Amg Yacktman Mutual Fund Forecast - Simple Regression

YFSNX Fund  USD 16.14  0.09  0.56%   
The Simple Regression forecasted value of Amg Yacktman Focused on the next trading day is expected to be 15.79 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 12.58. Amg Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Amg Yacktman's share price is below 20 . This entails that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Amg Yacktman's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Amg Yacktman Focused, which may create opportunities for some arbitrage if properly timed.
Using Amg Yacktman hype-based prediction, you can estimate the value of Amg Yacktman Focused from the perspective of Amg Yacktman response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Amg Yacktman Focused on the next trading day is expected to be 15.79 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 12.58.

Amg Yacktman after-hype prediction price

    
  USD 16.13  
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 fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Amg Yacktman to cross-verify your projections.

Amg Yacktman Additional Predictive Modules

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

Amg Yacktman Simple Regression Price Forecast For the 3rd of January

Given 90 days horizon, the Simple Regression forecasted value of Amg Yacktman Focused on the next trading day is expected to be 15.79 with a mean absolute deviation of 0.21, mean absolute percentage error of 0.06, and the sum of the absolute errors of 12.58.
Please note that although there have been many attempts to predict Amg Mutual Fund 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 Amg Yacktman's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Amg Yacktman Mutual Fund Forecast Pattern

Backtest Amg YacktmanAmg Yacktman Price PredictionBuy or Sell Advice 

Amg Yacktman Forecasted Value

In the context of forecasting Amg Yacktman's Mutual Fund 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. Amg Yacktman's downside and upside margins for the forecasting period are 15.11 and 16.47, respectively. We have considered Amg Yacktman'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
16.14
15.79
Expected Value
16.47
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 Amg Yacktman mutual fund data series using in forecasting. Note that when a statistical model is used to represent Amg Yacktman mutual fund, 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 Criteria115.3766
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2062
MAPEMean absolute percentage error0.0137
SAESum of the absolute errors12.5792
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 Amg Yacktman Focused 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 Amg Yacktman

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Amg Yacktman Focused. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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
15.4516.1316.81
Details
Intrinsic
Valuation
LowRealHigh
14.5317.3418.02
Details
Bollinger
Band Projection (param)
LowMiddleHigh
14.4415.4016.37
Details

Other Forecasting Options for Amg Yacktman

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

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

Amg Yacktman Focused Technical and Predictive Analytics

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

Amg Yacktman Market Strength Events

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

Amg Yacktman Risk Indicators

The analysis of Amg Yacktman'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 Amg Yacktman's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting amg mutual fund 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.

Other Information on Investing in Amg Mutual Fund

Amg Yacktman financial ratios help investors to determine whether Amg Mutual Fund 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 Amg with respect to the benefits of owning Amg Yacktman security.
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