische Landesbank AG(0.20)1 per month 0.58  0.23  2.29 (1.62) 5.79 
ZUGERZuger Kantonalbank(20.00)6 per month 0.13  0.13  1.10 (0.68) 2.75 
CMBNCembra Money Bank(0.05)1 per month 1.02  0.07  1.99 (1.54) 7.10 

Other Forecasting Options for Vaudoise Assurances

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

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

Vaudoise Assurances Market Strength Events

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

Vaudoise Assurances Risk Indicators

The analysis of Vaudoise Assurances' 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 Vaudoise Assurances' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting vaudoise 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 Vaudoise Assurances

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

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

Vaudoise Assurances Short Properties

Vaudoise Assurances' future price predictability will typically decrease when Vaudoise Assurances' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Vaudoise Assurances Holding often depends not only on the future outlook of the potential Vaudoise Assurances' 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. Vaudoise Assurances' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding2.9 M
Cash And Short Term Investments271.1 M

Additional Tools for Vaudoise Stock Analysis

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