Vinci SA Pink Sheet Forecast - Polynomial Regression

VCISY Stock  USD 26.20  0.22  0.83%   
The Polynomial Regression forecasted value of Vinci SA ADR on the next trading day is expected to be 26.14 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.32. Vinci Pink Sheet Forecast is based on your current time horizon.
  
Vinci SA polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Vinci SA ADR as well as the accuracy indicators are determined from the period prices.

Vinci SA Polynomial Regression Price Forecast For the 25th of November

Given 90 days horizon, the Polynomial Regression forecasted value of Vinci SA ADR on the next trading day is expected to be 26.14 with a mean absolute deviation of 0.35, mean absolute percentage error of 0.22, and the sum of the absolute errors of 21.32.
Please note that although there have been many attempts to predict Vinci Pink Sheet 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 Vinci SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Vinci SA Pink Sheet Forecast Pattern

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Vinci SA Forecasted Value

In the context of forecasting Vinci SA's Pink Sheet 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. Vinci SA's downside and upside margins for the forecasting period are 24.78 and 27.49, respectively. We have considered Vinci SA'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
26.20
26.14
Expected Value
27.49
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Vinci SA pink sheet data series using in forecasting. Note that when a statistical model is used to represent Vinci SA pink sheet, 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 Criteria116.5929
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3495
MAPEMean absolute percentage error0.0122
SAESum of the absolute errors21.3169
A single variable polynomial regression model attempts to put a curve through the Vinci SA historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Vinci SA

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vinci SA ADR. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Vinci SA'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
25.0726.4227.77
Details
Intrinsic
Valuation
LowRealHigh
21.6723.0229.06
Details
Bollinger
Band Projection (param)
LowMiddleHigh
26.1426.3526.55
Details

Other Forecasting Options for Vinci SA

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

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

Vinci SA ADR Technical and Predictive Analytics

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

Vinci SA Market Strength Events

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

Vinci SA Risk Indicators

The analysis of Vinci SA'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 Vinci SA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting vinci pink sheet 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.

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.

Additional Tools for Vinci Pink Sheet Analysis

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