VBC Stock Forecast - Simple Regression

VBC Stock   20,100  100.00  0.50%   
The Simple Regression forecasted value of VBC on the next trading day is expected to be 20,028 with a mean absolute deviation of 254.89 and the sum of the absolute errors of 15,548. Investors can use prediction functions to forecast VBC's stock prices and determine the direction of VBC's future trends based on various well-known forecasting models. However, exclusively looking at the historical price movement is usually misleading. We recommend always using this module together with an analysis of VBC's historical fundamentals, such as revenue growth or operating cash flow patterns. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through VBC 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.

VBC Simple Regression Price Forecast For the 26th of November

Given 90 days horizon, the Simple Regression forecasted value of VBC on the next trading day is expected to be 20,028 with a mean absolute deviation of 254.89, mean absolute percentage error of 129,026, and the sum of the absolute errors of 15,548.
Please note that although there have been many attempts to predict VBC 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 VBC's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

VBC Stock Forecast Pattern

VBC Forecasted Value

In the context of forecasting VBC'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. VBC's downside and upside margins for the forecasting period are 20,026 and 20,029, respectively. We have considered VBC'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
20,100
20,026
Downside
20,028
Expected Value
20,029
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 VBC stock data series using in forecasting. Note that when a statistical model is used to represent VBC 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 Criteria129.8783
BiasArithmetic mean of the errors None
MADMean absolute deviation254.8928
MAPEMean absolute percentage error0.0127
SAESum of the absolute errors15548.4611
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 VBC 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 VBC

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as VBC. 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.

Other Forecasting Options for VBC

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

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

VBC 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 VBC'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 VBC's current price.

VBC Market Strength Events

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

VBC Risk Indicators

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

Pair Trading with VBC

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if VBC position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in VBC will appreciate offsetting losses from the drop in the long position's value.
The ability to find closely correlated positions to VBC could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace VBC when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back VBC - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling VBC to buy it.
The correlation of VBC is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as VBC moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if VBC moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for VBC can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching