Van Phu Stock Forecast - Simple Regression

VPI Stock   57,800  100.00  0.17%   
The Simple Regression forecasted value of Van Phu on the next trading day is expected to be 58,275 with a mean absolute deviation of 515.91 and the sum of the absolute errors of 31,470. Van Stock Forecast is based on your current time horizon.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Van Phu 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.

Van Phu Simple Regression Price Forecast For the 30th of November

Given 90 days horizon, the Simple Regression forecasted value of Van Phu on the next trading day is expected to be 58,275 with a mean absolute deviation of 515.91, mean absolute percentage error of 396,642, and the sum of the absolute errors of 31,470.
Please note that although there have been many attempts to predict Van 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 Van Phu's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Van Phu Stock Forecast Pattern

Van Phu Forecasted Value

In the context of forecasting Van Phu'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. Van Phu's downside and upside margins for the forecasting period are 58,274 and 58,275, respectively. We have considered Van Phu'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
57,800
58,274
Downside
58,275
Expected Value
58,275
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 Van Phu stock data series using in forecasting. Note that when a statistical model is used to represent Van Phu 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 Criteria131.0013
BiasArithmetic mean of the errors None
MADMean absolute deviation515.908
MAPEMean absolute percentage error0.009
SAESum of the absolute errors31470.386
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 Van Phu 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 Van Phu

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Van Phu. 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
57,79957,80057,801
Details
Intrinsic
Valuation
LowRealHigh
46,79746,79863,580
Details
Bollinger
Band Projection (param)
LowMiddleHigh
57,05158,12559,199
Details

Other Forecasting Options for Van Phu

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

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

Van Phu 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 Van Phu'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 Van Phu's current price.

Van Phu Market Strength Events

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

Van Phu Risk Indicators

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

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 Van Phu 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 Van Phu will appreciate offsetting losses from the drop in the long position's value.

Moving against Van Stock

  0.5AME Alphanam MEPairCorr
  0.47AAA An Phat PlasticPairCorr
  0.46ADS Damsan JSCPairCorr
  0.38APG APG Securities JointPairCorr
  0.37ABS Binhthuan AgriculturePairCorr
The ability to find closely correlated positions to Van Phu could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Van Phu 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 Van Phu - 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 Van Phu to buy it.
The correlation of Van Phu 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 Van Phu moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Van Phu 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 Van Phu 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

Other Information on Investing in Van Stock

Van Phu financial ratios help investors to determine whether Van 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 Van with respect to the benefits of owning Van Phu security.