Advisors Capital Mutual Fund Forecast - Polynomial Regression

ACTIX
 Fund
  

USD 8.95  0.04  0.44%   

Advisors Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Advisors Capital historical stock prices and determine the direction of Advisors Capital Tactical'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 Advisors Capital historical fundamentals such as revenue growth or operating cash flow patterns.
Please continue to Historical Fundamental Analysis of Advisors Capital to cross-verify your projections.
  
Most investors in Advisors Capital 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 Advisors Capital's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Advisors Capital's price structures and extracts relationships that further increase the generated results' accuracy.
Advisors Capital polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Advisors Capital Tactical as well as the accuracy indicators are determined from the period prices.

Advisors Capital Polynomial Regression Price Forecast For the 27th of September

Given 90 days horizon, the Polynomial Regression forecasted value of Advisors Capital Tactical on the next trading day is expected to be 8.93 with a mean absolute deviation of 0.030858, mean absolute percentage error of 0.001419, and the sum of the absolute errors of 1.88.
Please note that although there have been many attempts to predict Advisors 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 Advisors Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Advisors Capital Mutual Fund Forecast Pattern

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Advisors Capital Forecasted Value

In the context of forecasting Advisors Capital'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. Advisors Capital's downside and upside margins for the forecasting period are 8.63 and 9.24, respectively. We have considered Advisors Capital'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 8.95
8.93
Expected Value
9.24
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 Advisors Capital mutual fund data series using in forecasting. Note that when a statistical model is used to represent Advisors Capital 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 Criteria111.5526
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0309
MAPEMean absolute percentage error0.0034
SAESum of the absolute errors1.8823
A single variable polynomial regression model attempts to put a curve through the Advisors Capital 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 Advisors Capital

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Advisors Capital Tactical. 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 Advisors Capital's 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 Advisors Capital in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
8.648.959.26
Details
Intrinsic
Valuation
LowReal ValueHigh
8.699.009.31
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
8.918.989.05
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Advisors Capital. Your research has to be compared to or analyzed against Advisors Capital's peers to derive any actionable benefits. When done correctly, Advisors Capital's 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 Advisors Capital Tactical.

Other Forecasting Options for Advisors Capital

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

Advisors Capital 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 Advisors Capital mutual fund to make a market-neutral strategy. Peer analysis of Advisors Capital could also be used in its relative valuation, which is a method of valuing Advisors Capital by comparing valuation metrics with similar companies.
One Choice BlendPutnam RetirementFidelity Flex FreedomOne Choice BlendT Rowe PricePutnam RetirementAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGx Nasdaq-100 CoveredFranklin Mutual EuropeanNatural Hlth TrdUSA Value FactorBetapro Canadian GoldAramark Holdings Corp
 Risk & Return  Correlation

Advisors Capital Tactical 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 Advisors Capital'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 Advisors Capital's current price.

Advisors Capital Risk Indicators

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

Pair Trading with Advisors Capital

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 Advisors Capital 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 Advisors Capital will appreciate offsetting losses from the drop in the long position's value.

Moving together with Advisors Capital

+0.63HPQHp Inc Fiscal Year End 22nd of November 2022 PairCorr
The ability to find closely correlated positions to Advisors Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Advisors Capital 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 Advisors Capital - 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 Advisors Capital Tactical to buy it.
The correlation of Advisors Capital 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 Advisors Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Advisors Capital Tactical 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 Advisors Capital 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
Please continue to Historical Fundamental Analysis of Advisors Capital to cross-verify your projections. You can also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.

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When running Advisors Capital Tactical price analysis, check to measure Advisors Capital's 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 Advisors Capital is operating at the current time. Most of Advisors Capital's value examination focuses on studying past and present price action to predict the probability of Advisors Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Advisors Capital's price. Additionally, you may evaluate how the addition of Advisors Capital to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Advisors Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Advisors Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Advisors Capital's 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.