Maiden Holdings Stock Forecast - Naive Prediction

MHNC
 Stock
  

USD 18.43  0.46  2.44%   

Maiden Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Maiden Holdings historical stock prices and determine the direction of Maiden Holdings North'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 Maiden Holdings historical fundamentals such as revenue growth or operating cash flow patterns.
Additionally, see Historical Fundamental Analysis of Maiden Holdings to cross-verify your projections.
  
Most investors in Maiden Holdings 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 Maiden Holdings' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Maiden Holdings' price structures and extracts relationships that further increase the generated results' accuracy.
A naive forecasting model for Maiden Holdings is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Maiden Holdings North 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.

Maiden Holdings Naive Prediction Price Forecast For the 7th of December

Given 90 days horizon, the Naive Prediction forecasted value of Maiden Holdings North on the next trading day is expected to be 17.84 with a mean absolute deviation of 0.26, mean absolute percentage error of 0.11, and the sum of the absolute errors of 16.39.
Please note that although there have been many attempts to predict Maiden 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 Maiden Holdings' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Maiden Holdings Stock Forecast Pattern

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Maiden Holdings Forecasted Value

In the context of forecasting Maiden Holdings' 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. Maiden Holdings' downside and upside margins for the forecasting period are 16.03 and 19.65, respectively. We have considered Maiden Holdings' 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 18.43
17.84
Expected Value
19.65
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 Maiden Holdings stock data series using in forecasting. Note that when a statistical model is used to represent Maiden Holdings 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 Criteria117.7265
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2644
MAPEMean absolute percentage error0.0153
SAESum of the absolute errors16.3901
This model is not at all useful as a medium-long range forecasting tool of Maiden Holdings North. 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 Maiden Holdings. 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 Maiden Holdings

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Maiden Holdings North. 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 Maiden Holdings' 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 Maiden Holdings in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
16.5418.3520.16
Details
Intrinsic
Valuation
LowReal ValueHigh
16.1717.9819.79
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
15.6917.5819.48
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Maiden Holdings. Your research has to be compared to or analyzed against Maiden Holdings' peers to derive any actionable benefits. When done correctly, Maiden Holdings' 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 Maiden Holdings North.

Other Forecasting Options for Maiden Holdings

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

Maiden Holdings 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 Maiden Holdings stock to make a market-neutral strategy. Peer analysis of Maiden Holdings could also be used in its relative valuation, which is a method of valuing Maiden Holdings by comparing valuation metrics with similar companies.
AmTrust FinancialAmTrust FinancialAmerican FinancialAssurantArgo Group USUnited RentalsDoverIntelProcter GambleThe Travelers CompaniesAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEAN
 Risk & Return  Correlation

Maiden Holdings North 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 Maiden Holdings' 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 Maiden Holdings' current price.

Maiden Holdings Risk Indicators

The analysis of Maiden Holdings' 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 Maiden Holdings' investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Maiden Holdings 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.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Maiden Holdings without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Maiden Holdings North using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Historical Fundamental Analysis of Maiden Holdings to cross-verify your projections. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.

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When running Maiden Holdings North price analysis, check to measure Maiden Holdings' 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 Maiden Holdings is operating at the current time. Most of Maiden Holdings' value examination focuses on studying past and present price action to predict the probability of Maiden Holdings' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Maiden Holdings' price. Additionally, you may evaluate how the addition of Maiden Holdings to your portfolios can decrease your overall portfolio volatility.
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Is Maiden Holdings' 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 Maiden Holdings. If investors know Maiden 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 Maiden Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Maiden Holdings North is measured differently than its book value, which is the value of Maiden that is recorded on the company's balance sheet. Investors also form their own opinion of Maiden Holdings' value that differs from its market value or its book value, called intrinsic value, which is Maiden Holdings' 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 Maiden Holdings' market value can be influenced by many factors that don't directly affect Maiden Holdings' 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 Maiden Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine Maiden Holdings value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Maiden Holdings' 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.