Listed Funds Etf Forecast - Polynomial Regression

BAD
 Etf
  

USD 11.17  0.08  0.71%   

Listed Etf Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Listed Funds historical stock prices and determine the direction of Listed Funds Trust's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Listed Funds historical fundamentals such as revenue growth or operating cash flow patterns.
Continue to Historical Fundamental Analysis of Listed Funds to cross-verify your projections.
  

Open Interest Agains t 2022-10-21 Listed Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Listed Funds' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Listed Funds' options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Listed Funds stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Listed Funds' open interest, investors have to compare it to Listed Funds' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Listed Funds is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Listed. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Listed Funds cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Listed Funds' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Listed Funds' price structures and extracts relationships that further increase the generated results' accuracy.
Listed Funds polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Listed Funds Trust as well as the accuracy indicators are determined from the period prices.

Listed Funds Polynomial Regression Price Forecast For the 2nd of October

Given 90 days horizon, the Polynomial Regression forecasted value of Listed Funds Trust on the next trading day is expected to be 10.95 with a mean absolute deviation of 0.18, mean absolute percentage error of 0.05, and the sum of the absolute errors of 11.15.
Please note that although there have been many attempts to predict Listed Etf 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 Listed Funds' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Listed Funds Etf Forecast Pattern

Backtest Listed FundsListed Funds Price PredictionBuy or Sell Advice 

Listed Funds Forecasted Value

In the context of forecasting Listed Funds' Etf 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. Listed Funds' downside and upside margins for the forecasting period are 9.48 and 12.43, respectively. We have considered Listed Funds' 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 11.17
10.95
Expected Value
12.43
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 Listed Funds etf data series using in forecasting. Note that when a statistical model is used to represent Listed Funds etf, 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 Criteria115.1552
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1828
MAPEMean absolute percentage error0.0151
SAESum of the absolute errors11.1517
A single variable polynomial regression model attempts to put a curve through the Listed Funds 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 Listed Funds

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Listed Funds Trust. Regardless of method or technology, however, to accurately forecast the stock or bond 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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Listed Funds' 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. Please use the tools below to analyze the current value of Listed Funds in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
9.6911.1712.65
Details
Intrinsic
Valuation
LowReal ValueHigh
9.9211.4012.88
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.9311.9312.92
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Listed Funds. Your research has to be compared to or analyzed against Listed Funds' peers to derive any actionable benefits. When done correctly, Listed Funds' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Listed Funds Trust.

Other Forecasting Options for Listed Funds

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

Listed Funds 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 Listed Funds etf to make a market-neutral strategy. Peer analysis of Listed Funds could also be used in its relative valuation, which is a method of valuing Listed Funds by comparing valuation metrics with similar companies.
McDonalds CorpAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGx Nasdaq-100 CoveredFranklin Mutual EuropeanNatural Hlth TrdUSA Value FactorBetapro Canadian GoldAramark Holdings CorpLong-Term Govt BondMaiden Holdings NorthSeagate Technology HldgsVistra Energy CorpExxon Mobil Corp
 Risk & Return  Correlation

Listed Funds Trust 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 Listed Funds' 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 Listed Funds' current price.

Listed Funds Market Strength Events

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

Listed Funds Risk Indicators

The analysis of Listed Funds' basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Listed Funds' investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Listed Funds stock price, 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 stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Listed Funds in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Listed Funds' short interest history, or implied volatility extrapolated from Listed Funds options trading.

Pair Trading with Listed Funds

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 Listed Funds 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 Listed Funds will appreciate offsetting losses from the drop in the long position's value.

Moving together with Listed Funds

+0.78JPMJP Morgan Chase Fiscal Year End 13th of January 2023 PairCorr
+0.85MCDMcDonalds Corp TrendingPairCorr
+0.85HPQHp Inc Fiscal Year End 22nd of November 2022 PairCorr
+0.63DISWalt Disney Fiscal Year End 9th of November 2022 PairCorr
The ability to find closely correlated positions to Listed Funds could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Listed Funds 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 Listed Funds - 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 Listed Funds Trust to buy it.
The correlation of Listed Funds is a statistical measure of how it moves in relation to other equities. 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 Listed Funds moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Listed Funds Trust 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 Listed Funds 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
Continue to Historical Fundamental Analysis of Listed Funds to cross-verify your projections. Note that the Listed Funds Trust information on this page should be used as a complementary analysis to other Listed Funds' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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When running Listed Funds Trust price analysis, check to measure Listed Funds' 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 Listed Funds is operating at the current time. Most of Listed Funds' value examination focuses on studying past and present price action to predict the probability of Listed Funds' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Listed Funds' price. Additionally, you may evaluate how the addition of Listed Funds to your portfolios can decrease your overall portfolio volatility.
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The market value of Listed Funds Trust is measured differently than its book value, which is the value of Listed that is recorded on the company's balance sheet. Investors also form their own opinion of Listed Funds' value that differs from its market value or its book value, called intrinsic value, which is Listed Funds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Listed Funds' market value can be influenced by many factors that don't directly affect Listed Funds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Listed Funds' value and its price as these two are different measures arrived at by different means. Investors typically determine Listed Funds value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Listed Funds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.