Vastned Retail Stock Forecast - Simple Regression

VASTN Stock  EUR 24.55  0.15  0.61%   
The Simple Regression forecasted value of Vastned Retail NV on the next trading day is expected to be 24.51 with a mean absolute deviation of 0.23 and the sum of the absolute errors of 14.38. Vastned Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Vastned Retail stock prices and determine the direction of Vastned Retail NV's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Vastned Retail's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Vastned Retail 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.

Vastned Retail Simple Regression Price Forecast For the 30th of November

Given 90 days horizon, the Simple Regression forecasted value of Vastned Retail NV on the next trading day is expected to be 24.51 with a mean absolute deviation of 0.23, mean absolute percentage error of 0.08, and the sum of the absolute errors of 14.38.
Please note that although there have been many attempts to predict Vastned 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 Vastned Retail's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Vastned Retail Stock Forecast Pattern

Backtest Vastned RetailVastned Retail Price PredictionBuy or Sell Advice 

Vastned Retail Forecasted Value

In the context of forecasting Vastned Retail'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. Vastned Retail's downside and upside margins for the forecasting period are 23.48 and 25.54, respectively. We have considered Vastned Retail'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
24.55
24.51
Expected Value
25.54
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 Vastned Retail stock data series using in forecasting. Note that when a statistical model is used to represent Vastned Retail 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 Criteria117.379
BiasArithmetic mean of the errors None
MADMean absolute deviation0.232
MAPEMean absolute percentage error0.0095
SAESum of the absolute errors14.385
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 Vastned Retail NV 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 Vastned Retail

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vastned Retail NV. 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
23.5224.5525.58
Details
Intrinsic
Valuation
LowRealHigh
19.5220.5527.01
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.0524.4224.80
Details

Other Forecasting Options for Vastned Retail

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

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

Vastned Retail NV Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Vastned Retail'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 Vastned Retail's current price.

Vastned Retail Market Strength Events

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

Vastned Retail Risk Indicators

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

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  

Other Information on Investing in Vastned Stock

Vastned Retail financial ratios help investors to determine whether Vastned Stock 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 Vastned with respect to the benefits of owning Vastned Retail security.