Koninklijke KPN Pink Sheet Forecast - Simple Regression

KKPNY
 Stock
  

USD 3.07  0.03  0.97%   

Koninklijke Pink Sheet Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Koninklijke KPN historical stock prices and determine the direction of Koninklijke KPN NV'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 Koninklijke KPN historical fundamentals such as revenue growth or operating cash flow patterns.
Please see Historical Fundamental Analysis of Koninklijke KPN to cross-verify your projections.
  
Most investors in Koninklijke KPN 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 Koninklijke KPN's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Koninklijke KPN's price structures and extracts relationships that further increase the generated results' accuracy.
Simple Regression model is a single variable regression model that attempts to put a straight line through Koninklijke KPN 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.

Koninklijke KPN Simple Regression Price Forecast For the 9th of December

Given 90 days horizon, the Simple Regression forecasted value of Koninklijke KPN NV on the next trading day is expected to be 2.89 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.024115, and the sum of the absolute errors of 7.77.
Please note that although there have been many attempts to predict Koninklijke Pink Sheet 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 Koninklijke KPN's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Koninklijke KPN Pink Sheet Forecast Pattern

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Koninklijke KPN Forecasted Value

In the context of forecasting Koninklijke KPN's Pink Sheet 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. Koninklijke KPN's downside and upside margins for the forecasting period are 1.16 and 4.62, respectively. We have considered Koninklijke KPN'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 3.07
2.89
Expected Value
4.62
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 Koninklijke KPN pink sheet data series using in forecasting. Note that when a statistical model is used to represent Koninklijke KPN pink sheet, 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 Criteria114.3856
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1274
MAPEMean absolute percentage error0.0451
SAESum of the absolute errors7.773
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 Koninklijke KPN NV 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 Koninklijke KPN

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Koninklijke KPN NV. 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 Koninklijke KPN'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 Koninklijke KPN in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1.343.074.80
Details
Intrinsic
Valuation
LowReal ValueHigh
0.992.724.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3.073.073.07
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Koninklijke KPN. Your research has to be compared to or analyzed against Koninklijke KPN's peers to derive any actionable benefits. When done correctly, Koninklijke KPN'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 Koninklijke KPN NV.

Other Forecasting Options for Koninklijke KPN

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

Koninklijke KPN 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 Koninklijke KPN pink sheet to make a market-neutral strategy. Peer analysis of Koninklijke KPN could also be used in its relative valuation, which is a method of valuing Koninklijke KPN by comparing valuation metrics with similar companies.
MicrosoftGeneral ElectricSECOM LTDMerck CompanyAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group LimitedNatural Health TrendIShares MSCI USABetaPro Canadian GoldAramark HoldingsVanguard Long-Term
 Risk & Return  Correlation

Koninklijke KPN NV 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 Koninklijke KPN'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 Koninklijke KPN's current price.

Koninklijke KPN Risk Indicators

The analysis of Koninklijke KPN'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 Koninklijke KPN's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Koninklijke KPN 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 Koninklijke KPN 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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Please see Historical Fundamental Analysis of Koninklijke KPN to cross-verify your projections. You can also try Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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