GSE Systems Stock Forecast - Naive Prediction

GVP
 Stock
  

USD 0.69  0.01  1.47%   

GSE Systems Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast GSE Systems historical stock prices and determine the direction of GSE Systems'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 GSE Systems historical fundamentals such as revenue growth or operating cash flow patterns.
Please check Historical Fundamental Analysis of GSE Systems to cross-verify your projections.
  
Most investors in GSE Systems 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 GSE Systems' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets GSE Systems' price structures and extracts relationships that further increase the generated results' accuracy.
A naive forecasting model for GSE Systems is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of GSE Systems value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

GSE Systems Naive Prediction Price Forecast For the 5th of December

Given 90 days horizon, the Naive Prediction forecasted value of GSE Systems on the next trading day is expected to be 0.77 with a mean absolute deviation of 0.027809, mean absolute percentage error of 0.001191, and the sum of the absolute errors of 1.70.
Please note that although there have been many attempts to predict GSE Systems 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 GSE Systems' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

GSE Systems Stock Forecast Pattern

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GSE Systems Forecasted Value

In the context of forecasting GSE Systems' 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. GSE Systems' downside and upside margins for the forecasting period are 0.0069 and 5.59, respectively. We have considered GSE Systems' 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 0.69
0.0069
Downside
0.77
Expected Value
5.59
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of GSE Systems stock data series using in forecasting. Note that when a statistical model is used to represent GSE Systems 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 Criteria111.3776
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0278
MAPEMean absolute percentage error0.0358
SAESum of the absolute errors1.6963
This model is not at all useful as a medium-long range forecasting tool of GSE Systems. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict GSE Systems. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for GSE Systems

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GSE Systems. 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 GSE Systems' 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 GSE Systems in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.030.695.51
Details
Intrinsic
Valuation
LowReal ValueHigh
0.040.885.70
Details
1 Analysts
Consensus
LowTarget PriceHigh
1.501.501.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GSE Systems. Your research has to be compared to or analyzed against GSE Systems' peers to derive any actionable benefits. When done correctly, GSE Systems' 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 GSE Systems.

Other Forecasting Options for GSE Systems

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

GSE Systems 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 GSE Systems stock to make a market-neutral strategy. Peer analysis of GSE Systems could also be used in its relative valuation, which is a method of valuing GSE Systems by comparing valuation metrics with similar companies.
Absolute SoftwareADEIA CORPAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group LimitedNatural Health TrendIShares MSCI USABetaPro Canadian GoldAramark HoldingsVanguard Long-TermSeagate Technology PLCVistra Energy Corp
 Risk & Return  Correlation

GSE Systems 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 GSE Systems' 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 GSE Systems' current price.

GSE Systems Risk Indicators

The analysis of GSE Systems' 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 GSE Systems' investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting GSE Systems 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 GSE Systems 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, GSE Systems' short interest history, or implied volatility extrapolated from GSE Systems options trading.

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Please check Historical Fundamental Analysis of GSE Systems to cross-verify your projections. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for analysis

When running GSE Systems price analysis, check to measure GSE Systems' 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 GSE Systems is operating at the current time. Most of GSE Systems' value examination focuses on studying past and present price action to predict the probability of GSE Systems' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GSE Systems' price. Additionally, you may evaluate how the addition of GSE Systems to your portfolios can decrease your overall portfolio volatility.
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Is GSE Systems' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of GSE Systems. If investors know GSE Systems will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about GSE Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.043) 
Market Capitalization
15.1 M
Quarterly Revenue Growth YOY
(0.19) 
Return On Assets
(0.14) 
Return On Equity
(0.88) 
The market value of GSE Systems is measured differently than its book value, which is the value of GSE Systems that is recorded on the company's balance sheet. Investors also form their own opinion of GSE Systems' value that differs from its market value or its book value, called intrinsic value, which is GSE Systems' 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 GSE Systems' market value can be influenced by many factors that don't directly affect GSE Systems' 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 GSE Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine GSE Systems value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GSE Systems' 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.